Asia Risk - Oct 2018
The October 2018 issue features: Asia Risk Awards 2018, with an in-depth write-up on each award-winner; Chinese banks have shown very little appetite for swaps compression; higher tariffs, sanctions and Brexit are all forcing a reassessment of trade finance arrangements; firms are using data science to navigate an ocean of text and images, as well as big number sets, to grab an edge
Articles in this issue
Compression lessons from Japan
Chinese banks remain reluctant to compress, but Japan’s example offers succour
Corporates fear EU will spike Emir Refit reporting relief
Delegated reporting threatened by policy-maker objections to use of foreign banks
Dealers warn Asia: get ready now for 2020 IM deadline
Firms preparing to post margin in September 2020 need to complete systems by March 2019
BAML may rejoin China swaps market after US policy shift
Clearing exemption removes swaps deterrent as bank seeks to hedge growing China exposure
Giancarlo speech drives LCH-JSCC basis fall
CFTC chief backs US swap clearing on foreign CCPs, sparking 46% move in basis
Asia moves: SFC names new chairman, LCH hires regional head, and more
Latest job changes across industry
China’s caution on compression stretches global banks’ risk limits
Systems lags and lack of capital pressure blamed for apathy on swaps compression
Trade finance under new stress as commodity markets realign
Higher tariffs, sanctions and Brexit are leading to a reassessment of trade finance arrangements
Do or die – asset managers take up data science
Firms are scanning an ocean of text and images, as well as big number sets, to grab an edge
Asia Risk Awards 2018: The winners
High achievers in the fields of risk management and derivatives across Asia
Regulator of the year: HKMA
Asia Risk Awards 2018
Derivatives house of the year, Asia ex-Japan: Credit Suisse
Asia Risk Awards 2018
Derivatives house of the year, Japan: Societe Generale
Asia Risk Awards 2018
Regional derivatives house of the year: DBS
Asia Risk Awards 2018
Equity derivatives house of the year: UBS
Asia Risk Awards 2018
Credit derivatives house of the year: Standard Chartered
Asia Risk Awards 2018
Currency derivatives house of the year: Deutsche Bank
Asia Risk Awards 2018
Interest rate derivatives house of the year: Standard Chartered
Asia Risk Awards 2018
Commodities derivatives house of the year: BNP Paribas
Asia Risk Awards 2018
Structured products house of the year: Societe Generale
Asia Risk Awards 2018
RMB house of the year: BNP Paribas
Asia Risk Awards 2018
Deal of the year: Natixis
Asia Risk Awards 2018
Risk data analytics house of the year: Shandong City Commercial Banks Alliance
Asia Risk Awards 2018
Securities house of the year: Guotai Junan International
Asia Risk Awards 2018
Sustainable investment house of the year: BNP Paribas
Asia Risk Awards 2018
Quant house of the year: UBS
Asia Risk Awards 2018
Clearing bank of the year: Citi
Asia Risk Awards 2018
Clearing house of the year: LCH
Asia Risk Awards 2018
Derivatives exchange of the year: SGX
Asia Risk Awards 2018
Private bank of the year: Citi
Asia Risk Awards 2018
Collateral manager of the year: BNY Mellon
Asia Risk Awards 2018
Technology provider of the year: Murex
Asia Risk Awards 2018
Technology development of the year: Vector Risk
Asia Risk Awards 2018
ETF provider of the year: HSBC
Asia Risk Awards 2018
Consulting firm of the year: PwC
Asia Risk Awards 2018
House of the year, Australia: ANZ
Asia Risk Awards 2018
House of the year, China: China Minsheng Bank
Asia Risk Awards 2018
House of the year, Hong Kong: Haitong International
Asia Risk Awards 2018
House of the year, Indonesia: CIMB Niaga
Asia Risk Awards 2018
House of the year, Malaysia: HSBC
Asia Risk Awards 2018
House of the year, Singapore: OCBC
Asia Risk Awards 2018
House of the year, Korea: Hana Financial Investment
Asia Risk Awards 2018
House of the year, Taiwan: Cathay United Bank
Asia Risk Awards 2018
House of the year, Philippines: Bank of the Philippine Islands
Asia Risk Awards 2018
House of the year, Vietnam: BIDV
Asia Risk Awards 2018
Equity modelling with local stochastic volatility and stochastic discrete dividends
SocGen quants calibrate local stochastic volatility models with stochastic dividends
