Jul 12, 2023

Margins per risk profile in Europe

Hi,

I would like to get an idea of the margins that private credit fund charge on top of EURIBOR/SONIA according to their risk profile. Could you give me so color please?

Core funds:

Core + funds:

Value add fund:

Opportunitics:

10 Comments
 

Thank you so much. 

What about special situations?

I see vanilla deals can project a 12% IRR return easily

I compare the returns with other asset classes, e.g. Real Estate, and it would me mad investing in Private Equity Real Estate

 

From what I know special situations credit has margins of 15%+, but don't quote me.

While you are right that we current see vanilla credit deals with 12% IRR or even higher, this is obviously driven by the very high interest rate environment. 2-3 years ago, things looked very different with lower margins 550-600bps and zero base rate in Europe. At that time target IRRs of 7-7.5% weren't uncommon.

 

Thanks.

I expected a decrease in margins to compensate the rise of SONIA/EURIBOR. 

What were the average returns of corporate private equity before 2023 and with the current environment?

Kind regards,

 

Nope, obviously everything became more instable, and thus more risky. Margins even increased slightly, although most turmoil in the market is rather captured by the rise in the reference interest rates. 

Also think from another perspective, bonds etc became more attractive, PC is essentially in the same market just illiquid, and thus needs to achieve a higher return than liquid credit instruments.

 

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