TradeTech FX Europe Daily 2026 | Page 25

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)

PROVIDER SHOWCASE ROUNDTABLES Targeted provider-led discussions aligned to your strategic priorities- choose the track most relevant to your liquidity, execution or data agenda. ** Each track is limited to 40 buy side attendees- pre-booking required to secure your preferred track **

13.50 Liquidity Access & Market Structure Focus: How to access, evaluate and optimise liquidity across an increasingly fragmented FX market Liquidity is becoming more fragmented across banks, non-banks and trading venues. This track examines how access models are evolving, how traders evaluate venue quality, and where alternative liquidity sources can improve outcomes. LP’ s and providers will showcase solutions that help desks navigate dispersion, reduce leakage and access deeper, more consistent liquidity.

Roundtable: Capitols

Roundtable: 360T

15.10 10- minute transition Buy Side Only Working Groups- Closed- Door

Roundtable: Societe Generale

Roundtable: LMAX

Execution & Microstructure Focus: How to evaluate pricing, fill quality and quote stability to improve execution outcomes With liquidity conditions increasingly uneven, traders are scrutinising quote quality, fill reliability and pricing consistency across counterparties. This track explores how LPs and providers manage internalisation, lastlook, size availability and quote stability- and how these microstructure dynamics influence execution outcomes. Providers will demonstrate approaches that help desks secure cleaner, more dependable liquidity interactions.

Roundtable: Eurex

Roundtable: Roundtable: LSEG

13.50 Trader Working Groups PM Working Groups Corporate Working Groups

Credit Access Working Group: Credit constraints: How to overcome onboarding friction and credit blocks to maintain trading flow Credit access remains one of the biggest workflow bottlenecks for FX desks, with onboarding delays, counterparty limits and documentation hurdles often slowing the ability to trade. This roundtable brings buy-side traders together to compare where credit breaks down, how it affects spot and swaps activity, and what work-arounds desks are using when credit blocks flow. A candid, practical discussion on the pinch points that most disrupt day-to-day executionand where the buy side want solutions to emerge. Host: Toby Baker, Former Head of FX Trading, T. Rowe Price

Liquidity Access Working Group: Liquidity access under strain: How to adapt routing and LP selection to improve fill rates and reduce information leakage Buy-side desks face increasingly fragmented liquidity, inconsistent fill behaviour and challenges accessing differentiated flow. This session brings traders together to compare how they assess LP performance, manage information leakage, and decide when to use MDPs versus direct streams. A practitioner-led discussion on access constraints and what improves liquidity quality. Host: Patrick Ryan- Dolan, Multi- Asset Trader, Legal & General Investment Management Host: Heike Gaugenrieder, Senior FX Trader, Allianz Global Investors

DUTCH PENSION REFORM WORKING GROUP: Pension reform impact: How will changing hedging mandate shifts reshape FX flow? As Dutch schemes move into the new pension framework, traders are assessing whether changes to hedge ratios, mandate design or asset mix could influence FX activity during the transition. This roundtable explores how desks are preparing, what scenarios they are modelling, and how any potential shifts in hedging needs might affect day-to-day trading.

16.20 Drinks Reception

Discretionary PM Working Group: EM & frontier FX allocation: How to size exposure amid liquidity and political risk EM and frontier FX are increasingly used to access yield and diversification beyond G10 currencies, but they come with uneven liquidity and political risk. This roundtable brings PMs together to compare how they size EM and frontier FX exposure, manage liquidity, and adjust positions during periods of stress. Host: Canberk Yalcin, EM Portfolio Manager, Record Currency Management Host: Liam Spillane, Head of Global Emerging Markets, Fixed Income, Manulife Wealth & Asset Management agenda

Systematic / Quant PM Working Group: Systematic FX strategies: How to refine signals and integrate LLM research in production Systematic FX approaches are evolving as PMs test new datasets, refine signal construction and explore LLMs for research and scenario work. This roundtable focuses on how quant PMs strengthen model robustness, assess signal stability and integrate new tools without compromising governance. A practical exchange on what is genuinely working in production and how systematic FX processes are adapting. Host: Markus Ebner, Head of Multi Asset- Executive Director, Quoniam Asset Management Host: Denisa Cumova, Head of Portfolio Management & Quantitative Strategies, La Francaise Systematic Asset Management Host: Richard Preschern, CIO, RoboSig FX Strategy, ARB Asset Management

PM, QUANT & MACRO STRATEGY WORKING GROUP: Generative AI in the investment process: Practical use cases for PMs, quants and macro strategists PMs, quants and macro strategists are exploring how generative AI can support investment decisions, from reviewing internal discussions to comparing perspectives across research and macro views. This closeddoor working group focuses on practical, easy-to-adopt uses that help challenge bias, improve judgement and support portfolio strategies. A peer exchange on what is working in practice, where teams see limits, andl adoption blockers. Host: Timothee Consigny, Chief Technology Officer, H2O Asset Management

Data Analytics & TCA Focus: How to turn fragmented trading data into actionable execution insight As liquidity becomes more unpredictable, desks are relying on deeper analytics to benchmark LP performance, interpret markouts and strengthen pre- and post-trade decision-making. This track showcases tools that unify fragmented data, enhance transparency across venues, and deliver actionable TCA insights that support execution optimisation.

Treasury Tech Stack Working Group: ERP > TMS > platform integration: How to integrate ERP, TMS and platforms to achieve straight-through processing Corporates are wrestling with multi-ERP estates, incomplete ERP / TMS connectivity, and fragmented exposure identification. This session brings treasurers together to discuss integration, data standards, TMS lessons learned, and how to achieve reliable straight-through processing into multi-dealer platforms. A peer-led look at what works in practice Host: Ferenc Melczer, Senior Treasury Management, Front Office & FX, Zoetis Host: Liby John, Treasury Director- EMEA, Fiserv Host: Neiciriany Mata, CFO Advisor, TAAG Angola Airline

Roundtable: CLS

Roundtable:

Hedging & Risk Working Group: Hedging frameworks under review: How to adjust hedge ratios, tenors and governance in volatile markets With shifting market conditions and imperfect forecasts, many corporates are reassessing hedge ratios, tenor choices, horizon alignment and governance. This roundtable explores how peers adjust programmes, manage balance-sheet vs cash-flow exposures, and improve timing and consistency. A practical exchange on what treasurers are changing- and why.

The official newspaper of TradeTech FX 2026 TheTradeNews. com 25