Webinar | Part Two – Seeing Stress First: How SOLVE Is Transforming Restructuring Across Public and Private Credit

Part two of our restructuring series is coming on March 24 at 2:00 pm ET, expanding the discussion to corporate bonds and CDS markets as refinancing pressure builds.

Back by popular demand, join SOLVE for a deep dive into how market-driven pricing and integrated credit data can help portfolio managers, analysts, restructuring desks, and market data vendors detect emerging credit stress earlier and act with confidence. 

Using SOLVE’s integrated Bonds, Loans, and Private Credit datasets, this webinar will show how market participants can track changes in credit profiles faster, identify early warning signals, and gain a clearer view of stressed and special situations across the credit market.

In this session, you’ll learn how to:

• Detect emerging stress before it’s broadly recognized using multi-year market data
• Identify key warning indicators, including instruments priced below 80, non-accruals, and PIK usage
• Compare traditional evaluated pricing with SOLVE Px’s market-driven, trade-informed models
• Use a larger, more diverse quote dataset to improve transparency and liquidity in corporate credit

Stay tuned for Part 2, where we’ll build on these insights and examine stress signals in the corporate bond and CDS markets.

Fill out the form to register >>