The importance of communicating hedging objectives
Survival of the fittest
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Asia articles
Smaller companies can realise savings of nearly 5% when dealing with Chinese businesses by transacting in renminbi, says Deutsche Bank
Hong Kong-based arm of the Swiss bank beefs up its Asia risk management capability
Eurex is latest clearing house to enter Asian market
As a number of regasification plants start to come online, pricing agencies are looking to offer a region-specific benchmark with the potential to drive up use of LNG swaps
José Placido, chief executive of the newly renamed RBC Investor Services, reveals his company's growth plans in an interview with Custody Risk
HKEx broadens type of RMB derivatives available to the market
The impact of an increasingly competitive landscape for retail deposits in Australia will felt in pricing, not liquidity – with the growing appeal of other asset classes a more significant threat ...
Proposal for a transaction tax on futures and options could have a dramatic impact on Korea's derivatives market
Following risk management failures in the financial crisis, Japanese variable annuity providers’ new VA offerings include conservative investment objectives and sophisticated hedging strategies, c...
China insurers now allowed to invest in hybrid, convertible bonds and infrastructure asset and real estate
Clearing the obstacles
The credit valuation adjustment (CVA) capital charge in Basel III comes in two flavours: advanced (simulations) and standardised (formula). In this article, Michael Pykhtin shows that the standardis...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.