16 - 18 September, 2025
Palau de Congressos de Catalunya, Barcelona
Tuck into our delicious breakfast buffet and enjoy a variety of breakfast sandwiches, pastries and fresh fruit accompanied by a cup of gourmet coffee from our experienced barista.
Join this interactive session with senior leaders from buy and sell side to discuss how we can all be allies, build inclusive teams and tackle retaining talent. You will get to hear from your peers about what is and isn’t working when it comes to recruitment and development, as well as having the opportunity to build new connections in the industry.
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The global pandemic disproportionately impacted women in the workforce. To regain traction and improve gender diversity in financial services, now is the time for firm leaders to innovate and ramp up DEI efforts.
Many employers remain focused on progressing and retaining women in the workplace and the war on talent remains high, particularly in financial service. Many leave the workplace due to childcare and maintaining a work / life balance. In 2021, the proportion of women in leadership roles within financial services firms was 24% and is projected to grow to 28% by 2030—still below parity. We will discuss the privilege and the importance of becoming an intersectional ally.
Ø What are the top trends shaping the FX buy side desk and how are they impacting execution and trade performance?
Ø Which EM currency pairs and trading strategies are delivering the greatest alpha in the current market environment?
Ø How has volatility and the evolving market environment impacted currency markets and alpha seeking mandates?
Ø How can you analyse different execution methods to determine if voice, electronic pricing or algo trading yields better results under different market conditions?
Ø How can you bring together different skill sets on the desk to drive your algo adoption and electronic trading whilst maintaining market knowledge?
Ø How is direct market access evolving and how can you utilise data from venues to drive your execution decisions?
Ø What are the adoption rates of FX algos on the desk and how can they help access liquidity and reduce market impact in a high vol environment?
Ø What impact has the revised Global Code had on the FX market structure and is it improving transparency?
Ø How can you leverage peer-2-peer and dark pools as a new liquidity pool and to help eliminate market impact?
Ø How can you bring peer-2-peer into your conventional workflow to drive internal efficiencies?
Ø Supporting remote working and the hybrid desk: How can desktop interopability help you to achieve more efficiencies and oversight on the desk?
Ø How can you leverage application interoperability to increase the speed and efficiency of trade-decision making?
Ø How can you leverage AI and ML capabilities to optimise your trading workflows and support pre-trade parameter selection?
Ø What are the advantages of distributed ledger technology and the potential for reducing settlement times from T+2 to real-time settlement?
Ø What regulatory, market structure and infrastructure developments need to happen for buy side adoption?
Ø Where does crypto fit in the buy side trading model and is it a new asset class?
Ø How are sell side evolving their crypto offerings and what protections do they have in place for clients?
Ø How is the crypto derivatives market evolving and which products are available to trade on exchange?
Grab a cup of freshly ground coffee and treat yourself to a bakeshop treat. If you’re a savoury snacker or have a sweet tooth, from hot bagels to indulgent cookies – we’ve got you covered.
Don’t forget to ‘Get Social’ with our LinkedIn competition for the chance to win an Amazon Echo dot, Kindle or Apple Air pods.
Ø What are the latest data-centric offerings from bank and non-bank liquidity providers to help drive best execution results?
Ø How can you navigate market access and liquidity challenges in local market currencies?
Ø What impact is Sa-CCR having on the European market structure and FX liquidity Landscape, and can clients achieve best execution in a Sa-CCR world?
Ø How are liquidity providers supporting and connecting to more platforms to provide clients with alternative product options?
Ø What impact is the increase in bank internalisation having on market quality, price discovery and transparency?
Ø RFQ, streaming and algos: How are banks evolving their trading suite services to ensure clients are getting the best method of execution?
Ø What are the latest solutions in the market that will help you to optimise liquidity provision and minimise costs in a fragmented FX market?
Ø How can you incorporate aggregation services on your desk to give you a comprehensive view on prices and market depth?
Ø How can desktop consolidation provide greater access to aggregated liquidity and enhanced pre and post trade analytics?
Ø How can you work with your OEMS providers to ensure they are incorporating new liquidity pools into their workflow?
Ø How can aggregators help connect your desk to EM FX platforms to access new liquidity in these previously illiquid markets?
Ø A post-mortem: what have the buy side and sell side learnt from UMR to date and what are their predictions on the future of FX clearing and collateral management?
Ø What impact will UMR have on the NDF market?
Ø Will UMR hasten the creation of a clearing mechanism for FX forwards and swaps?
Ø What impact has UMR and Sa-CCR had on the market to date and how is it evolving trading models?
Ø Will Sa-CCR and the removal of capital accelerate the move to a clearing model in FX?
