The magazine for risk and derivatives professionals
Top stories
HKMA focuses on offshore renminbi: Norman Chan interview
Source: Asia Risk
Proximity and tradeflows have seen Hong Kong emerge as the default centre for offshore renminbi trading. Norman Chan, chief executive of the Hong Kong Monetary Authority, explains how his organisation...
Korea ELW crackdown leaves traders unhedged
Source: Asia Risk
Dealers are left unable to hedge ELS positions as liquidity dries up in Korea’s warrant market...
VAR models in Vietnam give ‘false sense of security’
Source: Asia Risk
Lack of data for models is a function of Vietnam’s new capital markets – but no reason why the...
- VAR models in Vietnam give ‘false sense of security’
- Asian volatility indexes too illiquid to hedge risk
- Korea ELW crackdown leaves traders unhedged
- Hong Kong securities regulator argues for more control over HFT
- Structural issues hindering uptake of electronic trading in India
- Hong Kong regulator to allow foreign currency liquid assets to make up LCR shortfall
- India state sector banks require $40bn capital infusion to combat Basel III shortfall
Latest issue highlights
Asian volatility indexes too illiquid to hedge risk
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
Hong Kong securities regulator argues for more control over HFT
The Securities and Futures Commission makes the case for more regulation of high frequency trading – but the market is not convinced...
Palm oil producers look to lock in high prices
With crude palm oil prices rising 30% in the last six months, interest in hedging downside risk from palm oil producers is on the...
Editor's choice
Regulator Q&A: Grant Spencer, deputy governor, Reserve Bank of New Zealand
Despite New Zealand’s domestic banking sector escaping the worst ravages of the recent financial crisis, the Reserve Bank of New Zealand is not wasting...
First steppes for Mongolian derivatives market
Mongolia's derivatives market is in its infancy – but the promise of future returns is luring international banks to Ulan Bator
Iron ore derivatives forge ahead on Chinese demand
The iron ore derivatives market is setting new volume records fuelled by higher volatility and increased involvement from Chinese participants. Although...
Upcoming conferences
ASEAN Risk 2012
Singapore, 28 May 2012
The Art of Indexing & ETF Investment Asia Summit 2012
Singapore, 29 May 2012
CRO Forum Asia 2012
Singapore, 30th - 31st May 2012
Training courses
The cost of central clearing for financial institutions
Hong Kong, 27th - 28th Jun 2012
Marcello Minenna on Derivative Pricing and Model Calibration: Tools and Techniques Singapore
Singapore, 26th - 28th Sep 2012
Marcello Minenna on Derivative Pricing and Model Calibration: Tools and Techniques
Australia, 5th - 7th Dec 2012
Special reports
Special report: Exchange-traded funds
Asia Risk FX review and outlook 2012
Photogallery: Asia Risk Congress 2011
Technical papers
Valuation of commodity structures in co-integrated futures markets
In this paper, Dan Mahoney and Krzysztof Wolyniec show that in co-integrated (mean-reverting) futures markets, active dynamic hedging is required...
Full implications for CMS convexity
Simon Cedervall and Vladimir Piterbarg develop a new vanilla model that directly links constant maturity swap (CMS) and payment convexity in general...
Awards & rankings
Asia Risk commodity rankings 2012
The past year has been characterised by bouts of volatility and subsequent range-trading as different parts of the commodity spectrum moved in differing...
Asia Risk FX review 2012: awards and rankings
A roundup of awards and rankings coverage in Asia’s foreign exchange arena
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Asia Risk special report
A review of activity in the region’s foreign exchange derivatives markets, alongside a compilation of recent forex awards and rankings results.
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