Automation has reshaped routine credit and rates trades, yet many workflows remain fragmented and manual. This session explores how desks can move from static to dynamic automation, scaling processes across asset classes while maintaining robust risk controls. Learn how to extend electronification beyond low-touch trades, streamline complex workflows, and balance efficiency with oversight. Gain insights into how leading firms are leveraging automation to reduce operational friction, accelerate execution, and achieve scalable, high-performance trading across fixed income markets.

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.

ETFs have evolved beyond passive instruments. This session explores how traders can harness active bond ETFs, private credit ETFs, and other product innovations to improve liquidity management, optimize execution, and capture tactical opportunities. Learn how next-generation ETF strategies can enhance portfolio flexibility, support trading objectives, and deliver value in both institutional and retail markets.

Persistent inflation, deficits, and macro volatility continue to challenge fixed income markets. This session examines how buy-side firms can leverage scenario analysis and stress-testing frameworks to anticipate shocks, manage risk, and strengthen infrastructure. Learn how to build resilient trading and portfolio strategies that withstand periods of liquidity bifurcation, regulatory change, and market turbulence while uncovering opportunities amid uncertainty.