Liquidity has become more visible, but not necessarily more reliable. Fragmentation across dealers, venues and non-bank liquidity providers has improved access in normal markets, yet confidence in resilience during volatility remains uneven. Larger risk transfers, balance sheet constraints and transparency requirements continue to reshape how liquidity is provided and consumed.  

This panel will focus on how trading and investment teams are strengthening liquidity frameworks in practice. From counterparty evaluation and protocol governance to greater use of listed instruments and portfolio trading, panellists will share how firms are building consistency of execution while reducing implementation risk across the cycle.  

This panel will examine how firms are integrating analytics directly into EMS and OMS environments to strengthen liquidity assessment, protocol selection and performance review. By linking data, execution and measurement within a unified workflow, desks can improve consistency while maintaining oversight and control.