The Hive Café is our online only, drop in conversation format. Join informal chats on community hot topics and priority lists. Share stories, ask questions and collaborate for sustained change with a group of trusted peers. As always with our Hive Cafés, come armed with a cup of coffee and an open mind.
Check out our upcoming schedule and get involved below!
Your Peer Group Is Your Secret Source – Closed Doors, Open Minds, Chatham House Rule Applies.
Aligning Execution & Risk: Trading Discipline and Liquidity Management in Volatile Equity Markets
2nd September 2026 – 10AM (BST)
Global | Equities
With geopolitical volatility elevated and market structure in flux, liquidity risk and execution discipline have become central priorities, fostering closer collaboration between trading and risk teams across the buy-side. As order book depth declines even in traditionally liquid markets, desks are increasingly reliant on tighter coordination with risk functions and broker partners to assess liquidity provision, manage market impact and navigate rapidly shifting conditions. In this environment, execution is becoming less about optimisation and more about decisiveness, with speed and discipline often preferred over tactical timing. At the same time, persistent uncertainty and episodic volatility are testing internal controls, reinforcing the need for robust frameworks, clear communication and shared accountability between trading and risk to manage execution risk effectively in stressed markets. Connect, share and benchmark with your peers in this café, and explore how the buy-side is strengthening trading-risk collaboration to manage liquidity risk and maintain execution discipline in volatile markets.
Colour Before Clicks: Building Actionable Pre-Trade Intelligence
3rd September 2026 – 2pm (BST) / 9am (EDT)
Global | FI
Pre-trade analytics is rapidly evolving from generic models toward desk-specific intelligence that more accurately reflects real market behaviour and execution dynamics. Key themes across our network span broker tiering, flow patterns, axes, and dealer behaviour, alongside the challenge of turning market colour and liquidity cues into actionable, structured signals. The discussion also points to a broader shift toward leveraging proprietary data and transaction cost insight to build sharper, desk-specific pre-trade frameworks powered by Python and designed to improve execution and decision-making quality. This café session offers a great opportunity to explore how proprietary data and transaction cost awareness can be leveraged to generate more actionable insights, while also critically examining the limits of one-size-fits-all approaches.
The New FX Market Structure: Liquidity, Execution & Electronification
8th September 2026 – 12:30pm (BST) / 7:30am (EDT)
Global | FX
As electronification and algorithmic trading continue to reshape the FX landscape, buy side firms face growing complexity in how they access liquidity and measure execution quality. This session brings together peers to explore how execution strategies are evolving across spot, forwards, swaps, and NDFs, and what the rise of non-bank liquidity providers, API-driven trading, and fragmented venues means for the future of FX market structure.
Trading Asian EMFX: Liquidity, Restrictions & Execution Challenges
6th October 2026 – 8am (BST) / 3pm (SGT)
APAC | EMFX
As electronification and algorithmic trading continue to reshape the FX landscape, buy side firms face growing complexity in how they access liquidity and measure execution quality. This session brings together peers to explore how execution strategies are evolving across spot, forwards, swaps, and NDFs, and what the rise of non-bank liquidity providers, API-driven trading, and fragmented venues means for the future of FX market structure.
Trading LATAM FX: Liquidity, Volatility & Execution Challenges
6th October 2026 – 2pm (ET) / 7pm (BST)
LATAM | EMFX
Latin American FX markets present a unique set of opportunities and complexities for institutional investors. From highly liquid currencies such as the Mexican peso to more restricted or less accessible markets across the region, buy side traders continue to navigate significant differences in liquidity, market structure, execution practices, regulation and settlement.
While electronic trading has become increasingly sophisticated across global FX markets, execution in LATAM currencies still requires careful consideration of liquidity conditions, market volatility, local market conventions and counterparty selection. Periods of political uncertainty, central bank activity and macroeconomic events can further impact liquidity and execution quality, making robust trading strategies increasingly important.
This discussion will explore how buy side firms are approaching LATAM FX trading today, including liquidity sourcing, execution workflows, market fragmentation, high-touch versus electronic execution, relationships with banks and non-bank liquidity providers, and evolving best practice across both spot and derivatives markets.
Topics are expected to include liquidity across major and frontier LATAM currencies, execution during periods of market volatility, FX swaps and forwards, settlement and operational considerations, the growing role of non-bank liquidity providers, pricing transparency, execution analytics, and how geopolitical and macroeconomic developments continue to shape regional FX markets
EM Equities Unplugged: Liquidity Bursts, Broker Intelligence and Electronic Reach
6th October 2026 – 10am (GMT)
APAC | FX
As electronification and algorithmic trading continue to reshape the FX landscape, buy side firms face growing complexity in how they access liquidity and measure execution quality. This session brings together peers to explore how execution strategies are evolving across spot, forwards, swaps, and NDFs, and what the rise of non-bank liquidity providers, API-driven trading, and fragmented venues means for the future of FX market structure.
Emerging Markets : Strengthening Data & Trading Infrastructure to Elevate EM Trading Performance
7th October 2026 – 2pm (EDT) / 11am (PT)
US | FI
Emerging-market fixed income trading continues to present a compelling but operationally complex landscape for buy-side desks, where fragmentation, liquidity constraints and inconsistent data quality limit execution efficiency. Across the market, improving execution protocols, optimising spread management and strengthening data infrastructure are seen as critical steps toward scaling more automated and resilient workflows. Whether you invest in LATAM, Asia or Europe, this virtual café offers a chance to discuss how better data quality, stronger regional insight and robust monitoring can reduce manual intervention and improve execution. Hear how buy-side peers are improving pricing accuracy and trading performance. Explore the growing role of AI and integrated infrastructure in enabling more scalable, automated and resilient EM fixed income trading solutions.
Emerging Markets : Strengthening Data & Trading Infrastructure to Elevate EM Trading Performance
8th October 2026 – 10am (BST) / 5pm (SGT)
EU & APAC | FI
Emerging-market fixed income trading continues to present a compelling but operationally complex landscape for buy-side desks, where fragmentation, liquidity constraints and inconsistent data quality limit execution efficiency. Across the market, improving execution protocols, optimising spread management and strengthening data infrastructure are seen as critical steps toward scaling more automated and resilient workflows. Whether you invest in LATAM, Asia or Europe, this virtual café offers a chance to discuss how better data quality, stronger regional insight and robust monitoring can reduce manual intervention and improve execution. Hear how buy-side peers are improving pricing accuracy and trading performance. Explore the growing role of AI and integrated infrastructure in enabling more scalable, automated and resilient EM fixed income trading solutions.