As fixed income markets continue to evolve, liquidity has become increasingly fragmented across trading protocols, counterparties and venues. At the same time, greater market volatility, expanding electronic trading and changing dealer dynamics are prompting firms to rethink how they source liquidity and execute trades efficiently across different market conditions. 

Join Dean Berry, Group Head of Trading & Markets at MarketAxess, alongside a Global Head of Trading from the buy side, as they discuss how leading firms are evolving their execution strategies to navigate today's liquidity landscape. Discover how firms are broadening liquidity access, selecting the right execution protocols for different trading scenarios and building more resilient trading strategies to improve execution quality, reduce costs and enhance trading performance.