Escalating tensions in the Middle East are driving volatility across global bond markets, reigniting inflation concerns and pushing yields higher as expectations for rate cuts shift. Tighter financial conditions are increasing pressure on emerging market debt and widening divergence across sovereigns. This session will examine how CIOs and PMs are repositioning portfolios across hard-currency and local-currency debt as global rates reprice, where spreads and funding risks are rising, and where the most resilient opportunities are emerging across the EM sovereign landscape. 

As post-trade transparency reforms and consolidated tape initiatives gather pace across Europe, buy-side trading desks are reassessing how they execute risk, source liquidity and manage information leakage in corporate bond markets. This fireside chat will explore how heads of trading are adapting workflows, evaluating data and liquidity providers, responding to changing dealer behaviour and preparing for the next phase of credit market structure evolution.