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Private Credit's $2 Trillion Boom Meets Its Stress Test

Jayden

Analyzes global supply chains, industrial policy, and technology issues.

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Key points

  • Nobody agrees how big private credit is: the FSB and IMF put it at $1.5–2.0 trillion at end-2024, the BIS at over $2.5 trillion, and Morgan Stanley near $3 trillion at the start of 2025. The spread is a definition problem — there is no harmonized definition and little loan-level data — not a measurement dispute.
  • The BIS finds the largest single driver of the boom is inefficient banking systems (about +33% activity per one-standard-deviation move), well ahead of stricter bank regulation (about +7%). That makes the 'pure regulatory arbitrage' story incomplete without denying that regulation contributed.
  • The IMF's clearest measured deterioration is on the borrower side: about 40% of private-credit borrowers had negative cash flow from operations at end-2024, up from roughly 25% in 2021 — and the decline 'has yet to appear in accounting valuations.' That is a warning about what cannot yet be seen, not a confirmed loss.
  • Private credit does not wall banks off from risk. Large U.S. banks held about $95 billion in committed credit lines to private-credit vehicles at Q4 2024 (about $56 billion drawn), up roughly 145% in five years, while the IMF puts total bank exposure above $500 billion. The Fed's own stress arithmetic, however, is benign.
  • The 2025 failures of Tricolor and First Brands were confirmed losses, but the exposures ran mostly through ABS, broadly syndicated loans, warehouse lines and factoring rather than core direct lending, where 2025 default rates ran around 1.5% against roughly 3.8% for syndicated loans.

In the autumn of 2025, two mid-sized American companies most people had never heard of — an auto-parts maker called First Brands and a subprime car lender called Tricolor — collapsed within weeks of each other. Banks and investment funds that had lent to them suddenly disclosed hundreds of millions of dollars in exposure, some of it tied to invoices that may have been pledged more than once [source: Banking Dive, 2025]. Within days, the failures became a proxy for a much bigger argument: is the fast-growing world of private credit a healthy new pillar of finance, or an under-regulated build-up of risk that regulators have been warning about all year?

That argument is why private credit — lending to companies by investment funds rather than banks — has moved from an obscure corner of Wall Street to the front of financial-stability agendas at the International Monetary Fund (IMF), the Bank for International Settlements (BIS), the U.S. Federal Reserve, and the Financial Stability Board (FSB). In 2025 and 2026 all four issued cautionary assessments [source: IMF, 2025; FSB, 2026]. This article walks through what private credit actually is, how big it really is (the honest answer: nobody knows precisely), why it boomed, what the warnings say, and how much the 2025 blow-ups really tell us.

  • What "private credit" actually means
  • How big is it, really?
  • Why it boomed
  • What the regulators are warning about
  • The 2025 test: First Brands and Tricolor
  • The case for calm
  • What to watch

What "private credit" actually means

Private credit is, at its simplest, lending that happens outside the banking system. Instead of a bank taking deposits and making a loan, an investment fund raises money from institutional investors — pension funds, insurers, sovereign wealth funds, and increasingly wealthy individuals — and lends it directly to companies. The largest segment, direct lending, funds mid-sized firms and the buyouts of private-equity sponsors; it accounts for roughly two-thirds of the market [source: FSB, 2026].

It is one branch of what economists call non-bank financial intermediation, sometimes loosely called "shadow banking" — credit that flows through institutions that are not deposit-taking banks. The appeal to borrowers is speed, flexibility, and certainty: a private-credit fund can write a single large loan quickly and hold it to maturity, without syndicating it to dozens of lenders. The appeal to investors is yield — private loans typically pay more than comparable public bonds, partly as compensation for being harder to sell.

How big is it, really?

Here the honesty has to start. Estimates of the market's size differ by roughly a factor of two, and the gap is not a rounding error — it reflects genuine disagreement about what to count.

