Parallel fund structures given the go-ahead by the US
Yen and dollar funding discrepancies hit Nikkei options market
Second-quarter start date slated by the Japan-based clearing house
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Japan articles
Cash business likely to stay with Nikkei 225 but derivative trades may shift
Losses manageable now but if the Nikkei goes under 13,000, "there will be panic"
Equity derivatives house of the year: Morgan Stanley
CFTC rule potentially captures legacy trades novated to CCPs
Australian market will broadly be able to follow domestic rules to comply with Dodd-Frank
European underlyings make up 70% of non-Japan uridashi issuance in 2013
Forward views: Senior Asia dealers give 2014 outlook
Availability of asset swaps key to hedge fund demand for convertible bonds
Ashley Alder says European cross-border CCP regulation is not relevant to Asian markets
Dealers access JGB pools for collateral upgrade trades – with Australian and Singapore dollar deals on the horizon
Focus on the future
No regulatory focus on emerging Japan liquidity swaps market
Dispersion trades return to Asia but dealers say this time the risks involved are manageable
Asia Risk awards 2013 winner: Goldman Sachs – Derivatives House of the Year, Japan
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.