Mar 11, 2026

Why is everyone so worried about PC?

75% of LBOs are done by private credit.
Most private credit loans are to non-public companies.
If private credit is in trouble, how does that not mean PE is in way more trouble?
At least PC has a lien on the company assets

14 Comments
 

Private credit (PC) and private equity (PE) are deeply interconnected, especially given that private credit funds often finance a significant portion of leveraged buyouts (LBOs). However, the dynamics of their risks and exposures differ, which explains why concerns about private credit don't necessarily translate into equal or greater trouble for private equity.

Key Points to Consider:

  1. Lien on Assets vs. Equity Risk:

    • Private credit typically holds a lien on the company's assets, meaning they have a claim on those assets in case of default. This provides a layer of protection that private equity lacks, as PE investments are equity-based and sit at the bottom of the capital stack. If a company underperforms or defaults, private credit lenders may recover some value through asset liquidation, while PE investors could lose their entire equity stake.
  2. Default and Restructuring Dynamics:

    • As noted in WSO discussions, private credit lenders often negotiate with sponsors (PE firms) during times of distress. This can include measures like converting cash pay to PIK (payment-in-kind), covenant holidays, or other restructuring efforts. While these measures can strain private credit returns, they also reflect the collaborative nature of the relationship, where both parties aim to avoid outright failure.
  3. Private Equity's Risk Exposure:

    • PE firms are more exposed to the operational and market risks of their portfolio companies. If private credit is struggling due to defaults or liquidity issues, it often signals broader challenges in the underlying companies, which could indeed spell trouble for PE. However, PE firms typically have more levers to pull, such as operational improvements, strategic initiatives, or additional equity injections, to stabilize their investments.
  4. Private Credit's Current Challenges:

    • Private credit is facing increased defaults and restructuring scenarios, as highlighted in WSO threads. This is partly due to rising interest rates, economic uncertainty, and tighter liquidity conditions. While this impacts private credit returns, it doesn't necessarily mean PE is in "way more trouble." PE firms often have longer investment horizons and can weather short-term volatility better than credit funds, which rely on timely interest payments and principal repayments.
  5. Interdependence and Divergence:

    • While 75% of LBOs are financed by private credit, the two asset classes operate with different risk-return profiles. Private credit's troubles could indicate stress in the broader LBO market, but PE's ability to generate returns through operational improvements and strategic exits provides a buffer that private credit lacks.

In summary, private credit's challenges don't automatically translate into greater trouble for private equity. The two asset classes have different risk exposures and recovery mechanisms, with private credit benefiting from asset liens and PE relying on operational value creation. However, significant distress in private credit could signal broader economic or market issues that would eventually impact PE as well.

Sources: Private Equity vs. Private Credit, Are private debt funds getting fucked right now?, Private Equity vs Megafund Credit, Credit Fund to PE: Is it Doable, Private Equity vs. Private Credit

I'm an AI bot trained on the most helpful WSO content across 17+ years.
 

You're right, but the two strategies have different pitches to LPs. The reality of private credit is going to be jarring to many people who thought they were picking up a spread to public didn't realize they were doing CCC lending.  

Also, if you're the sponsor who pays the CEO and has control over the operating business, would you give the lender any narrative, data, or color that would possibly lead them to any conclusion except "oh wow everything's lovely I should relax"?

By the time lenders are aware there is a problem, it's usually way too late. Look at this MFS shitstorm as an extreme example. It is not helpful to be a secured lender after you discover that the business is a fraud.

 
Most Helpful

Lot of noise is created from fintwit and bloomberg headlines that distort reality. PC does have problems and I think PC firms that have more exposure to LMM or software would experience some losses on their portfolio. The issue is that no one knows what the contagion impact would be, although PC doesn't impact the banking system directly as it shifts risk away from banks to nonbank lenders, the banking system is exposed through lending to PC funds. Halting redemptions turns into a big headline but PC was never meant to provide daily liquidity but the blame goes both to LPs who ignored the legal terms and to GPs that couldnt stop talking about golden age of PC 3 years ago. Some funds have experienced deteriorated loan book and announced reduction in dividends and higher utilization of PIK toggle from borrowers. 

