Decision to push back Basel III implementation motivated by capital concerns, say market sources
The move to central clearing will generate a wealth of information on derivatives around the region – but making use of this requires both trade repositories and data sharing. Progress on both has...
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Bucking the trend
The unilateral approach taken by the US to combat tax evasion is not the right one, says senior figure at the People's Bank of China
China's absence from IGA negotiations could mean a standoff once withholding starts
Increasing levels of trade between Africa and China have driven the emergence of an increasingly active RMB derivatives market
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: China Construction Bank – House of the Year, China
A slowdown in Chinese oil demand growth coupled with increasing supply will mean oil prices will be much lower in 10 years, forecasts Ric Deverell, head of commodities research at Credit Suisse
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.