Credit Benchmark Fall 2026 Symposium Brings Together Leading Voices to Examine the Forces Shaping the Next Credit Cycle
Senior leaders from banking, capital markets, and geopolitics will explore emerging credit risks, the changing role of
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NEW YORK & LONDON, Oct. 15, 2026 (GLOBE NEWSWIRE) — Credit Benchmark, a leading provider of consensus credit risk data and analytics, will host its Fall 2026 Symposium, Navigating the Next Credit Cycle, on Thursday, October 22, in New York City.
Bringing together prominent voices from banking, asset management, financial policy, and geopolitics, the Symposium will examine the forces reshaping credit markets, where risks may be underappreciated, and how financial institutions can prepare for the next phase of the credit cycle.
Against a backdrop of geopolitical fragmentation, evolving monetary policy, rapid AI investment, and the continued expansion of private credit, the discussions will explore several critical questions:
- Where is credit risk building? Emerging vulnerabilities across private and public markets, including the divergence between credit risk at business development companies (BDCs) and their underlying portfolio holdings.
- How is the interest rate cycle reshaping risk? The implications of changing rates, tightening credit spreads, refinancing pressures, and liquidity conditions for borrowers and lenders.
- How is the architecture of credit changing? The growing role of private credit and nonbank financial institutions, bank–nonbank interconnectedness, and the impact of capital reforms on lending and risk appetite.
- What risks are markets overlooking? The second- and third-order effects of geopolitical tensions, trade policy, and AI-driven investment on financial markets and credit quality.
“The next credit cycle will be shaped not just by the risks we see today, but by the second- and third-order effects that are harder to anticipate,” said Michael Crumpler, CEO of Credit Benchmark. “Our unique perspective, drawn from the collective credit judgments of more than 40 global banks, provides an independent view of where risk is evolving. At our Fall Symposium, we’re bringing together leading voices in credit, financial markets, and geopolitics to look beyond the headlines, challenge conventional thinking, and help risk leaders better anticipate what comes next.”
An Exceptional Lineup of Industry Leaders
The program opens with a keynote fireside conversation, Credit in a Changing World, featuring Beth Sanner, Director for Geopolitics at International Capital Strategies and former senior official at the CIA, Office of the Director of National Intelligence, and National Security Council. Sanner, who personally briefed President Trump on intelligence matters during his first term, will join Jon Hilsenrath, founder of Serpa Pinto Advisory and former senior writer at The Wall Street Journal, to examine geopolitical flashpoints, shifting global alliances, and the potential consequences for inflation, interest rates, and credit markets.
Michael Crumpler will then present What the Data Is Telling Us, drawing on Credit Benchmark’s latest U.S. Credit Spotlight and consensus credit risk data to highlight emerging trends, sector divergence, and potential early warning signals across credit markets.
The program continues with an executive panel, The Changing Architecture of Credit, moderated by Mark Faulkner, Co-Founder of Credit Benchmark, featuring:
- Jim Millstein, Co-Chairman, Guggenheim Securities
- Gregory Baer, President and CEO, Bank Policy Institute
- Navdeep Dhaliwal, Chief Risk Officer and EVP, Capital Markets & Treasury Risk Management, CIBC
- Mark Corteil, Chief Risk Officer Americas, Sumitomo Mitsui Banking Corporation (SMBC)
Drawing on perspectives from banking, capital markets, and financial policy, panelists will examine how credit markets are evolving, the implications of capital reforms and regulatory divergence, the shifting balance between banks and nonbank lenders, and where risks may emerge as the credit cycle turns.
What Attendees Will Take Away
Attendees will gain perspectives on:
- The next credit cycle: Where risks may be building, including private credit, AI investment, and sectors experiencing divergent credit trends.
- The evolving credit landscape: How leaders across banking, asset management, and capital markets view changing market structures, lending dynamics, and risk appetite.
- Capital reform and regulation: How evolving capital requirements could influence bank lending, private credit growth, and the distribution of risk across financial institutions.
- Geopolitical and macroeconomic risk: How global tensions, trade disruption, and the interest rate outlook could reshape credit conditions.
- Early warning signals: How independent, consensus-based credit intelligence can help identify emerging vulnerabilities and inform risk decisions.
The Fall 2026 Symposium runs from 3:00 p.m. to 7:00 p.m. ET on Thursday, October 22, in midtown Manhattan, and concludes with a networking reception.
About Credit Benchmark
Founded in 2015, Credit Benchmark is a leading provider of credit risk data and analytics. The company aggregates and anonymises contributed risk views from more than 40 global financial institutions, producing independent, obligor-level credit consensus ratings and related credit metrics. Covering more than 125,000 legal entities, most of which are not publicly rated, Credit Benchmark helps financial institutions enhance credit assessment, benchmark internal risk views, and identify emerging risks. Credit Benchmark is headquartered in London, with offices in New York and Bangalore.
To request an invitation, please contact Kiley Molner at kiley.molner@creditbenchmark.com.
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