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.