With consolidated tape regimes going live and liquidity signals becoming more visible, the expectation is that execution should become smarter and more precise. Yet many desks continue to struggle with fragmented data feeds, duplicated reporting, unreliable axes and inconsistent liquidity indicators.

In this session, buy-side heads of trading share unfiltered practical solutions on where they are placing their biggest strategic bets: What standards are needed to improve liquidity assessment? How should data be aggregated and prioritised to strengthen Best Execution? And how can the industry move from information overload to actionable execution intelligence?

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.