The increasing need for liquid, high grade assets under Basel III capital requirements will likely squeeze liquidity in the types of eligible collateral required by central counterparty (CCP) cleari...
A senior official at the Hong Kong securities watchdog says some exceptions are likely to be made to proposed new extraterritoriality rules on mandatory clearing and reporting OTC derivatives in Hon...
Solvency II insurance rules have created an ‘unlevel playing field’ for risk-based capital structures in the Asia-Pacific region, with European insurers uncompetitive in some areas compared with...
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Asia articles
Hong Kong will “tentatively” introduce centralised clearing and reporting for OTC derivatives in January 2013, said Edmond Lau, HKMA executive director, at the Isda Asia-Pacific Conference 2011
Chinese banking watchdog director-general Luo Ping says China should continue with its conservative regulatory approach, which insulated it against the worst effects of the global financial crisis
Panellists speaking at a derivatives industry event in Hong Kong believe Asia is unlikely to meet its obligations to have full mandatory clearing in 14 months – the deadline established in the 200...
Investors and issuers remain concerned about China's capital account liberalisation programme, and their ability to hedge longer-term risk
Derivatives House of the Year, Asia ex-Japan: Deutsche Bank
Derivatives House of the Year, Australia: Deutsche Bank
Asia Risk Awards 2011
Asia Risk Awards 2011
Interest Rate Derivatives House of the Year: Standard Chartered
Energy/Commodity Derivatives House of the Year: Barclays Capital
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.