LibreMax's Lippmann on How to Build A Portfolio

The video discusses investment opportunities in short duration credit amidst an inverted yield curve, explores economic scenarios affecting portfolio resilience, and compares current financial setups with the 2008 crisis. It analyzes consumer and corporate stress, examines CLO market trends, and provides insights into real estate and CMBS markets. The role of private credit in market volatility is also highlighted.

In what ways has the CLO market changed since the GFC?

How do expectations affect market reactions, particularly in the context of CMBS?

What factors contribute to the pricing of CMBS in the current market?

What are the potential risks associated with the shift of debt into private hands?