{"product_id":"mountlogancapital-pestle-analysis","title":"Mount Logan Capital PESTLE Analysis","description":"\u003cdiv class=\"pr-shrt-dscr-wrapper orange\"\u003e\n\u003csection class=\"pr-shrt-dscr-box\"\u003e\n\u003cdiv class=\"pr-shrt-dscr-icon\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/GENERAL-Magnifier-Icon.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003eMake Smarter Strategic Decisions with a Complete PESTEL View\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"pr-shrt-dscr-content\"\u003e\n\u003cp\u003eDiscover how political shifts, economic cycles, social trends, technological advances, legal changes, and environmental pressures are reshaping Mount Logan Capital’s strategic landscape in our focused PESTLE analysis. Packed with actionable insights for investors and strategists, this briefing turns external risks into opportunity signals. Purchase the full report to access the complete, editable breakdown and make smarter, faster decisions.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003c\/section\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"container_new_design\"\u003e\n\u003cdiv class=\"text-section text-1_new_design\"\u003e\n\u003cdiv class=\"frst_big_letter_heading\"\u003e\n\u003ch2\u003e\n\u003cspan class=\"frst_big_letter_letter green\"\u003eP\u003c\/span\u003e\u003cspan class=\"frst_big_letter_text\"\u003eolitical factors\u003c\/span\u003e\n\u003c\/h2\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"sub-highlight-wrapper green\"\u003e\n\u003csection class=\"sub-highlight-box\"\u003e\n\u003cdiv class=\"sub-highlight-icon\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Political-Box-Icon-Color-1.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003eRegulatory posture toward alternative credit\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"sub-highlight-content\"\u003e\n\u003cp\u003eShifts in government attitudes toward non-bank lending can materially expand or constrain private credit markets; private credit AUM surpassed $1.6 trillion in 2024 (Preqin), highlighting scale at stake. Supportive policies may boost capital formation and secondary market liquidity, while intensified scrutiny of shadow banking—seen in 2024 SEC and EU reviews—can raise compliance costs and slow deal flow. Monitoring policy consultations and comment periods is critical for proactive positioning.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003c\/section\u003e\n\u003csection class=\"sub-highlight-box\"\u003e\n\u003cdiv class=\"sub-highlight-icon\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Political-Box-Icon-Color-1.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003eFiscal policy and infrastructure priorities\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"sub-highlight-content\"\u003e\n\u003cp\u003eGovernment spending on housing and infrastructure—notably the US $1.2 trillion Bipartisan Infrastructure Law and the EU €723.8 billion Recovery and Resilience Facility—creates deal origination for real estate and project finance. Stimulus and PPPs open pipelines for debt and equity placements. Austerity or delayed appropriations thin opportunities and elevate counterparty risk. Regional divergence demands flexible allocation.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003c\/section\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"image-section image-1_new_design\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Political-Image.svg\" alt=\"Explore a Preview\"\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003csection class=\"highlight-box\"\u003e\n\u003cdiv class=\"highlight-icon\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Political-Box-Icon-Color-1.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003eGeopolitical risk and sanctions regimes\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"highlight-content\"\u003e\n\u003cp\u003eEscalating sanctions and export controls—UN Security Council maintains 14 active sanctions regimes as of 2025—can impair borrower revenue, collateral values and cross-border flows; Russia sovereign CDS spiked above 3,000 bps in 2022 illustrating extreme market dislocation. Exposure screening and sanctions compliance are essential in underwriting to avoid blocked assets and fines. Heightened geopolitical volatility tends to widen spreads and raise default correlation; jurisdictional diversification mitigates concentration risk.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003c\/section\u003e\n\u003cdiv class=\"product-green-section\"\u003e\n\u003cdiv class=\"product-box-green-section4\"\u003e\n\u003cdiv class=\"title-row-green-section\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Political-Box-Icon-Color-2.