Availability of asset swaps key to hedge fund demand for convertible bonds
Product launch "incomprehensible" in saturated currency futures market
Following Société Générale CIB's success at the Structured Products Asia Awards earlier this year, the bank's Yann Garnier (head of sales, fixed income and cross asset solutions, Asia Pacific) a...
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.
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PSE chief Hans Sicat views cross-border partnerships as vital for development of Asean exchanges, although domestic regulation creates some obstacles
Increased funding options welcomed in the face of a potential spike in Australia consumer credit growth
Ashley Alder says European cross-border CCP regulation is not relevant to Asian markets
UK bank looks to offer clearing option outside US regulatory requirements
A rapid expansion in type and amount of RMB structures traded in 2013 signals how the Chinese currency is going mainstream. But dealers say the real test will come when the US starts to raise inter...
Asifma head Austen wants exclusion of initial margin from Asian jurisdictions’ derivatives market regulation
The existence of multiple rule books may deter issuers and investors in securitisation
CFTC makes clear swaps between non-US swap dealers and non-US clients will be caught by Dodd-Frank if they are arranged, negotiated or executed by US personnel
Margin efficiency will be the main driver of success in the OTC clearing world and while cross-margining with futures has been touted as a potential game changer, the gains from this may be illusory...
Dealers access JGB pools for collateral upgrade trades – with Australian and Singapore dollar deals on the horizon
Further liberalisation of Korea's capital markets gives securities firms a chance to expand
Increasing the potential liquidity pool a major aim for Australia volatility futures market
Equity-linked structured products booming, according to quarterly results from BNP Paribas and Société Générale
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.