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?
- Challenges of trading in the new market order: Liquidity, transaction costs and regulations – How can the buy side better capture the post trade, margining and custody costs that impact them?
- Alpha generation – How can you empower your trading desk to shift the primary focus from cost savings to alpha generation?
- What steps you can take to establish the best trading protocol to meet your liquidity needs?
- Where are the investments in new technology going and what capabilities are needed on the buy side to actually achieve best execution for clients?
- How can you evolve your best execution processes beyond RFQ with TCA and liquidity transparency?
- The continued drive for innovation and decisions based on meaningful data – How can you make best execution a reality in 2019/20?
FX derivatives markets have always been highly customised in terms of product specifications, terms and tenures. Our speakers in this session will share their insights on how liquidity in uncleared FX derivatives has changed over the past three years:
- Recalibrating derivatives regulation- What recommendations are the treasury proposing to improve the state of derivatives markets to promote greater market liquidity and transparency?
- FX is subject to variable margins - How is the industry readjusting to this requirement and how are regulations controlling secular risks?
- Higher costs and heavier operation burden – How can you overcome these key challenges imposed by the bilateral margin rules?
- One margin calculation and one netted payment - Is this the best way to reduce risk, payment volumes and intraday liquidity needs?
Day 2 - Thursday, September 19th 2019
Thursday, September 19th, 2019
- Can FINTECH help “backward” bond market catch up?
- How has Fintech’s reach into bond markets enabled more transparency and efficiency?
- Enabling price transparency – How can FINTECH induce deal flow, foster new relationships and create more transparency around price.
- What is happening in AI, robotics, peer-to-peer platforms and cloud technology and how will these impact investments and trading in the next 5 years?
- Processing enormous amount of market data in a low latency environment – How can technology solve this for you?
- How is blockchain currently being applied to fixed income markets to make trading, clearing and settlement more cost efficient?
- How does this technology work, how can you use it and what potential does it have to affect the current capital markets ecosystem?
- Reducing reliance on the clearing system- What does blockchain offer and how have trades already been settled outside the traditional clearing and settlement structure in a legal manner?
- New frontiers of performance- How can blockchain enable faster, more efficient settlement and how will this reduce settlement risk?
- Establishing the winners and losers- How can market participants embrace the benefits of blockchain technology whilst preserving their role in the capital markets industry?
- Bringing blockchain to the mass market- What are the current deficiencies around scalability and how can they be overcome?