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
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Japan articles
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
Performance and asset flows of securitised credit products have combined to make this group one of the most profitable for investors and hedge fund managers. But there are now signs of waning intere...
LNG importers hoping for quick move to flexible pricing mechanisms will be disappointed, say market participants
Credit Suisse is offering US investors the opportunity to follow WisdomTree’s Japan Hedged Equity Fund, the most prolific fund used as an underlying in the US market in July, which offers a play o...
Foreign exchange house of the year
Japanese investors are buying equity-linked notes in record numbers, even as the Nikkei comes off its highs. Most of the demand is coming from investors who have had notes redeemed, say banks
US makes slow progress in signing up Asian states for Fatca IGAs
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.