Corporate Teach- In:

How corporates operate: How corporate hedging and execution behaviour influences currency markets

Corporate FX flows are shaped by internal structures as much as by market conditions, with execution behaviour differing significantly between centralised and more decentralised treasury models. This interactive session brings together two corporate perspectives to compare how exposures are identified, approved and hedged across different organisational setups. The discussion will walk institutional trading desks through practical differences in forecasting cycles, approval chains, execution methods (RFQ, streaming and algos), and how exceptions such as M&A activity or less liquid markets are managed. Designed to demystify corporate behaviour, clarify execution patterns and improve understanding of how corporate FX flows enter and move through the market.