The IMF and the FSB put private-credit assets at roughly $1.5–2.0 trillion at the end of 2024 [source: FSB, 2026]. The BIS, using a broader lens, estimated the market had grown from about $0.2 billion in the early 2000s to over $2.5 trillion by early 2025 [source: BIS, 2025]. Morgan Stanley pegged it near $3 trillion at the start of 2025 and projects it could approach $5 trillion by 2029 [source: Morgan Stanley, 2025]. Independent market-research forecasts scatter across a similar range.

Why the dispersion? There is no harmonized definition. Some counts include only direct lending; others fold in asset-based finance, mezzanine debt, distressed lending, and infrastructure credit. Cross-border activity is hard to track, and much of the data is self-reported. The FSB's blunt conclusion is that data gaps make it "genuinely hard to know how large the problem is" [source: FSB, 2026]. So when you read a headline figure, treat it as an estimate within a wide band, not a measured fact. What is not in dispute is the direction: every serious source agrees the market has grown fast and continues to grow.

Why it boomed

Private credit did not appear from nowhere. Its rise is the mirror image of what happened to banks after the 2008 financial crisis, layered on top of a decade of cheap money.

The regulation story

After 2008, regulators made banks hold much more capital against risky loans, especially leveraged loans to indebted companies. That made some lending less profitable for banks to keep on their books — and created space for funds that face lighter capital rules to step in. The BIS finds that stricter bank regulation is a real but moderate driver of private-credit growth: a one-standard-deviation increase in regulatory stringency is associated with roughly 7% more private-credit activity [source: BIS, 2025].

Here the perspectives diverge, and both deserve a fair hearing. Supporters call this healthy diversification: risk moves out of leveraged, deposit-funded banks and into funds whose investors have signed up for it and cannot demand their money back overnight. Critics call it regulatory arbitrage — the same risky lending, relocated to a corner of finance where supervisors can see less. The Federal Reserve's own research notes, without judgment, that banks "may find it more profitable to lend to risky corporate borrowers indirectly" by financing private-credit funds rather than lending to those borrowers directly [source: Federal Reserve, 2025].

The bigger drivers

Regulation is not even the largest factor. The BIS finds the efficiency of the local banking system matters most: where banks are less efficient, private credit fills the gap fastest — associated with about 33% more activity per standard deviation. Low interest rates were the other engine; a one-standard-deviation fall in policy rates is linked to roughly 12% more private-credit activity, with supply-side money-chasing-yield becoming the dominant force from 2010 onward [source: BIS, 2025]. Private equity's appetite for debt to finance buyouts did the rest. The market is also strikingly concentrated: the United States accounts for around 87% of global originations [source: BIS, 2025].

What the regulators are warning about

The 2025–2026 warnings are not predictions of collapse. They are a catalogue of vulnerabilities that could amplify a shock. Four themes recur.

Borrower quality

The IMF's October 2025 stability report found that about 40% of companies borrowing from private lenders had negative cash flow from operations at the end of 2024, up from roughly 25% in 2021 [source: IMF, 2025]. That does not mean 40% will default — many are growing companies investing heavily — but it does mean a large share depend on continued financing rather than their own cash to service debt. The IMF also flagged that private-equity owners have been "levering up" the companies they own to fund payouts to their investors, straining debt sustainability further [source: IMF, 2025].

Valuation opacity

Because private loans rarely trade, funds value them using models rather than market prices, and update those marks with a lag. The IMF warned that a decline in borrowers' credit quality "has yet to appear in accounting valuations" [source: IMF, 2025]. In plain terms: if the marks are stale, reported losses can lag reality — a concern regulators call mark-to-model risk. The FSB lists valuation opacity as one of its four core vulnerability clusters [source: FSB, 2026]. This is a warning about what we cannot yet see, not a confirmed loss.

Interconnectedness

The comforting story that private credit isolates risk from banks is only half true, because banks lend heavily to the funds. The Fed found large U.S. banks held about $95 billion in committed credit lines to private-credit vehicles at the end of 2024, of which roughly $56 billion was drawn — up 145% in five years, and concentrated in a handful of the biggest banks [source: Federal Reserve, 2025]. The IMF put banks' broader exposure to private credit at more than $500 billion and warned that stress at non-banks can "quickly transmit to the core banking" system [source: IMF, 2025].

