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.

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. 

Treasury clearing mandates, Basel III revisions, and evolving capital requirements are reshaping market dynamics. This session explores how buy-side firms can design capital-efficient trading strategies, manage regulatory-driven liquidity fragmentation, and stay ahead of compliance obligations. Learn how to optimize infrastructure, enhance execution, and maintain flexibility in a rapidly evolving regulatory environment.

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.

Safe havens are proving less reliable, Treasuries have occasionally moved in step with equities, and private credit is testing liquidity assumptions. This session explores how CIOs and portfolio managers can rethink hedging strategies, update risk frameworks, and enhance resilience. Learn how to anticipate correlation shifts, manage liquidity stress, and protect portfolios while capturing alpha in complex market environments.