Asia Risk - Apr 2022
Articles in this issue
The top 10 op risks, reloaded
Survey to be expanded as part of benchmarking exercise
Volatile HSCEI spells vega misery for autocall issuers
Index in ‘peak vega’ peril despite Wednesday's 12.5% rebound
China stock slump hits snowball issuers
Sharp selloff in CSI 500 index threatens pain for local issuers of popular structured products
Climate is changing for derivatives valuation adjustments
Banks back increased use of global warming criteria when calculating XVAs
Asia moves: senior hires at Citi, Crédit Agricole and more
Latest job news across the industry
Russian invasion stirs up ‘perfect storm’ for XVA desks
Declining credit quality of Russian companies and spike in inflation threaten CVA and FVA double-whammy for banks
Top 10 operational risks for 2022
The biggest op risks for the year ahead, as chosen by senior industry practitioners
What do regulators need from governments on climate change?
To reduce the number of climate risk scenarios, lawmakers need to start being more specific
Deep hedging: learning to remove the drift
Removing arbitrage opportunities from simulated data used for training makes deep hedging more robust
