Asia Risk - Jul/Aug 2022
Articles in this issue
Commodities surge presents UMR test for Asia’s sell side
Increased interest in commodity exotics comes amid scrutiny of margin calculation models
LSEG Singapore NDF platform to gain from EBS London shift
New matching engine could clean up in Asia as rival facility exits Tokyo
JSCC swap surge triggers plea to rethink US client ban
With over two-thirds of yen RFR swaps volumes going to JSCC, calls grow for CFTC to ease clearing restrictions
Capital-protected notes surge after US rate hikes
Higher cost of borrowing and equity selloffs revive old favourite of Asia’s structured products market
Operationalising ESG: an opportunity for risk managers
As calls to accelerate the growth of green and sustainable finance become louder, companies are under pressure from regulators and social media alike to implement comprehensive ESG plans
Asia moves: Senior hires at Deutsche Bank, Citi and more
Latest job changes across the industry
Commodities threaten pain for initial margins
Market volatility and spot-based Simm approach may drive large margin spikes in little-tested asset class
Mutual funds struggle to value Russian bonds
Filings show just how challenging pricing securities has been during crisis
In a bit of a fix: Refinitiv seeks ideas to improve WM/R
Operator launches consultation following criticism of 4pm fixing rate
Covid chaos spurs on search for model risk aggregation
Many models failed in pandemic, but analysing them in clusters easier than whole-bank view
Geopolitics, volatility and transformation: the top trading and intraday risk management concerns
At a recent webinar held by ICE and Asia Risk, experts discussed how they are dealing with unprecedented global events and the subsequent impacts on volatility
Optimal turnover, liquidity and autocorrelation
A novel optimal execution approach via continuous-time stochastic processes is introduced
