Day 1 - Wednesday 18th September 2019
Wednesday, September 18th, 2019
- What are the three biggest drivers influencing the buy side desk and how can you embrace these to improve performance?
- Navigating the new norm - How can you incorporate innovative ways of working to address the fragmented product, liquidity, and platform conundrum?
- What strategies can you exploit to ensure you are tapping into the best liquidity pools at the right times?
- Trading and regulations - What were the biggest lessons learned from MiFID II and how has this affected your trading desks so far?
- The introduction of mandatory clearing and trading for CAT 3 and CAT 4 firms – Are we expected to see further investments in derivatives trading, as well as automated execution mechanisms?
- How should you monitor political risk in 2019 and how can you integrate this into your investment decisions?
- Evaluating the state of liquidity in FX markets today - How can you ensure you have the right capital and access to liquidity to facilitate your mandates?
- What are the different forms of liquidity available to the buy side and how can you measure the execution quality around these?
- Establishing the good from the bad- What constitutes good FX liquidity in today’s market?
- How has increased use of algos and eTrading impacted FX liquidity?
- What resources and technology are available to give you access to new liquidity pools?
- How can you ensure you are taking the best possible path to trade which minimizes the bid-offer spread?
In this session our speakers Brett and Elbert will dive deep into a US$30 trillion data base of actual buy-side trades to understand actual execution costs in Asia vs other global markets, along with key trends and observations:
- What are the drivers behind cost differentials, and how are they changing?
- How are the buy-side working with platforms and other technology to reduce costs and achieve better outcomes?
- What are the market trading costs and how are traders seeking to reduce execution costs?
- Assessing regulatory costs in FX trading – What are the various regulatory regimes and how can you optimise the cost structure in FX trading?
Day 2 - Thursday, September 19th 2019
Thursday, September 19th, 2019
- As these rates are utilised in virtually every corner of the financial markets worldwide, how should market participants prepare?
- The practicalities of benchmark reform - How have regulators handled this and what are the timelines for change?
- Assessing the new benchmarks for key geographical locations - How are you going to transition to these new benchmarks?
- How do reference rates differ from each other and how do the respective policies differ across jurisdictions?
- The implications of moving to an alternative benchmark - What will this mean for legacy contracts?
- What are the impacts of moving away from LIBOR on market pricing and risk management models?
- What are the drawbacks with alternative rates and the potential longevity of Libor once a mainstream alternative has been adopted?
- What are the key challenges associated with moving from Libor to alternative benchmarks and what types of risk will investors face once Libor is discontinued?
- How can distributed ledger transform and digitalise the processes in this space?
- How can block chain help you to better manage foreign exchange flows within your organisation?
- Vendor management vs. building internally - As more technology comes to FX markets where should you allocate resources and what factors should be considered?
- With ongoing technological innovation how can you keep track of new trends and make continuous investments to ensure you are maintaining a competitive advantage?