Asia Risk - Feb 2021
In this issue: how all is not lost for quants, the shift to currency strategies, and should Asian corporates sign up to credit support annexes?
Articles in this issue
Don’t blame CCPs’ models for Covid margin spikes – WFE
Lobby group counters popular view that tools could ease procyclicality; puts focus on liquidity management
Haitong set for warrants wins as China sanctions hit US banks
China securities firm doubles HKEX warrant output as US banks pull listed products on vetoed names
Asia moves: Allianz adds two to China, Allen & Overy appoints new partner, and more
Latest job news across the industry
Cherry-picking fears as banks pull negative rates commitments
As UK mulls negative rates, banks desert Isda protocol and traders warn of gaming the system
EU benchmark drama set for cliffhanger end
Access to key FX rates due to be decided six months before potential cut-off
The slow corporate embrace of CSAs
Risk.net research finds 28 of 50 large companies now have CSAs – but has the trend run its course?
Jumbo Goldman 1MDB fine upends 2020 trend to lower losses
Financial fraud and fat fingers loom large, but annual top 10 op risk losses still show fewer fails. Data by ORX News
Union beckons for the three quant tribes
Studies may be deferred, but future for grads is bright, argues UBS’s Gordon Lee
Markets search for FX factor as rates fall flat
Traders signal shift to currency strategies, but is it passing fad or permanent fixture?
Setting boundaries for neural networks
Quants unveil new technique for controlling extrapolation by neural networks
Random matrix theory provides a clue to correlation dynamics
A growing field of mathematical research could help us understand correlation fluctuations, says quant expert
Deep asymptotics
Introducing a new technique to control the behaviour of neural networks