But you're right if we are gonna complain about PC then PE should get more attention as credit impairment theortically implies 0 recovery for equity. 

 

What’s your take on LMM? You talking software or painting with a broad brush? Typically have way more control via covenants in LMM. liquidity needs if issues arise are smaller dollars and easier to solve. There is def a lot of business risk but I would say the true recourse for a senior secured lender is there unlike upmarket or even MM deals. 

If you’re a non bank and you have the stomach to get into the muck, you should generally be ok from a recovery standpoint in the bad deals. It’s less of a relationship business in the sense that you’re not dropping trou for Mr Sponsor to bend you over and boondoggle you because you want to get the call when they raise the next big fund

Detachment is usually much shallower. Spreads higher. Reporting requirements stricter. Covenants tighter. Sponsors, if there even is one, are less sophisticated or versed in the dark arts of knifing their lenders. 

Here to conduct pig business.
 

LMM lending does almost always have real covenants, minimal threat of destructive LME, and better attachment points. However, the quality of an asset that's not going well is typically much scarier to even think about acquiring via debt restructure etc.  They almost always require new money as the adjusted "EBITDA" to CF bridge tends to be quite large while revolvers have typically been a big source of funding the business as trouble brews.  The space also skews heavily roll-up which is usually quite ugly on the way down - especially true in the popular segments (resi services, vet, medical, etc) where roll-over equity/options have been sprinkled everywhere and are no gone.  Meanwhile even in the non roll up segment you have are left with a declining 15-20mm asset that isn't generating cash.  What do you do with that?  Need to hold it in hopes of stabilizing it in hopes of being able to sell to another LMM PE fund but in like 3 years with a not great backstory.  Long way of saying loss given defaults are likely to be very high for the LMM space despite some reasons that might initially make you think otherwise (small software companies are a whole other bad story).  Note that you are seeing this in the smaller BDCs that focus on LMM.  V bad recoveries (though usually don't see that till the 2nd or 3rd restructure over 1-2 yrs).

The bright spot for LMM lending is the hope that you can get the lender to through in 6-12 months of runway via an equity check when trouble starts brewing.  The LMM market in general is in somewhat better funding shape due to better inflow dynamics plus optimism towards future raises.  I believe that optimism to be mostly misplaced but it doesn't matter, decent chance that you get someone to buy time while the hope to raise another fund.  I suspect this behavior will change in 12-18 months as performance from the PE funds becomes an obvious issue but there is a window in the medium term.

 

Traditional PE has been around for decades, hence it's not headline material to discuss PE losses. However, the combination of private credit boom (2022/2023) + retail access to illiquid vehicles (accelerated in 2024/2025) at such scale + speed of inflows + macro was untested until now and it's the first time we see its structural weaknesses (redemptions caused by exposure to software businesses that are under threat by AI + laxed credit terms given there was too much credit pursuing good companies 2-3 years ago), hence it's more educational/interesting/noveau than discussing PE failures even if everyone knows that those are the first to go. 

Also, if you think about it, the entire allure of retail money flowing into private vehicles was to increase AUMs. They were expecting to enlarge those vehicles to capture as much AUM as possible. 1-2 years have passed since then, and they are hit with a mass request of redemptions (ie. not enough time to harvest $$$ to enrich GPs). So if you know one or two about human psychology, you might start to think that there might be a strong incentive to not let it happen, especially when you factor that valuations are determined widely by the lender + if the lender/GP has some losses and doesn't reach the necessary X% it might not get any carry for that quarter/or might need to cover the previous loses before any carry (read BCRED prospectus for an example, but it's widely similar across all). So when you factor that incentive + still see a high amount of recorded losses (despite that incentive), you might think that there should be more underneath (including some that are not considered bankruptcy and others that are reported with months of delay). 

