Asia Risk - Jul/Aug 2021
In this issue: greening the commodities sector and the promise of super fast pricing, plus more.
Articles in this issue
How XVA quants learned to trust the machine
Initial scepticism about using neural networks for derivatives pricing is giving way to enthusiasm
CFTC’s Stump: new talks needed on offshore client clearing
Libor demise should spur rethink on US customer access to foreign clearing providers, says commissioner
Singapore banks step up their game against internal fraud
Firms respond to MAS warnings about dangers of remote working spurred by Covid
China netting law drives interest in CSAs
Steady growth in contracts with CSAs suggests confidence that clean netting is near
Asia moves: HSBC makes raft of senior hires, Barclays appoints Singapore private banking head, and more
Latest job news across the industry
Deep XVAs and the promise of super-fast pricing
Intelligent robots can value complex derivatives in minutes rather than hours
Not so green machine? Questioning commodities’ credentials
As ESG investors eye commodities, issues around measurement and management are unearthed
If dogecoin goes to the moon, a risk manager should go too
There seems little logic to the price of meme assets – but bold investors can protect themselves, says tech expert
Quantum trading and the search for the perfect clock
Government push to overhaul satellite technology could improve time-stamping accuracy for trading firms – and for regulators
Hedge funds and the rebound in collateral velocity
Reuse rate of collateral points to growing fragility and interconnectedness in financial markets
Op risk data: UBS, Nomura, UniCredit hit with $450m cartel fine
Also: State Street collared for expense overcharging; S&P’s Vix mix-up. Data by ORX News
Synthetic data enters its Cubist phase
Quants are using the theory of rough paths to distil the essence of financial datasets
Generating financial markets with signatures
Signatures can provide the synthetic data to train deep hedging strategies
