Asia Risk - Jun 2023
Articles in this issue
China needs an RMB liquidity absorber – HK might be the answer
Increasing HKMA’s CNH debt issuance could help cement renminbi’s role in financial markets
Risk managers warn of emerging geopolitical crisis in Asia
Risk Live: Rising political tension between China and Taiwan has bank risk management teams on high alert
HKMA launches consultation on green taxonomy
Regulator could use proposal to assess progress of banks towards climate goals
SG1 growth slower than expected, say LPs
Despite sluggish take-up of Singapore FX matching engines, some hope a new NDF venue will offer a boost
Risk managers mull Basel-style climate standards
Risk Live: Splintered approach to stress-testing across jurisdictions “very, very worrying”, says risk expert
Asia moves: Senior hires at BNP Paribas, BNY Mellon and more
Latest job news from across the industry
Simm’s first off-cycle rejig hits non-cleared rates
Recalibration lifts initial margin for some products by 37% after year-end volatility forces update
DisConnect: no deluge of demand for onshore CNY swaps – yet
Despite modest uptake, new onshore swaps on China’s Swap Connect could outdo non-deliverable IRSs, say dealers
Quant Finance Master’s Guide 2023
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
Compliance can help fintechs grow from adolescence to adulthood
It may slow US banking down, but customer safety is the difference between success and failure
Japan autocall curbs upend Nikkei vol
Lack of reinvestment alongside FSA review forces scramble to buy back hedges as products knock out
‘Guys far more experienced than me didn’t really know what risk was’
A flawed understanding of risk has made markets fragile, says Convex Strategies CIO David Dredge
A three-point turn in derivative design
Citibank quant’s triangle method allows information geometry to be applied to hedge structuring
Information geometry of risks and returns
An innovative product design framework and its geometric interpretation is introduced
