How can the normalisation process after the QE era shape central banks' reliance on data, and what impact will it have on recession avoidance strategies?
How can the potential for steepening trades and a weaker USD support a revival of emerging market assets and continued inflows into core fixed income?
How can liquidity management and efficient capital allocation influence the rising use of derivatives for tactical moves, particularly for hedging and curve trades?
How can evolving regulatory frameworks and increased liquidity focus reshape trading desk communications, especially in less developed emerging market infrastructures?
Check out the incredible speaker line-up to see who will be joining Christopher.