Network with your industry peers and make valuable new contacts during our lunch networking break in the buzzy exhibit hall.
Plus, we’ve done all the legwork in bringing you relevant hand-picked solution providers under one roof, so you can conveniently meet and evaluate each of them to decide who is best placed to meet your top trading desk needs and priorities.
Ø How does the liquidity landscape differ in emerging markets compared to developed markets?
Ø How can you strengthen your counterparty relationships and leverage historic trade data to overcome illiquidity issues across emerging market currencies?
Ø What cultural and working differences do you need to factor in when trading EM vs DM and how does it impact liquidity patterns?
Ø How should you define developed, emerging and frontier markets and which markets are experiencing a growth in volumes?
Ø How does the market structure compare in DM and EM and are we starting to see more fragmentation and mid-matching pools in EM?
Ø What changes need to happen to enable platforms to aggregate NDF liquidity into one system to allow buy side to execute via algos?
Ø How can you work with your providers to implement NDF algos into your existing workflow?
Ø What are banks doing to accommodate broken dates for NDF algos?
Ø How can you ensure you hit best liquidity and roll to the date you require?
Ø What is driving the growth in the FX futures market and what are the benefits?
Ø What impact has UMR had on futures and will it create more growth in the market?
Ø Is the reduction in tick size driving volume and price discovery in the FX futures market?
Ø How can industry work together to boost innovation and overcome liquidity, futures contracts and technological hurdles to drive further growth?
Ø What progress has been made in the last 12 months to encourage bank and non-bank market makers to provide pricing on screen?
Ø What challenges is the bilateral nature of the market causing?
Ø What emerging tools, techniques and benchmarks are available to improve TCA for FX forwards?
Ø How can you combine analysis from third party providers with your own proprietary data to build a clearer picture of execution results?
Ø How can you leverage aggregated data feeds to help create reliable forward pricing and broken date forward analysis?
Ø What type of timestamps should you use when working an order over a longer period?
Ø What impact will macro policy divergence have on active currency strategies in 2023?
Ø How will the FED’s position on hiking rates impact the stability of some emerging market currencies?
Ø How can you diversify your portfolio with EM currencies to actively manage EM risk?
Ø How can you explore new alpha opportunities to improve total returns?
Ø How can you identify and leverage alternative data in EM when official data is unreliable?
Ø How can you produce a new alpha generator mandate in a higher interest rate environment?
Ø How will the challenges in the real estate and housing finance sector impact the Renminbi and will it lead to a weaker currency in 2022-2023?
Ø How will the rest of the emerging markets react to a potential rebalancing away from housing and towards exports and inflows?
Ø CNH vs CNY: How are on- and offshore trading patterns evolving, and will the market see a move to more onshore trading?
Ø What are expert opinions on the value and robustness of the Renminbi overtime, and could it rival the dollar?
Join this interactive discussion that will explore how the industry can start to progress thinking around the application of ESG across asset class. The speakers will delve into approaches to selecting counterparties, collaboration between responsible investing and trading teams, and empowering your front office function to embed ESG considerations into their investment and trading decisions- input from the audience is encouraged.
Ø Crypto micro market structure: An overview of the current crypto trading platforms, exchanges and broker landscape
Ø What are the challenges around integrating digital assets within your current infrastructure?
Ø How can you develop digital wallet capabilities to be able to hold crypto and digital assets in the future?
Ø How are custodians evolving their solutions to build an appropriate infrastructure for the crypto and digital assets market?
Ø What is the optimal model for an institutional crypto desk?
Ø How can you structure your data and what economic and market variables can you feed into your models to drive fund performance?
Ø How can you leverage quantitative models for macro mapping and forecasting?
Ø How can you best combine quantitative signals and fundamental analysis to enhance portfolio performance?
Ø How can you build machine learning models to map out dollar behaviour and to derive confidence in your dollar view?
Ø How can algorithmic trading benefit corporates of all sizes?
Ø What are the best methods of evaluating and identifying the types of algos you want to interact with?
Ø What are the different types of algos and how can you control how the order gets executed?
Ø How can you utilise pre-trade analytics to inform trade decision-making and to determine whether to execute via algo, RFQ or send via screen?
Ø How can you leverage post-trade TCA insights to compare execution methods and determine use and effectiveness of algos vs streaming in small clips vs risk transfer?
Join us for our prohibition themed party. Kick back with a martini as you are thrown back in time to a 1920’s speakeasy bar. Enjoy cocktails and delectable dishes as you catch up with peers and colleagues whilst enjoying the dulcet tones of our blues musicians.