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003eTax policy on investment vehicles\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"content-row-green-section blur_box\"\u003e\n\u003cpchanges to interest deductibility under atad-like rules ebitda cap and the oecd pillar two global minimum tax materially affect net returns for funds while variations in carried treatment across jurisdictions compress after-tax irrs. cross-border withholding shifts treaty changes with rates often ranging up can lower lp yields alter preferred domicile decisions. structuring efficiency tax-sensitive scenario modelling tests on distributions become competitive edges preserve stable payout policies.\u003e\n\u003cp\u003e\u003c\/p\u003e\u003cul class=\"lst_crct\"\u003e\n\u003cli\u003eTax cap: 30% interest limitation\u003c\/li\u003e\n\u003cli\u003eGlobal floor: 15% minimum tax (Pillar Two)\u003c\/li\u003e\n\u003cli\u003eWithholding exposure: up to 30% on distributions\u003c\/li\u003e\n\u003cli\u003eActions: domicile, carry treatment, distribution stress-testing\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/pchanges\u003e\n\u003c\/div\u003e\n\u003cbutton class=\"get_full_prdct_orange\" onclick=\"get_full()\"\u003e\u003c\/button\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"product-box-green-section4\"\u003e\n\u003cdiv class=\"title-row-green-section\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Political-Box-Icon-Color-2.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003eHousing and real estate policy direction\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"content-row-green-section blur_box\"\u003e\n\u003cphousing and real estate policy direction shapes valuations cash flows through zoning reforms rent controls incentives that alter development feasibility expected yields cbre reported us industrial vacancy near in highlighting demand shifts toward logistics. pro-development stances can boost multifamily logistics origination volumes while tightening regulations compress lengthen compliance timelines raising underwriting risk capital costs.\u003e\n\u003cp\u003e\u003c\/p\u003e\u003cul class=\"lst_crct\"\u003e\n\u003cli\u003eZoning reforms: change supply pipeline and cap rates\u003c\/li\u003e\n\u003cli\u003eRent controls: pressure NOI and exit multiples\u003c\/li\u003e\n\u003cli\u003ePro-development: increases origination in multifamily\/logistics\u003c\/li\u003e\n\u003cli\u003eRegulatory tightening: longer approvals, higher compliance costs\u003c\/li\u003e\n\u003cli\u003eLocal policy tracking: critical for market selection and underwriting\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/phousing\u003e\n\u003c\/div\u003e\n\u003cbutton class=\"get_full_prdct_orange\" onclick=\"get_full()\"\u003e\u003c\/button\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003csection class=\"highlight-box\"\u003e\n\u003cdiv class=\"highlight-icon\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Political-Box-Icon-Color-1.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003ePolicy shifts reshape private credit: AUM \u003cstrong\u003e$1.6T\u003c\/strong\u003e, infra, sanctions, tax caps\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"highlight-content\"\u003e\n\u003cp\u003eGovernment posture on non-bank lending and shadow-banking reviews (SEC\/EU 2024) can expand or constrain private credit; AUM topped $1.6T in 2024 (Preqin). Infrastructure\/housing programs (US $1.2T law, EU €723.8B RRF) drive origination; sanctions (14 regimes in 2025) and tax rules (30% interest cap, 15% Pillar Two) reshape returns.\u003c\/p\u003e\n\u003ctable class=\"tbl_prdct green_head blur_tbl\"\u003e\n\u003cthead\u003e\u003ctr\u003e\n\u003cth\u003eFactor\u003c\/th\u003e\n\u003cth\u003e2024\/25\u003c\/th\u003e\n\u003c\/tr\u003e\u003c\/thead\u003e\n\u003ctbody\u003e\n\u003ctr\u003e\n\u003ctd\u003ePrivate credit AUM\u003c\/td\u003e\n\u003ctd\u003e$1.6T (2024)\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eInfra spending\u003c\/td\u003e\n\u003ctd\u003eUS $1.2T \/ EU €723.8B\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eSanctions\u003c\/td\u003e\n\u003ctd\u003e14 regimes (2025)\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eTax caps\u003c\/td\u003e\n\u003ctd\u003e30% interest \/ 15% Pillar Two\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/tbody\u003e\n\u003c\/table\u003e\n\u003cbutton class=\"get_full_prdct_orange\" onclick=\"get_full()\"\u003e\u003c\/button\u003e\n\u003c\/div\u003e\n\u003c\/section\u003e\n\u003cdiv class=\"product-includes\"\u003e\n\u003ch2\u003eWhat is included in the product\u003c\/h2\u003e\n\u003cdiv class=\"product-box-includes\"\u003e\n\u003cdiv class=\"title-row-includes\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/GENERAL-Word-Icon.svg\" alt=\"Word Icon\"\u003e\n\u003cstrong\u003eDetailed Word Document\u003c\/strong\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"content-row-includes\"\u003e\n\u003cp\u003eExplores how macro-environmental factors uniquely affect Mount Logan Capital across Political, Economic, Social, Technological, Environmental and Legal dimensions, with data-backed insights, forward-looking scenarios, and actionable implications for executives, investors and strategists.