Might also add that in those last years LMEs  gained lots of popularity, so credit downturn stories fuel more interest / flow of viewers (+ loss aversion bias), which makes it more discussed across the industry and creates a feedback loop of more discussion to more news to more discussions to again more news over and over. 

incentives trumph ethics
 

"If private credit is in trouble, how does that not mean PE is in way more trouble?"

It's a good question but I don't think it's as cut and dry as you think. It's entirely possible to see a world where there is a lot of pain in PC but PE continues to chug along. When you think about just one credit, you are right, for PC to get impaired, the equity owner needs to get wiped out.

But, you need to think about this from a portfolio perspective. Take software as an example, since that's where a lot of the chatter is on. No one knows yet what the real impact of AI will be on legacy software businesses but it seems reasonable to assume that some will be able to incorporate AI into their current product offering and thus increase their enterprise value. Others will get disrupted and equity owners will get wiped. This dynamic is terrible for PC and okay-ish for PE. For the PE investor, some of their porticos will go to zero; others will outperform and together they will likely average out to a 12%.- 17% IRR. But if you are a PC investor with the majority of your exposure to tech, your loans to the companies that get disrupted are likely to be seriously impaired. But importantly you don't get any of the upside on the companies that do well. It's possible then to see a world where PC returns low-mid single digits.

TLDR: answer to your question is that at a portfolio level, the capped upside of PC could degrade returns more than expectations, while in PE outperformers and underperformers can together potentially average out to a still acceptable return for LPs.

 

Libero suscipit qui nostrum. Quis dolore consequatur architecto vel aut. Eos dolorum non iure magnam quae molestiae. Et sit quas alias ut praesentium natus impedit. Repellendus quod quasi occaecati laborum. Quidem et asperiores minus voluptatum esse maiores.

Excepturi eveniet eum dignissimos. Amet non accusamus illum ipsam dolores deserunt quod. Consequatur perferendis sunt facere sed quia necessitatibus. Dolor dolores adipisci ab ad quo. In ut optio recusandae veritatis consequatur non tempora.

Career Advancement Opportunities

June 2026 Investment Banking

  • Evercore 01 99.4%
  • Moelis & Company 01 98.8%
  • JPMorgan 01 98.2%
  • Guggenheim Partners 01 97.7%
  • Morgan Stanley 07 97.1%

Overall Employee Satisfaction

June 2026 Investment Banking

  • Moelis & Company No 99.4%
  • Morgan Stanley 01 98.8%
  • Evercore 01 98.2%
  • BMO Capital Markets 12 97.6%
  • Banco Santander 01 97.1%

Professional Growth Opportunities

June 2026 Investment Banking

  • Moelis & Company No 99.4%
  • Evercore No 98.8%
  • Morgan Stanley 05 98.2%
  • JPMorgan No 97.7%
  • BMO Capital Markets 12 97.1%

Total Avg Compensation

June 2026 Investment Banking

  • Vice President (14) $434
  • Associates (43) $259
  • 3rd+ Year Analyst (8) $210
  • 2nd Year Analyst (22) $179
  • Intern/Summer Associate (13) $156
  • 1st Year Analyst (75) $151
  • Intern/Summer Analyst (67) $101
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

1
redever's picture
redever
99.2
2
Secyh62's picture
Secyh62
99.0
3
BankonBanking's picture
BankonBanking
99.0
4
kanon's picture
kanon
99.0
5
CompBanker's picture
CompBanker
98.9
6
Betsy Massar's picture
Betsy Massar
98.9
7
DrApeman's picture
DrApeman
98.9
8
dosk17's picture
dosk17
98.9
9
GameTheory's picture
GameTheory
98.9
10
Mimbs's picture
Mimbs
98.8
success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”