PSE chief Hans Sicat views cross-border partnerships as vital for development of Asean exchanges, although domestic regulation creates some obstacles
The relaxation of the Fed stance on tapering hasn't reassured South-east Asian corporates
Economic fundamentals, not credit ratings, should drive Basel III risk weightings, argues CIMB markets head
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Asean articles
Underpinning the integration of regional capital markets is a major concern for Vorapol Socatiyanurak, secretary general of Thailand's Securities and Exchange Commission
Steeled for the fight
A reliance on external players is holding back the ETF sector in Malaysia and Indonesia
Resilience in regional markets will insulate Asian nations from any European slowdown, say economists during Asean Risk 2012 roundtable
The Basel III Accord has been framed purely to fix the failures in the US and European banking system and is placing an unfair burden on Asian financial institutions, according to speakers at Asean ...
A new ‘Brics exchanges alliance’ has been formed to allow investors to trade equity index derivatives of each participating exchange in local currencies. The move comes as Asian exchanges increa...
Insurance companies active in the Asia-Pacific region are closely studying their European rivals to exploit any regulatory arbitrage opportunities presented as European Union insurers move to adopt ...
Asian regulators note the risk of future market volatility due to fund outflows from the region or external global difficulties, suggesting that both Chiang Mai and short selling are among topics th...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.