US makes slow progress in signing up Asian states for Fatca IGAs
Singapore dollar trade potentially hit by US person rule
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 Asia articles
With long-term bonds in short supply and falling interest rates putting pressure on earnings, Asian insurers are considering giving up on asset-liability matching in order to chase yield. Blake Ev...
Ultra-low rates forcing companies to shift focus from asset-liability matching
Despite banks holding an overwhelming majority of the domestic bond market they are barred from participation in futures trading
Fixed income ETF launched at a time of volatility in the Indonesian domestic market
Increasing spread of operational risk losses linked to fines in this year's survey of op risk at the world's 100 largest banks
Treatment of Singapore-based branches of US firms unclear
Consultation on the reporting of derivative contracts includes a reporting threshold for non-financial persons and collateral reporting requirements
Australian trade reporting rules to be in force by October
Exit of "tourist money" from Asia provides more attractive funding options for firms swapping CNH into USD
The relaxation of the Fed stance on tapering hasn't reassured South-east Asian corporates
Measures to reduce Indian currency volatility may prove a short-term boost to domestic OTC markets
Issuance of Basel III-compliant bonds in India likely to be followed in Australia and Malaysia but investors are cautious of potential dangers
Banks in the region may struggle to find the capital to support balance sheet expansion if economic growth continues
New rules aim to promote the market but banks still prefer the WMP route
Masking of counterparty name extended to June 30, 2014
Supervisors must decide whether to include electricity in derivatives reform despite high prices and industry opposition
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.