US Treasury market is undergoing a historic structural shift. With new clearing mandates requiring almost all cash Treasury and repo transactions to move through registered clearing agencies, the market’s infrastructure, liquidity dynamics, and capital frameworks are being fundamentally reshaped. This session explores how firms can adapt trading infrastructure, optimize balance sheet usage, and enhance resilience while meeting new clearing and capital requirements.

Systematic strategies and portfolio trading are now embedded across credit and rates, but for investment leaders the challenge is broader: how do you scale these capabilities across asset classes while preserving alpha, oversight, and strategic intent? This session explores how investment teams are embedding algorithms, advanced analytics, and integrated execution frameworks into portfolio construction and rebalancing processes. Learn how to strengthen cross-asset agility, optimise capital deployment, respond decisively to market dislocations, and build a more resilient investment platform that translates scale into consistent, measurable outperformance.