Asia Risk - Jun 2020
Articles in this issue
Malaysia has triumphed in FX reforms – but what comes next?
Relinquishing currency controls will be a much harder task
Global investors seek clarity on China ‘short swing’ rule
Fund managers seek clear exemption from single-stock exposure that could curb China growth plans
LCH, HKEX to clear swaps linked to Asia overnight rates
Clearing houses ready launch of SORA and Honia swaps, but timing is uncertain
Cross-border investing boosts contagion risk, study finds
More countries now capable of triggering a wider crisis
LCH debuts central clearing for Sora derivatives
CCP expects surge in volumes after clearing first trade linked to Singapore’s risk-free rate
Singapore debuts floater linked to risk-free rate
DBS to issue one-year note with compounded SORA coupon
Big banks worry small lenders could derail Libor switch
As UK regulator reiterates 2021 warning, dealers say Covid-19 is forcing smaller lenders to divert resources
Asia people moves: new practice head at Herbert Smith Freehills; Deutsche hires ESG manager; and more
Latest job changes across the industry
Jittery ringgit spurs options growth in Malaysia
Local corporates seek new hedging tools, but longer-term options liquidity lacking
China bond buyers tiptoe through credit analysis minefield
State backing for domestic companies is hard to gauge, as new investors are discovering
Clearing banks feel pinch as rates turn negative
Negative returns on dollar deposits at Eurex, Ice and LCH spur talk of business model change
Covid scenarios: finding the worst worst-case
As pandemic trashes historical data, a Risk.net tie-up with Ron Dembo’s new outfit tests promise of polling
BLTs and glitchy Wi-Fi: lockdown life for FX execs
With traders transacting trillions from their living rooms, currency markets are adapting to new normal
Credit data: coronavirus takes toll on corporates
Financials weathered the first phase of the lockdowns, but most other sectors were hit hard
Quantifying model performance
Quality of replicating portfolio is used to measure performance of a model