Liquidity mismatch

Newer private-credit funds increasingly market themselves to individual investors and offer periodic redemptions — the right to pull money out. But the underlying loans cannot be sold quickly. If many investors ask for their money at once, funds may have to "gate" withdrawals or sell assets into a weak market, which the FSB warns could make stress procyclical — amplifying a downturn rather than absorbing it [source: FSB, 2026].

The 2025 test: what First Brands and Tricolor really showed

This is where separating warnings from confirmed losses matters most. The First Brands and Tricolor failures were real, and the disclosed exposures were large. Jefferies revealed roughly $715 million of exposure to First Brands through a subsidiary that had been buying (or "factoring") the company's invoices to retailers such as Walmart and AutoZone [source: Banking Dive, 2025]. UBS disclosed around $500 million, and JPMorgan and Fifth Third took losses too, the latter alleging that Tricolor had pledged the same collateral for multiple loans [source: Banking Dive, 2025].

But here is the nuance that both critics and defenders should acknowledge: these were largely not private-credit losses. The exposures ran mostly through public asset-backed securities, broadly syndicated bank loans, warehouse lines, and invoice factoring — the traditional plumbing of finance — rather than through direct-lending funds. Cambridge Associates, reviewing the episode, concluded the failures "were not unique to private credit," involved apparent fraud by "a few bad actors" rather than a macro breakdown, and that "most high-quality private-credit managers identified warning signs early and largely avoided both situations" [source: Cambridge Associates, 2025].

In other words, the 2025 blow-ups were a stress test of underwriting discipline across all of credit — banks, auditors, and rating agencies missed the problems too — more than a verdict on private credit specifically. They proved that fraud and hidden leverage can hide anywhere, which is exactly why the regulators' emphasis on transparency and data matters.

The case for calm

There is a serious argument that the alarm is overdone, and it deserves equal space. Its strongest point is structural: private-credit capital is locked up. Investors commit money for years and cannot stage a deposit-style run, so a fund facing losses has time to work them out rather than being forced to fire-sell. Where funds do offer redemptions, gating mechanisms convert what could be a panic into managed, slower outflows.

The evidence so far has been reassuring on defaults. Direct-lending default rates ran around 1.5% in 2025, below the roughly 3.8% for broadly syndicated loans [source: Cambridge Associates, 2025]. The Fed's analysis of bank lending to private credit found those loans had lower default and delinquency rates than banks' loans to other non-banks, and that even a severe stress scenario would dent big banks' capital ratios only marginally [source: Federal Reserve, 2025]. Industry groups point to the Fed's 2025 stress test as evidence that private credit and hedge funds are not, on current exposures, a systemic threat [source: MFA, 2025]. The counter-caveat, which honesty requires: that same test did not rigorously measure banks' private-credit and private-equity exposures, so a clean bill of health is not the same as a thorough one [source: MFA, 2025].

What to watch

Private credit is neither the villain nor the hero of these headlines. It is a large, fast-growing, and unusually opaque part of the financial system that has not yet been tested by a real recession. The reasonable position is neither panic nor complacency, but attention to a few specific signals.

Watch whether stale valuations catch up to reality as more loans come due — if reported marks fall sharply, it will tell us the opacity mattered. Watch the redemption-facing retail funds: managed outflows are fine, forced asset sales are not. Watch the bank–fund linkages the Fed is now measuring, since that is the channel through which non-bank stress could reach the core banking system. And watch whether authorities follow through on the FSB's central recommendation — to close the data gaps and harmonize definitions so that, next time, "how big is the problem" has a real answer [source: FSB, 2026]. The boom is real. Whether it becomes the next stability story or simply a bigger, better-understood market depends largely on how much light gets let in before the next downturn does the testing for us.

