How can pre-trade transparency be tailored so as not to harm liquidity? How can we tailor transparency rules according to type of product? What factor should be decisive (e.g. liquidity)? How can we make large in scale trading more efficient? Large in scale waivers. What is the appropriate level of dark trading? Pre-trade transparency in the non-equity space. Consolidation of data.
Dr Kay Swinburne Member of the European Parliament
Jasper Jorritsma Policy Officer, Unit G3- Securities Markets, DG MARKT, European Commission
Niall Cameron Global Head of Credit Trading, HSBC, Chairman of AFME’s Credit Trading Committee
Eddy Wymeersch former chair, Committee of European Securities Regulators (CESR)
Professor Norman Schrhoff Ecole des HEC Universit de Lausanne, Senior Chair, Swiss Finance Institute
Elizabeth Callaghan Regulatory Principal Advisor – Capital Markets, KPMG