New guidelines expected for corporates that want to write options
HKMA is first Asian regulator to implement Basel III counter-cyclical capital buffer
Margining rules for uncleared derivatives will be a drain on liquidity
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More DBS Bank articles
DBS's Singapore treasury and markets division sees income rise of 10%
Change in regulations will allow corporates to sell forex options
Measures to reduce Indian currency volatility may prove a short-term boost to domestic OTC markets
Banks in the region may struggle to find the capital to support balance sheet expansion if economic growth continues
A recent Dodd-Frank-led decline in swap volumes between Asian and US counterparties has been reversed following CFTC intervention
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: DBS – Derivatives House of the Year, Asia ex-Japan
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.