Kevin McPartland

How is the proactive role of buy side influencing and shaping market structure and what industry-wide initiative can drive positive change and impact alpha?
How can we overcome liquidity hurdles to unlock alpha opportunities for investors?
How are duration and defaults impacting liquidity and market dynamics and how will they affect risk management?
What growth are we seeing in non-bank liquidity across fixed income products and is it changing the dynamics of traditional bank involvement?
How is the regulatory environment impacting market dynamics and to what extent is it hindering or promoting innovation?

How is the surge in ETF popularity reshaping traditional notions of liquidity in fixed income markets and what is impact on bid-ask spreads, market depth, and the ability to execute large trades in a rapidly changing landscape?
How is the adoption of algorithmic trading, smart order routing and the integration of data analytics enhancing efficiency in fixed income ETF trading?
How is the evolving market structure influenced by the proliferation of fixed income ETFs and which challenges and opportunities are arising from the coexistence of ETFs and traditional bonds, as well as the impact on market makers, liquidity providers, and institutional investors?
What regulatory considerations should be further examined to ensure investor protection, market integrity, and the role of regulators in maintaining a fair and transparent marketplace?
How investors are incorporating ETFs into their portfolios, managing risk, and achieving diversification amidst a changing fixed income investment landscape?

Main Day 1 - June 13th