8:00

Registration

08:55

Chair's opening remarks

09:00

Regulatory keynote address: Liquidity and fintech in the FX market

09:30

Chief economist presentation

10:00

Panl discussion: Analytics and liquidity in e-FX execution

  • Analytics and execution decisions – how has the use of analytics changed client execution behavior
  • Dealing with fragmentation in spot FX execution – information leakage and toxic flows
  • How much liquidity do you need? Optimizing liquidity access and connectivity
  • The electronification of options – more standardization, more clearing
  • Picking the best execution style - MDPs or SDPs, disclosed vs anonymous, firm vs last look
  • Selecting the right algos – agency only or hybrid

10:45

Morning coffee break

11:15

Presentation: Incorporating exotic FX options in your risk management strategy

  • Characteristics of exotic forex option structures and their role in an FX risk management strategy
  • Evaluating exotic currency derivatives used in international treasury management
  • Impact of new collateral and variation margin regulations on FX hedging in emerging markets

11:45

Corporate treasurer panel: Decision making in a volatile world

  • What are the greatest strategic FX challenges facing corporate treasurers today and how this changes the way risk is measured and analysed
  • How the scope of the treasury function is evolving, the growing need for more operational resources, recruitment vs outsourcing
  • What are you looking for when investing in technology to deliver more real-time analytics to define and help combat FX exposures?

12:30

Networking lunch

13:30

Keynote address: An update on the FX Global Code – Implementation and Principle 17

14:10

Panel discussion: Managing FX exposures in superannuation funds

  • How has your strategic approach to FX hedging changed in the face of continuous policy changes, pressure to grow, and increasing transaction costs?
  • The case for dynamic FX hedged international equity fund. What is the optimal hedge ratio for investors?
  • Resourcing FX operations – to outsource or manage in-house?
  • Mitigating fraud and third party risks

14:50

Panel discussion: The new cost of trading - credit, clearing and regulatory costs in trading

  • FX options clearing now a reality – what does the future hold for OTC derivatives trading?
  • The interaction between listed and cleared and OTC and cleared markets
  • Forwards have been exempted from margin rules in Europe – what are the global implications?
  • What does the future hold for FXPBs and prime or prime providers?

15:40

Afternoon coffee break

16:10

Industry roundtables

From session to roundtable: take the day’s most interesting issues and engage with your peers in small, interactive roundtable discussions to share best practices, continue the debate, and take away a different perspective to the same challenge with your fellow peers.

Roundtable A: Currency management: Hedging best practices and tools

Roundtable B: Blockchain and digital currencies: Friend or foe?

Roundtable C: Exotic currency pairs – Is it better to avoid them?

Roundtable D: Achieving best execution in FX

Roundtable E: The new cost of trading – credit, clearing, and regulatory costs

 

16:50

Harvest session: Each host will share the key takeaways following their roundtable discussion

17:00

Chair's closing remarks and end of conference