A 4Q 2021 Update on Middle Market Credit Spreads and Required Returns
Post-Q4 2021, investors are reporting a greater willingness to underwrite more storied, high COVID impacted, or marginal issuers.
A 3Q 2021 Update on Middle Market Credit Spreads and Required Returns
As we reflect on the private credit market in Q3 2021, direct lenders and private equity sponsors note trends remain similar to Q2.
With Greater Liquidity Comes Greater Private Asset Valuation Frequency
The new buzz phrase—”monthly valuation”—is taxing internal valuation teams and redefining relationships between fund sponsors and valuation providers.
Why VRC for Portfolio Valuation?
Learn why eminent private fund managers and their boards rely on our team.
A 2Q Update on Middle Market Credit Spreads and Required Returns
Considering competitive market dynamics, market participants report a tightening in credit spreads since Q2 2020 and generally stable credit spreads in 2Q21.
Resource Guide to Navigating SEC Rule 2A-5
VRC’s Rule 2a-5 Resource Guide provides the details fund managers and fund boards need to come into compliance with the SEC’s new regulations to fair value portfolio securities.
Best Practices for Private Fund Sponsors
As the demand for transparency rises for private investment funds, the spotlight is on valuation practices, which is essential for any fund manager to understand.
Q1 2021: Middle Market Credit Spreads and Required Returns
How are market participants reacting to positive vaccination rates, economic optimism, company prospects and floating rate security demand?
Birnbaum, Walling on Valuing Private Energy Debt and Equity in Private Funds CFO
As seen in the newest issue of Private Funds CFO, Jeff Birnbaum and Chris Walling discuss the implications of the pandemic for the sector.
Middle Market Credit Spreads and Required Returns
In Q4 2020, market participants noted improving comfort with company and industry fundamentals, outlooks, and the ability to weather a second wave of the virus.