In this episode of RPM, Christian Frei, StepStone head of risk joins Michael Venne to discuss some of the main insights from StepStone's recent collaboration with GIC: a whitepaper that provides an overview of private debt investment opportunities and a framework for building an optimal private debt portfolio. They cover a range of topics including:
- The genesis of the project (1:53);
- How investors regard private debt (5:29);
- Optimizing for risk and return (7:15);
- Stress loss as a risk measure (10:06);
- Tactical versus strategic considerations (14:11).



