Job changes in the derivatives, regulation and risk industry throughout Asia
Bond and derivative markets not deep or liquid enough
Buffers and baskets have appeal beyond structured notes and CDs
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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Competition squeezing returns on short-tenor instruments
Attractive yields and supply demand mismatch spur interest
Reticence among certain insurers to quantify operational risk also to blame for lack of progress in model development
Axa CFO warns of the counter-cyclical tools in Solvency II
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 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.