Despite advances in automation and connectivity, several structural issues continue to dominate buy-side FX workflows. This buy-side- only session brings senior FX desk leads together to discuss the challenges that most consistently surface: accessing genuinely differentiated liquidity, navigating credit and counterparty constraints that shape venue choice, and managing fragmented workflows across pricing, data and execution tools.

The session will open with panelists outlining their most pressing desk pain points, before shifting to an “Ask Me Anything” format led by questions from the room. The discussion is designed to be practical, candid and grounded in real operating experience- focusing on what truly limits efficiency and where change would have the biggest impact. 

Credit availability and dealer balance-sheet constraints now shape where the buy side can trade, how spreads are set, and which venues and LPs can support meaningful size. As SA-CCR pressures deepen and capital costs rise, credit considerations increasingly influence internalisation practices, liquidity depth and trading consistency across counterparties. This panel examines how credit limits, onboarding friction and emerging intermediation models affect execution quality- and how banks, platforms and solution providers are responding. Speakers will assess where credit is the binding constraint in FX today, which innovations may ease the bottlenecks, and what the buy side can realistically expect as credit and capital frameworks continue to evolve.