Asia Risk - Jun 2017
June 2017 issue featuring articles on: how volatility of IFRS 9 loss estimates is alarming lenders; Japan megabanks and bail-in debt; the role of machine learning in modelling the impact of a company’s own trading activity; systemic risk concerns over Basel’s method to identify G-Sibs
Bond market initiative must go ahead, even amid cooling investor demand for debt
Tax changes trigger move out of Mauritius and Singapore
Financial Stability Board wants Japan to clarify the conditions under which it can use its resolution powers
SGX and Platts hope to capitalise on physical hedgers, who remain pensive
Rules could produce “lots of little country desks”, warns StanChart market risk head
Also: Priestley leaves JPM; Hong Kong’s Insurance Authority staffs up; ABN Amro hires Simon Wood; and others
Accounting model outputs wildly out of sync with those used to calculate regulatory capital requirements
JP Morgan, Bloomberg and Portware among those applying AI to long-standing problem
Some experts warn the methodology to identify systemic banks could increase systemic risks
Author of Adaptive Markets tells Risk.net what his ideas mean for investors and regulators
Libor-rigging and similar misconduct across multiple firms may be the result of 'macro-cultures'
Firms say DLT can sit with current market practice, but instantaneous settlement 'not desirable'
Fintech threatens market-making, research and wealth management, writes eCo Financial Technology CEO
Austing and Li provide a continuous barrier options pricing formula that fits the volatility smile