Charts

What actually drove the private-credit boom (BIS estimates)

What actually drove the private-credit boom (BIS estimates)Less efficient banking system 33%, Lower policy rates 12%, Stricter bank regulation 7%, Higher corporate leverage 7%33%Less efficient banking system12%Lower policy rates7%Stricter bank regulation7%Higher corporate leverage
Estimated change in private-credit activity per one-standard-deviation move in each factor, from the BIS Quarterly Review of March 2025. These are model-estimated elasticities across countries, not measured market outcomes, and they are not additive.BIS Quarterly Review, March 2025 (opens in a new tab)

Private-credit borrowers with negative operating cash flow

Private-credit borrowers with negative operating cash flow2021 25%, End-2024 40%25%202140%End-2024
Share of companies borrowing from private lenders whose cash flow from operations was negative, as reported in the IMF Global Financial Stability Report of October 2025. This measures borrower cash generation, not defaults, and it is not a forecast of them.IMF Global Financial Stability Report, October 2025 (opens in a new tab)

Large U.S. banks' credit lines to private-credit vehicles (Q4 2024)

Large U.S. banks' credit lines to private-credit vehicles (Q4 2024)Committed $95bn, Drawn $56bn$95bnCommitted$56bnDrawn
Committed versus drawn credit lines to private debt funds and BDCs, from the Federal Reserve's FEDS Notes of May 2025 — about 7% of the banks' regulatory capital on average, with roughly 60% concentrated in five global systemically important banks.Federal Reserve FEDS Notes, May 2025 (opens in a new tab)

2025 default rates: direct lending vs. broadly syndicated loans

2025 default rates: direct lending vs. broadly syndicated loansDirect lending 1.5%, Broadly syndicated loans 3.8%1.5%Direct lending3.8%Broadly syndicated loans
Approximate 2025 default rates cited by Cambridge Associates in November 2025. They describe loans as they performed in 2025 and say nothing about how credit written during the boom will perform when it matures.Cambridge Associates, November 2025 (opens in a new tab)

Timeline

  1. The BIS Quarterly Review publishes a cross-country estimate of what drives private-credit growth, finding banking-system inefficiency — not regulation — to be the largest single factor, and puts the U.S. at about 87% of global originations.

    BIS Quarterly Review (opens in a new tab)
  2. Federal Reserve staff measure large U.S. banks' credit lines to private-credit vehicles at about $95bn committed and $56bn drawn as of Q4 2024, and judge the exposure benign — while flagging BDC leverage rising from 40% to 53% of assets between 2017 and 2024.

    Federal Reserve FEDS Notes (opens in a new tab)
  3. Subprime auto lender and dealer Tricolor files for Chapter 7 in the Northern District of Texas; Fifth Third alleges the same assets had been pledged to multiple loans, and JPMorgan faces significant losses.

  4. Aftermarket auto-parts maker First Brands files for Chapter 11 in late September. Off-balance-sheet borrowing and allegedly double-factored invoices leave lenders who believed they had underwritten about 5x leverage closer to 20x.

  5. Jefferies discloses roughly $715m of exposure to First Brands through its Point Bonita Capital vehicle — invoice factoring of receivables from Walmart, AutoZone, O'Reilly and others, about a quarter of a $3bn trade-finance portfolio. UBS reports about $500m.

    Banking Dive (opens in a new tab)
  6. The IMF's Global Financial Stability Report finds about 40% of private-credit borrowers with negative operating cash flow at end-2024, warns the credit-quality decline has yet to appear in accounting valuations, and puts bank exposure above $500 billion.

    IMF Global Financial Stability Report (opens in a new tab)
  7. Cambridge Associates argues the failures were "not unique to private credit": the exposures were mostly ABS, broadly syndicated loans, warehouse lines, factoring and CLOs, and it frames the episode as idiosyncratic fraud by a few bad actors rather than a systemic break.

    Cambridge Associates (opens in a new tab)
  8. The Financial Stability Board publishes its Report on Vulnerabilities in Private Credit, sizing the market at $1.5–2.0 trillion at end-2024, naming four vulnerability clusters, and recommending better data and monitoring rather than new binding rules.

