Hong Kong doesn't give local banks any latitude over the data inputs to their risk models, says one risk manager from the Special Administrative Region
Insurers providing liquidity swaps to banks is a growing trend in Asia
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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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
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.