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
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.
More Japan articles
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
As Chinese exchange controls are relaxed and removed over the next several years, $4.4 trillion of money will flow into the world economy, causing a major transformation
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.