Panellists at Asia Risk Congress say collateral management rules will reduce activity in areas such as structured products
A recent Dodd-Frank-led decline in swap volumes between Asian and US counterparties has been reversed following CFTC intervention
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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Increasing levels of trade between Africa and China have driven the emergence of an increasingly active RMB derivatives market
Insurers in Hong Kong are revising their long-term policy of not hedging out their US dollar exposures
A speaker at FX Week Asia argued that further liberalisation of the RMB was on the cards in the near future
Asia Risk Awards 2012 winner: Standard Chartered – Interest Rate Derivatives House of the Year
Asia Risk Awards 2012 winner: Chinatrust Commercial Bank – House of the Year, Taiwan
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.