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"plus-icon\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/GENERAL-Plus-Icon.svg\" alt=\"Plus Icon\"\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"product-box-includes\"\u003e\n\u003cdiv class=\"title-row-includes\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/GENERAL-Excel-Icon.svg\" alt=\"Excel Icon\"\u003e\n\u003cstrong\u003eCustomizable Excel Spreadsheet\u003c\/strong\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"content-row-includes\"\u003e\n\u003cp\u003eMount Logan Capital’s PESTLE provides a concise, visually segmented summary that can be dropped into presentations, annotated with local context, and quickly shared across teams to streamline external risk discussions and strategic planning.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"container_new_design\"\u003e\n\u003cdiv class=\"text-section text-2_new_design\"\u003e\n\u003cdiv class=\"frst_big_letter_heading\"\u003e\n\u003ch2\u003e\n\u003cspan class=\"frst_big_letter_letter orange\"\u003eE\u003c\/span\u003e\u003cspan class=\"frst_big_letter_text\"\u003economic factors\u003c\/span\u003e\n\u003c\/h2\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"sub-highlight-wrapper orange\"\u003e\n\u003csection class=\"sub-highlight-box\"\u003e\n\u003cdiv class=\"sub-highlight-icon\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Economic-Box-Icon-Color-1.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003eInterest rate cycle and credit spreads\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"sub-highlight-content\"\u003e\n\u003cp\u003ePolicy rate moves (Fed funds ~5.25–5.50% mid‑2025) drive borrowing costs, asset valuations and LTV constraints; a ~100–150bp widening in IG spreads or 300–400bp in HY spreads shifts IRRs materially. Tightening widens spreads boosting new origination IRRs but strains legacy portfolios; easing enables refinancing, cuts defaults yet compresses yields. Dynamic hedging and laddered deployment balance trade‑offs.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003c\/section\u003e\n\u003csection class=\"sub-highlight-box\"\u003e\n\u003cdiv class=\"sub-highlight-icon\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Economic-Box-Icon-Color-1.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003eCredit cycle and default trends\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"sub-highlight-content\"\u003e\n\u003cp\u003eMacro slowdowns have driven higher downgrades and rising leveraged-loan\/default activity, with the par-weighted US leveraged loan default rate climbing toward c.1.5% in 2024 while speculative-grade stress increased; conversely a 3.7% US unemployment (mid-2024) and earnings resilience have supported covenant compliance and stronger recoveries (senior secured recoveries ~70%). Sectoral dispersion heightens need for granular underwriting and monitoring; workout capabilities and active portfolio management are key late-cycle value drivers.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003c\/section\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"image-section image-2_new_design\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Economic-Image.svg\" alt=\"Explore a Preview\"\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003csection class=\"highlight-box\"\u003e\n\u003cdiv class=\"highlight-icon\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Economic-Box-Icon-Color-1.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003eLiquidity conditions and fundraising\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"highlight-content\"\u003e\n\u003cp\u003eRisk-on markets bolster LP commitments and secondary exits, with secondary deal volume topping roughly 100 billion USD in 2023–24 and global private capital dry powder near 2.0 trillion USD (Preqin, 2024). Risk-off phases have stretched median fundraising to about 18 months, while bank retrenchment since 2023 has opened share gains for private lenders. Liquidity stress widens exit discounts but creates distressed buy opportunities; maintaining dry powder preserves optionality across cycles.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003c\/section\u003e\n\u003cdiv class=\"product-orange-section\"\u003e\n\u003cdiv class=\"product-box-orange-section4\"\u003e\n\u003cdiv class=\"title-row-orange-section\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Economic-Box-Icon-Color-2.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003eInflation and real asset linkages\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"content-row-orange-section blur_box\"\u003e\n\u003cp\u003eSustained inflation erodes real cash flows but benefits floating-rate lending; US headline CPI averaged ~3.4% in 2024 and early‑2025 prints hovered near 3%–3.5%, keeping rate floors relevant. Real estate with CPI‑linked leases (commonly 50%–80% pass‑through) offers partial hedges, while cost inflation (materials\/labor up ~10–15% since 2020) raises capex and opex, compressing coverage. Underwriting must model pass‑through capacity and run stress tests (shock scenarios +300–500 bps, higher capex) to preserve covenant headroom.