Intraday liquidity management, part 2: The investor-side and corporate view

From the UK gilt crisis of 2022 to the impact that the US’ move to T+1 this May has on European markets, it’s little wonder that liquidity has been a topic on everyone’s mind in recent years. What are some of the lessons learnt from these major events, and what more can the industry do to prepare for them? Are operations on the buy-side under-developed compared to the sell-side? The investors and corporates are invited to weigh in, in this session.

Other pertinent questions to answer include: Are our existing tools, in particular uncleared margin rules, adequate for mitigating liquidity risks? Will enabling atomic trading and settlement make managing these risks easier? And what’s the development status for fund tokenisation right now?

Moderator: Olaf Ransome

Is intraday liquidity management your thing? Make sure to also check out the session Part 1: The sell-side themes.

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