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McGeever: The 2007 subprime credit warnings are echoed in the alarms of private lenders.

Each financial market crisis differs, but they all rhyme. Parallels are emerging between the tremors rippling now through private credit, and those that led to the Global Financial Crisis in 2007-09.

It's not to say that a replay of the historic crash is imminent. There is a growing danger that the mounting pressure in private credit, which includes?opaque prices, scarce or nonexistent liquid, and high redemptions, could spill over to public markets.

BlackRock, a?world-leading?asset management firm with over $14 trillion in assets under management, announced on Friday that it had restricted withdrawals from its flagship debt fund following a spike in redemption requests. Blackstone, an alternative asset manager, had announced a few days before that it raised the redemption limit on its BCRED Private Credit Fund to meet record withdrawals.

These alarms are a result of a similar incident at the smaller alternative asset manager Blue Owl, which occurred last month. Also, in late 2018, JPMorgan Chase CEO Jamie Dimon warned: "When you find one cockroach, it's likely there are more."

Investors who have a sense for history or were around during the 2000s may find this all a little familiar. BNP Paribas and Bear Stearns blocked withdrawals from U.S. Subprime Funds in 2007 or warned of their problems. A seemingly small risk turned into a global 'financial crisis.

The GFC did not fully explode until the U.S. government allowed Lehman Brothers' collapse in September 2008. The crisis was building steadily over the past 18 months. Investors were given early warnings by tremors in subprime funds.

It is likely that the reasons for not letting investors withdraw their money are similar to those in 2007. Assets may have fallen in value significantly and would therefore need to be sold with a large loss. The asset manager might be afraid of triggering "a fire sale" in other assets in order to raise the required cash. Or the fund could be struggling to sell illiquid assets. It could be all three.

It is difficult to determine the true value of private credit assets because the market has become so opaque and illiquid. Price discovery often evaporates when the market becomes illiquid.

A similarity to subprime of 2007 is the belief that private credit, and more generally private markets, do not pose a risk systemic stability. We all know that this was wishful thinking at the time.

SUBPRIME RHYME - DO NOT REPEAT

This time, is it different?

If we look at sheer size, probably. According to Investec, the mortgage-backed securities (MBS) market, which was the cause of the GFC in 2007, it was worth $7.2 trillion, or 5% of all global securities. Private credit is currently worth $2 trillion. This represents less than 1% all global securities.

As with subprime lending in 2007, private lenders are not as tightly regulated today, at least compared to the traditional banks, so it is difficult to determine their true impact.

Even mom-and-pop investors have become more active. According to Investec, retail investors will hold 16.6% of private credit funds by the end of 2024. This is up from just 5.5% at the beginning of 2020.

Fitch Ratings, the credit rating agency, said last week that private credit default rates will reach a new record of 9.2% by 2025. This is up from the previous high of 8.1% set in?2024.

These defaults did not include any software companies. Software companies have now become major private lenders. Fears of disruption from artificial intelligence have impacted the software sector this year, causing shares in Blackstone, KKR, and Apollo to drop by up to 45%.

Private credit risks are skewed towards the downside. The U.S. is facing a difficult time, with a fragile labor market, the aftermath of the Middle East war, wild volatility on the oil markets, and even the threat of "stagflation."

The consensus is that GDP growth and broader asset markets are not threatened by private credit. Barclays strategists note that private credit problems are present, but not so serious as to send the U.S. economy into recession.

This is, of course, exactly how subprime mortgages were viewed in 2007.

When the liquidity wave 'goes out', you can see who has been swimming naked. Recent events on the private credit markets suggest that more funds will soon be exposed.

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(source: Reuters)