    FSB Report on Vulnerabilities in Private Credit (opens in a new tab)

Analysis

The size number is a band, not a measurement

Official and market estimates of the market disagree by roughly a factor of two — $1.5–2.0 trillion at the FSB and IMF, over $2.5 trillion at the BIS, near $3 trillion at Morgan Stanley — because the institutions are not counting the same thing. There is no harmonized definition of private credit and little loan-level reporting, which is exactly why the FSB says data gaps make it genuinely hard to know how large the problem is. Any headline that states a single confident figure is choosing one estimate and discarding the others.

Regulation contributed, but it is not the biggest driver

The BIS decomposition is the most direct test of the popular claim that private credit exists because Basel III pushed lending out of banks. Stricter bank regulation does register — about +7% of activity per standard deviation — but a less efficient banking system registers at about +33%, the largest single driver, with lower policy rates at about +12%. Both readings survive that result: capital genuinely diversified away from a slow banking channel, and regulatory arbitrage was part of the pull. Neither reading gets to claim the whole boom.

Borrower quality is the one thing clearly measured as worse

Most of the alarming numbers in this story are estimates or projections. The IMF's borrower figure is not: about 40% of companies borrowing from private lenders had negative cash flow from operations at end-2024, up from roughly 25% in 2021. That is a doubling in the share of borrowers not generating cash — but it is a description of the borrowers, not a default rate, and companies can carry negative operating cash flow for years without failing.

Opacity is a warning about what is not yet visible

The IMF's sharper point is not the 40% itself but that the credit-quality decline "has yet to appear in accounting valuations." Private-credit loans are typically marked to model rather than to market, so a deterioration can be real and simultaneously absent from reported numbers. The FSB makes the same argument from the other direction by naming valuation opacity as one of its four vulnerability clusters. Neither institution reports realized losses; both report that they cannot yet see whether losses exist.

The bank linkage is real and, so far, small in stress terms

Private credit does not remove banks from the chain — it moves them one step back, from lender to lender-of-the-lender. The Fed counts about $95 billion in committed lines and $56 billion drawn, growth of roughly 145% over five years, concentrated about 60% in five GSIBs; the IMF puts total bank exposure above $500 billion. The Fed's assessment is nonetheless benign: these loans default less than the banks' lending to other nonbank financials, and a full drawdown of the undrawn portion would cut CET1 by about 2 basis points and the liquidity coverage ratio by about 1 percentage point. The caveat it keeps is concentration and BDC leverage climbing from 40% to 53% of assets.

The 2025 failures tested underwriting, not the private-credit label

Tricolor and First Brands are the only confirmed losses in this story, and they were severe — Jefferies at about $715 million, UBS at about $500 million. But the exposures ran through public ABS, broadly syndicated loans, bank warehouse lines, invoice factoring and CLOs, which is the traditional plumbing, and Cambridge Associates reports 2025 direct-lending defaults around 1.5% against roughly 3.8% for syndicated loans. The honest conclusion is narrower and more useful than either headline: fraud and hidden leverage can hide in any structure, which is why the regulators' emphasis on transparency and data is the operative recommendation.

