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...
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
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...
Rise of the redback
Plugging the gaps
Exotic commodity derivatives will become even less attractive to the Asian market following Ice's move to transform swaps to futures
Singapore becomes the first exchange in Asia to implement Iosco principles
Departure of Janice Yu from the French bank is latest example of consolidation in the Asian derivatives sector
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.