TradeTech FX Europe Daily 2026 | Page 24

Times may not be 100 % accurate – please check the event app for the most accurate schedule.

Buy Side Day: Tuesday 15th of September(** Open to a maximum of 200 buy side participants ** HOSTED UNDER CHATHAM HOUSE RULES)

09.30 Registration: Welcome Brunch 9.30- 10.30 Breakfast Workshop: IMC 10.15 Welcome Address 10.20 Chair’ s Opening Remarks: Allan Guild, Director, Hilltop Walk Consulting The Road Ahead: Global Macro Predictions

10.25 Global Macroeconomic Outlook Presentation: Navigating macro uncertainty: How to decode growth, inflation, and policy divergence to capture FX opportunities and manage risk for 2026-27 The global economy is entering a period of uneven growth momentum, an uncertain inflation path and renewed divergence in central-bank policy. This opening keynote sets out the macro scenarios that matter most for 2026 – 2027: where growth is likely to hold up or weaken, how inflation pressures evolve across regions, and how fiscal dynamics and labour-market constraints may shape the policy reaction function. This talk will also examine AI and the capex cycle as a potential driver of productivity, earnings and medium-term inflation- alongside the implications for rates, risk appetite and currency regimes. Fabiana Fedeli, Chief Investment Officer, M & G Investments

Understanding Buy-Side Bottlenecks

10.50 Buy-side desks- ask me anything: Buy-side desk pressures: What keeps the buy-side awake at night- and what needs to change? Despite advances in automation and connectivity, several structural issues continue to dominate buy-side FX workflows. This buy-side- only session brings senior FX desk leads together to discuss the challenges that most consistently surface: accessing genuinely differentiated liquidity, navigating credit and counterparty constraints that shape venue choice, and managing fragmented workflows across pricing, data and execution tools. The session will open with panellists outlining their most pressing desk pain points, before shifting to an“ Ask Me Anything” format led by questions from the room. The discussion is designed to be practical, candid and grounded in real operating experience- focusing on what truly limits efficiency and where change would have the biggest impact. Gordon Noonan, Head of FX Trading, Schroders Elke Wenzler, Head of Trading, MEAG Ian Packer, FX Trader, UBS Global Asset Management Nathan Vurgest, Director of Trading, Record Currency Management Moderator: Toby Baker, Former Head of FX Trading, T. Rowe Price

Building the Next-Gen FX Desk agenda

11.30 Access & Routing Interview: Execution quality under pressure: How can you improve fills, reduce rejects and access more reliable liquidity in fragmented FX markets? As liquidity fragments across ECNs, bank streams and non-bank market makers, execution outcomes are becoming less predictable- with fill rates, rejects and information leakage varying by venue and LP. This session explores how buy-side desks decide where to send flow, distinguish differentiated from recycled liquidity, and assess when direct streams outperform multi-dealer platforms. Speakers will discuss how last-look behaviour, reject patterns and fill consistency shape decisions, alongside constraints such as credit and connectivity. The session will also examine how data, analytics and smart routing tools support more informed execution and improve consistency across liquidity pools. X2 sponsors Vito Imburgia, FX Trading Product Specialist, Quod Financial

Trade Automation Panel: Advancing automation: How can you scale auto-execution and prioritise what to automate next to improve efficiency and control? Automation is expanding across FX workflows, but traders remain divided on how far auto-execution can realistically go- and what should be automated next. This session examines how desks are extending automation for low-touch flow, setting thresholds, and building rules that reduce manual workload without compromising control. Speakers will discuss where automation improves outcomes, where it can introduce new risks, and why certain areas- including swaps and less liquid pairs- continue to lag. The panel will explore how desks monitor automated flow, when human intervention remains essential, and what traders expect from the next iteration of platform functionalities and tools. Eric Heleine, Head of eTrading and Data, BNP Paribas Asset Management Stefan Helber, Team Lead, Rates & FX Trading, Europe, DWS Group Julian Gronau, Quantitative Trading Director- FX, Qube Research & Technologies Simon Bevan, Global Head of E-Trading, ING Senior representative, 360T Moderator: Allan Guild, Director, Hilltop Walk Consulting

11.30- 12.20 USD Strategy Clinic: Pre-booking required- open to 15 PMs USD outlook and de-dollarisation: Cyclical weakness or structural shift? With Fed rate cuts expected and policy paths diverging across DM central banks, how durable is USD strength? This working group explores the macro drivers shaping USD direction, including rate differentials, US fiscal pressures and the political backdrop. Participants will assess whether de-dollarisation is a genuine portfolio risk or primarily a longer-term narrative. A candid discussion on time horizons, conviction levels and how USD views translate into positioning and hedge decisions. Host: Jens Bies, Head of Research, Fixed Income & FX, Helaba Invest Kapitalanlagegesellschaft Host: Guillame Ménabé, Head of FX Trading, TotalEnergies Host: Luca Ferramosca, Portfolio Manager, Fixed Income, Aegon Asset Management

Human vs Machine

12.30 AcademiaTalk: AI in financial markets: Where is the edge- and who has it- humans or machines? Nir Vulkan, Professor of Business Economics, Saïd Business School, University of Oxford With more than two decades researching algorithmic trading, market design and machine-driven decision-making, Nir is a leading authority in the field, bringing a rare perspective that bridges academic research and the practical development of trading models used in financial markets.

Lunch Workshop: Next-Gen Fixing Order Automation: Seamless Distribution, Smart Execution, Intelligent AlgoWheel and AI-powered Risk Management Senior representative, Singapore Exchange

Lunch Workshop: Senior representative, 360T

AI Teach: In- PM & Quant Workflows: AI for Macro Insight: How to accelerate research intake and sharpen PM decision support AI tools are beginning to support PM workflows- from accelerating research intake to clarifying macro signals and improving scenario0 preparation. This interactive session walks through practical use cases PMs and analysts are deploying today: macro filtering, research summarization and sentiment extraction. A hands-on discussion of what actually works, the limits around data, governance and model risk, and how teams are integrating AI without compromising investment discipline. Host: Markus Auer, Senior Portfolio Manager, Erste Asset Management Host: Kamaldeep Singh, Senior Investment Manager, PGGM

AI Teach- In: Treasury Management: AI for Treasury Efficiency: How to improve exposure capture and cash-flow forecasting accuracy Corporate treasuries are starting to use AI to improve exposure visibility, strengthen cash-flow forecasting and reduce manual data work across ERP, TMS and bank sources. This session shows how AI can help clean and interpret transaction data, spot exposure patterns and highlight the drivers behind forecast changes. Discussion focuses on real-world use cases, common blockers such as data quality, and how AI can support treasury decision-making.

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