Comparison

How large is private credit? Four estimates, four definitions — none of them a measurement.
SourceEstimateAs ofWhat the number rests on
FSB / IMF$1.5–2.0 trillionEnd-2024A range, not a point value; the FSB pairs it with an explicit warning that data gaps make the true size hard to know
BISOver $2.5 trillion2025A floor, not a point value; a broader lens, measured against ~$0.2bn in the early 2000s
Morgan StanleyAbout $3 trillionStart of 2025A market-side estimate, projected to approach about $5 trillion by 2029 — the 2029 figure is a projection, not an observation
Third-party market research$1.75–2.1 trillion (2025)2025Forecasts extend to $3.5–5.7 trillion by 2031–2035; the dispersion illustrates the definitional problem rather than resolving it
Which claims are measured, which are estimated, and which are warnings about the unseen.
ClaimTierWhat the evidence actually supports
Market sizeEstimate (band)$1.5–2.0T, over $2.5T and about $3T coexist because no harmonized definition exists; direct lending is roughly two-thirds of the 2025 market
Drivers of the boomModel estimateBIS elasticities per standard deviation: banking-system inefficiency ~+33%, policy rates ~+12%, bank regulation ~+7%, corporate leverage ~+7% — estimated, not observed
Borrower credit qualityMeasuredAbout 40% of borrowers with negative operating cash flow at end-2024 versus roughly 25% in 2021 (IMF)
Valuation of those loansWarning, not yet visibleThe IMF states the decline "has yet to appear in accounting valuations"; the FSB names valuation opacity a vulnerability. No realized loss is reported
Bank interlinkageMeasured, with a benign stress estimate~$95bn committed and ~$56bn drawn at Q4 2024, +145% in five years; the Fed estimates full drawdown of the undrawn portion at about 2bp of CET1
2025 lossesConfirmed loss — but mostly outside core private creditJefferies ~$715m, UBS ~$500m from Tricolor and First Brands, routed through ABS, syndicated loans, warehouse lines and factoring; direct-lending defaults ~1.5% vs ~3.8% BSL
Systemic-risk verdictUnresolvedThe MFA cites the 2025 Fed stress test as showing private credit and hedge funds are not a systemic risk; that test did not rigorously measure banks' private-credit and private-equity exposures

Process

  1. Ask which number, and whose definition

    Estimates of the market's size differ by about a factor of two because the counters differ. A story that cites one figure without naming the institution behind it has already lost the thread.

  2. Separate the warning from the confirmed loss

    The IMF and FSB describe things they cannot yet see in valuations. Tricolor and First Brands are things that already happened. Merging the two produces a crisis that has not been reported.

  3. Trace where the loss actually travelled

    The 2025 exposures ran through ABS, broadly syndicated loans, warehouse lines, factoring and CLOs. Naming the structure is what separates a private-credit failure from a credit failure that private-credit lenders largely avoided.

  4. Check the tier of every figure

    Model-estimated elasticities, measured borrower cash flow, projected 2029 market size and confirmed bankruptcy losses are four different kinds of claim, and only one of them is a fact about the past.

  5. Follow the bank linkage rather than the label

    Committed and drawn lines, the share of regulatory capital, and concentration in a handful of GSIBs describe how a nonbank problem would reach the core banking system — which the IMF says can happen quickly.

  6. Read the liquidity terms before the return

    The structural case for calm is that private-credit capital is locked up in long-dated institutional funds, so gating converts a potential run into a managed outflow. That protection weakens as redemption-offering funds grow, which is precisely the FSB's procyclicality concern.

Sources

  1. International Monetary Fund — Global Financial Stability Report, October 2025: "Shifting Ground beneath the Calm" (2025-10-14).View source (opens in a new tab)
  2. International Monetary Fund — "The Growth of Nonbanks Is Revealing New Financial Stability Risks" (2025-10-14).View source (opens in a new tab)
  3. Bank for International Settlements — Avalos, Doerr & Pinter, "The global drivers of private credit," BIS Quarterly Review (2025-03-11).View source (opens in a new tab)
  4. Federal Reserve Board — Berrospide, Cai, Lewis-Hayre & Zikes, "Bank Lending to Private Credit: Size, Characteristics, and Financial Stability Implications," FEDS Notes (2025-05-23).View source (opens in a new tab)
  5. Financial Stability Board — "Report on Vulnerabilities in Private Credit" (2026-05-06).View source (opens in a new tab)
  6. Morgan Stanley — "Private Credit Outlook: Considerations for a $5 Trillion Market" (2025).View source (opens in a new tab)
  7. Cambridge Associates — "Do the Recent Bankruptcies of First Brands and Tricolor Suggest Trouble Ahead in Private Credit?" (2025-11-11).View source (opens in a new tab)
  8. Banking Dive — "Jefferies discloses $715M exposure to First Brands" (2025-10-13).View source (opens in a new tab)
  9. Managed Funds Association — "2025 Fed Stress Test: Private Credit and Hedge Funds Are Not a Systemic Risk" (2025).View source (opens in a new tab)

Tags

  • #private-credit
  • #shadow-banking
  • #financial-stability
  • #direct-lending
  • #non-bank-lending