Buy-side desks are calling for greater standardization, smarter EMS tools, and deeper collaboration with market innovators — yet gaps in capability remain. This session sets the tone for the day by highlighting the collective wish list of traders, identifying where innovation is most urgent, and exploring the services and tools that can meaningfully enhance desk efficiency. Learn how leading firms are integrating technology, streamlining workflows, and collaborating with counterparties to create a more cohesive, high-performance fixed income marketplace. Walk away with actionable insights for driving operational efficiency, improving execution, and capturing alpha in a rapidly evolving market.

Data normalization and workflow integration remain major challenges for desks managing multiple asset classes and vendors. This session explores how firms can leverage AI, LLMs, and workflow redesign to improve communication, build data literacy, and foster collaboration between PMs, traders, and technology teams. Learn how integrated workflows can enhance decision-making, increase efficiency, and create a truly connected trading environment.

We are at a rare inflection point in fixed income markets: electronification has matured in the most liquid products and is now pushing into the more complex, less standardised corners of the market; programmatic and derivatives workflows are evolving; new liquidity providers are reshaping price formation; and AI has shifted from concept to capability, prompting trading leaders to rethink decision-making, workflow design, and market access. This fireside chat captures that moment in time - exploring how to re-imagine fixed income trading to future-proof liquidity, technology, and execution strategy before the next wave of transformation fully arrives. 

Liquidity remains highly fragmented across EMSs, aggregators, and trading venues. This session explores how firms can leverage strategic partnerships, innovative technology, and smarter connectivity solutions to access deeper pools of liquidity. Learn how next-generation approaches — from CLOBs and streaming protocols to peer-to-peer networks — can reduce inefficiencies, optimize cash and futures interactions, and create a more seamless, high-performance trading environment. 

Automation has transformed IG credit and Treasury markets, yet high-touch and new issuance trades remain challenging. This session examines how desks can harness AI-driven workflows to enhance efficiency while preserving trader oversight and compliance. Learn how to strike the optimal balance between speed, control, and insight-driven decision-making to achieve sustainable performance gains across complex and evolving market environments.

Systematic trading has matured, performing strongly even during periods of market volatility. This session explores how firms can scale systematic strategies across asset classes and stress environments by leveraging robust data, cross-asset coverage, and enhanced PM–trader–quant collaboration. Learn how to adapt models for new products, maintain flexibility under stress, and turn systematic approaches into a source of consistent alpha.

After the fastest tightening cycle in a generation, fixed income investors are grappling with a new reality: inflation that may settle above pre-COVID norms, a looming fiscal reckoning as debt and issuance surge, and an increasingly fragmented geopolitical order that disrupts trade, capital flows and energy markets. This opening macro keynote will connect those three forces directly to rates, curves, spreads and liquidity – asking what a world of higher real yields, larger term premia and episodic volatility really means for portfolio construction, trading strategy and cross-asset correlations over the next five years, and where today’s consensus could be most dangerously wrong. 

Demand for separately managed accounts (SMAs) continues to surge, particularly in wealth channels, but scaling tens of thousands of small, tax-aware accounts without sacrificing customization remains challenging. This session explores how firms have evolved from manual workflows to fully integrated, tech-driven execution and decision-making. Learn how to optimize portfolios for SMAs, balance direct inventory connectivity with third-party rails, implement AI-enabled pricing and automation, and expand fixed-income tax-loss harvesting capabilities to deliver scalable, customized solutions.

As public fixed income markets stabilize and central banks approach rate normalization, investors are increasingly turning to structured credit and private loans for yield and diversification. This session explores how institutional allocators can capture relative value across CLO tranches, asset-backed securities, and direct lending portfolios. Learn how leading fixed income managers are rethinking portfolio construction, improving credit risk transparency, and balancing liquidity needs as structured credit and private loans move from niche allocations to mainstream portfolio pillars.