The magazine for risk and derivatives professionals
Top stories
Asia’s Sifi aspiration
Regulators have published their list of global systemically important financial institutions (Sifis), and will now start to consider those institutions that pose a systemic risk to individual jurisdictions...
Lack of long-dated instruments hampering offshore RMB market
A strong demand for long-dated offshore RMB instruments is not being met by the market, according...
Disputes over the valuation of collateralised derivatives trades have pushed the industry to...
- Asia learning from Europe’s mistakes, says Malaysia’s top central banker
- HKEx mulls launching RMB commodities exchange
- Lack of long-dated instruments hampering offshore RMB market
- Indian securities watchdog to consider imposing speed limit on high-frequency trading
- IMF looks to strengthen Asian ties to combat global economic crisis
- Japan still backs EFSF despite threat to AAA rating
- Hong Kong regulator approves new synthetic ETFs
Latest issue highlights
Asia’s opinions on Basel III
The Basel Committee has published rules on the capitalisation of bank CCP exposures and global Sifis in recent months. It will now...
Asia Risk 2011 interdealer rankings: Dealers
The eurozone crisis has been the main driver of Asian markets in recent months, and with concerns about a possible break-up of the...
Asia Risk 2011 interdealer rankings: Brokers
The eurozone debt crisis has hit volumes in the interdealer market, with brokers reporting a significant drop-off in recent months...
Editor's choice
Countdown to the G-20 deadline
Just 12 months to go until all standardised OTC derivatives are supposed to be cleared through CCPs – but meeting that deadline everywhere looks unlikely...
The CVA-CDS feedback loop
Dealers claim regulators have cooked up a pro-cyclical credit value adjustment (CVA) capital charge that encourages CVA desks to buy credit default...
New Zealand: a step in the right direction
A new draft version of New Zealand’s Financial Markets Conduct Bill was published for consultation in August. The bill provides greater clarity than...
Upcoming conferences
Risk & Return Korea
Korea, 28 Feb 2012
Risk & Return Korea (K)
Korea, 28 Feb 2012
Risk Vietnam
Vietnam, 28 Mar 2012
Training courses
Marcello Minenna on Derivative Pricing and Model Calibration: Tools and Techniques
UK, 15th - 17th Feb 2012
Managing liquidity risk under new regulatory development - Sydney 2012
Australia, 21st - 22nd Mar 2012
Fundamentals of Market and Credit Risk Management
USA, 21st - 22nd Mar 2012
Special reports
Photogallery: Asia Risk Congress 2011
Special report: Clearing and settlement
Photo gallery: Risk Japan 2011
Technical papers
Funding cost adjustments for derivatives
A paper discussing the relationship of the funding cost adjustment to the balance sheet and demonstrating two ways in which the funding cost adjustment...
Filling the gaps
Calibrating a local volatility model to options prices is a complicated process requiring both interpolation of liquid prices and extrapolation beyond...
Awards & rankings
Asia Risk 2011 interdealer rankings: Brokers
The eurozone debt crisis has hit volumes in the interdealer market, with brokers reporting a significant drop-off in recent months. Despite the change...
Asia Risk 2011 interdealer rankings: Dealers
The eurozone crisis has been the main driver of Asian markets in recent months, and with concerns about a possible break-up of the euro growing, end...
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Asia Risk awards 2011
View photos of all the Awards winners from the Asia Risk Awards 2011 ceremony at the Four Seasons hotel, Hong Kong on October 25.
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