\u003c\/p\u003e\n\u003cp\u003e\u003c\/p\u003e\n\u003cul class=\"lst_crct\"\u003e\n\u003cli\u003eInflation rate: US CPI ~3.4% (2024)\u003c\/li\u003e\n\u003cli\u003eLease pass‑through: 50%–80%\u003c\/li\u003e\n\u003cli\u003eConstruction\/cost inflation: +10%–15% since 2020\u003c\/li\u003e\n\u003cli\u003eStress test shocks: +300–500 bps\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/div\u003e\n\u003cbutton class=\"get_full_prdct_green\" onclick=\"get_full()\"\u003e\u003c\/button\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"product-box-orange-section4\"\u003e\n\u003cdiv class=\"title-row-orange-section\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Economic-Box-Icon-Color-2.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003eCurrency movements and cross-border returns\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"content-row-orange-section blur_box\"\u003e\n\u003cp\u003eFX volatility materially alters USD- and CAD-denominated returns for international mandates: USD\/CAD traded roughly 1.25–1.37 in 2024 with ~7% 12‑month realized volatility, driving pronounced P\u0026amp;L swings. Systematic hedging trims return dispersion but incurs ~1% annual carry and basis risk; currency cycles can create local mispricings of 5–15%. Strong governance of hedge ratios stabilizes LP returns.\u003c\/p\u003e\n\u003cp\u003e\u003c\/p\u003e\n\u003cul class=\"lst_crct\"\u003e\n\u003cli\u003eFX range 2024: USD\/CAD 1.25–1.37\u003c\/li\u003e\n\u003cli\u003e12‑m vol ~7%\u003c\/li\u003e\n\u003cli\u003eHedge cost ~1% pa; basis risk persists\u003c\/li\u003e\n\u003cli\u003eMispricing opportunities 5–15%\u003c\/li\u003e\n\u003cli\u003eGovernance on hedge ratios = LP stability\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/div\u003e\n\u003cbutton class=\"get_full_prdct_green\" onclick=\"get_full()\"\u003e\u003c\/button\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e\n\u003csection class=\"highlight-box\"\u003e\n\u003cdiv class=\"highlight-icon\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/PESTLE-Content-Economic-Box-Icon-Color-1.svg\" alt=\"Icon\"\u003e\n\u003ch3\u003ePolicy shifts reshape private credit: AUM \u003cstrong\u003e$1.6T\u003c\/strong\u003e, infra, sanctions, tax caps\u003c\/h3\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"highlight-content\"\u003e\n\u003cp\u003ePolicy rates (Fed funds ~5.25–5.50% mid‑2025) and ~3.4% CPI (2024) drive borrowing costs, yields and refinancing; spread shocks (IG +100–150bp, HY +300–400bp) materially alter IRRs. Labor\/credit resilience (UE ~3.7% mid‑2024; leveraged‑loan default ~1.5% 2024) supports recoveries, while $2.0T private capital and FX volatility (USD\/CAD 1.25–1.37) shape liquidity and exit timing.\u003c\/p\u003e\n\u003ctable class=\"tbl_prdct green_head blur_tbl\"\u003e\n\u003cthead\u003e\u003ctr\u003e\n\u003cth\u003eIndicator\u003c\/th\u003e\n\u003cth\u003eValue (2024\/mid‑2025)\u003c\/th\u003e\n\u003c\/tr\u003e\u003c\/thead\u003e\n\u003ctbody\u003e\n\u003ctr\u003e\n\u003ctd\u003eFed funds\u003c\/td\u003e\n\u003ctd\u003e5.25–5.50%\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eUS CPI\u003c\/td\u003e\n\u003ctd\u003e3.4%\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eUnemployment\u003c\/td\u003e\n\u003ctd\u003e3.7%\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eLeveraged‑loan defaults\u003c\/td\u003e\n\u003ctd\u003e~1.5%\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePrivate capital dry powder\u003c\/td\u003e\n\u003ctd\u003e$2.0T\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eUSD\/CAD\u003c\/td\u003e\n\u003ctd\u003e1.25–1.37\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/tbody\u003e\n\u003c\/table\u003e\n\u003cbutton class=\"get_full_prdct_green\" onclick=\"get_full()\"\u003e\u003c\/button\u003e\n\u003c\/div\u003e\n\u003c\/section\u003e\n\u003cdiv class=\"container_new_design\"\u003e\n\u003cdiv class=\"text-section text-1_new_design\"\u003e\n\u003ch2\u003e\n\u003cspan style=\"color: #3BB77E;\"\u003eWhat You See Is What You Get\u003c\/span\u003e\u003cbr\u003eMount Logan Capital PESTLE Analysis\u003c\/h2\u003e\n\u003cp\u003eThe preview shown here is the exact Mount Logan Capital PESTLE Analysis you’ll receive after purchase—fully formatted and ready to use. This is a real screenshot of the product you’re buying, delivered exactly as shown with no placeholders or surprises. The layout, content, and structure visible here are the final file available for immediate download after checkout.\u003c\/p\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"image-section image-1_new_design\"\u003e\n\u003cimg src=\"\/cdn\/shop\/files\/GENERAL-Explore-Preview.svg\" alt=\"Explore a Preview\"\u003e\n\u003c\/div\u003e\n\u003c\/div\u003e","brand":"PortersFiveForce","offers":[{"title":"Default Title","offer_id":56162546385273,"sku":"mountlogancapital-pestle-analysis","price":10.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0914\/5276\/8633\/files\/mountlogancapital-pestle-analysis.png?v=1762702879","url":"https:\/\/portersfiveforce.com\/products\/mountlogancapital-pestle-analysis","provider":"Porter's Five Forces","version":"1.0","type":"link"}