Asia Risk - Oct 2021
In this issue: the winners of this year’s Asia Risk Awards and Technology Awards, the growing importance of China CGBs, and more.
Articles in this issue
Bond hedging: China must be bolder
Opening access to bond futures market for foreigners could give big boost to China govvies market
Dealers back CLS plans for EM settlement system
12 banks announce support for project to extend PvP protection to certain CLS-ineligible currencies
Japan’s Libor-linked structured products face basis menace
Lack of readiness for compounded rates could sweep repacks onto synthetic Libor, creating swaps mismatch
Renminbi splurge lifts BNPP, MSIM in Q1 options data
Counterparty Radar: Morgan Stanley IM is largest options user, following series of huge renminbi calls
Asia moves: BIS appoints new chair for Asia council, VP Bank expands Asia leadership, and more
Latest job changes across the industry
From the margins: CGBs vie to join the collateral club
Can CGBs emulate US Treasuries as initial margin on cross-border derivatives trades?
Asia Risk Awards 2021
All the winners of this year's Asia Risk Awards and Technology Awards
Phase five margin queues spur calls for custody revamp
Custodians urged to update “antiquated technology” ahead of three-fold jump in phase six initial margin onboarding
Machines can read, but do they understand?
A novel NLP application built on a Google transformer model can help predict ratings transitions
NLP and transformer models for credit risk
News feeds are factored into models to predict credit events