News / Asia Risk
Basel III sovereign cap creates internal model headache for Malaysian banks
Global regulatory agenda drives switch from market-based incentives to clearing
US makes slow progress in signing up Asian states for Fatca IGAs
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 News / Asia Risk articles
Singapore dollar trade potentially hit by US person rule
Despite banks holding an overwhelming majority of the domestic bond market they are barred from participation in futures trading
Fixed income ETF launched at a time of volatility in the Indonesian domestic market
Treatment of Singapore-based branches of US firms unclear
Consultation on the reporting of derivative contracts includes a reporting threshold for non-financial persons and collateral reporting requirements
Australian trade reporting rules to be in force by October
Exit of "tourist money" from Asia provides more attractive funding options for firms swapping CNH into USD
The relaxation of the Fed stance on tapering hasn't reassured South-east Asian corporates
Measures to reduce Indian currency volatility may prove a short-term boost to domestic OTC markets
Issuance of Basel III-compliant bonds in India likely to be followed in Australia and Malaysia but investors are cautious of potential dangers
Banks in the region may struggle to find the capital to support balance sheet expansion if economic growth continues
New rules aim to promote the market but banks still prefer the WMP route
Masking of counterparty name extended to June 30, 2014
International frameworks for CCPs should be the primary source of jurisdictional equivalence assessments, according to Iosco's Alder.
MAS proposal on financial benchmark setting aims to hold banks more accountable by imposing criminal and civil punishment
Barriers include a lack of finalised rules and technology for scalable operations
The stalled coking coal swaps market may benefit from increasing spot coking coal trade, with more players reportedly belatedly switching over to shorter-term pricing contracts
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.