Asia Risk - Apr 2018
April 2018 issue features articles on: Malaysian lender Maybank is on the offensive against cyber crime; Asian regulators threaten to retaliate over European Union holdco measures hitting foreign banks; Japan and Australia consider a post-Libor, multi-rate future; subscribers have their annual say on the top 10 op risks
Articles in this issue
Why Asia should hold fire on replicating EU holdco rules
China and Japan should wait for outcome of US regulatory review and Brexit before retaliating
JSCC to aid yen Libor transition with new OIS swaps
Market participants sceptical launch will boost liquidity enough to help move off yen Libor
Hong Kong prepares boost to equity derivatives booking
Proposed revamp of large exposure limits would allow netting to reduce capital charges
Regulators lean towards contractual bail-in for China TLAC
New legislation would not be required, but weak bankruptcy law could unnerve investors
Asia moves: Corbally becomes ANZ’s chief risk officer as Williams retires
Latest job changes across the industry
Maybank takes to the dark web to tackle hackers
Bank’s CRO and CTO discuss front-foot approach to cyber threats
Holdco wars: Asia may retaliate against EU plan
European holding company requirements for foreign banks threaten tit-for-tat response
After Libor: Japan, Australia look to multi-rate future
Using new risk-free rates alongside Libor equivalents gains industry support
Top 10 operational risks for 2018
The biggest op risks for 2018, as chosen by industry practitioners
Multicurve modelling is about to get more complex
Research into rates pricing is becoming more urgent given recent regulatory changes
The present of futures
Fabio Mercurio introduces a new multi-curve model for pricing futures convexity adjustments
From Lehman to rupee crashes: India’s CCP chief on market stress
Risk chief sets about bolstering CCIL’s risk modelling, lookback periods, and portfolio compression
