Irene Aldridge

Historically, the buy side have always relied on the sell side for shepherding risk. However, due to capital constraints, the sell side cannot price risk and transfer it to their own balance sheet as freely as they could in the past. With the buy side now warehousing more risk on their books, they need to find new methods to manage this. This panel will provide thought leadership around:

• How have capital constraints on banks impacted their ability to take on and price risk?
• With the buy side now warehousing risk, is there enough liquidity in stressed market conditions?
• If there was a major event, how could the buy side source funds and what needs to be done to source liquidity?
• As the buy side can no longer rely on sell side balance sheets and prop desks, how can you find someone for the other end of a trade?

HTF firms are synonymous with other asset classes such as equities and FX, however there has been a recent increase in the number of HFTs working within the realms of fixed income as markets have become more electronically driven. This keynote presentation from one of the top HFT experts will provide expert insights into the inner workings of High Frequency firms, where they will shed light on: 

• Where do HFTs position themselves within fixed income trading spectrum and how are they performing? 
• How will the impeding interest rate rise benefit HFTs as they look to capitalize on the swing in market conditions? 
• How do HFT trading strategies in US fixed income markets differ in comparison to equity markets and is it good or bad for the market as a whole? 
• The future of futures- Does the futures market offer the best avenue into fixed income for HFTs as one of the most liquid and commonly traded products? 
• Could we see HFT firms move from the treasury market into the corporate market or is it too illiquid?