Asia Risk - Oct 2020
In this issue, we showcase the winners of this year’s Asia Risk Awards and Technology Awards; plus more
Articles in this issue
Malaysia Ibor trades vs SOFR in new sign of Asia transition
CIMB, Standard Chartered Malaysia strike second swap in region to use Ibor rate against US RFR
Hong Kong plots Honia-linked floater debut
Central bank hopes floating rate note sale will kick-start new debt market linked to risk-free rate
Citi turns to fintech to boost FCM interest income
Clearing giant is optimising its treasury function to combat low rates and CCP fee hikes
Asia moves: Asifma appoints new board chair, HSBC names new head of wealth, and more
Latest job news across the industry
Non-EU corporates thwarted on Emir reporting relief
Esma suggests foreign-headquartered firms can’t benefit from intra-group exemption
Asia Risk Awards 2020: The winners
Winners of the Asia Risk Awards and Technology Awards
Autocalamity: can hit product be reinvented?
Spreads on ‘worst-of’ bonds leap 50% as some dealers retreat and others pile on hedges
The FX swaps client clearing comeback
Chatter about the service is picking up again, but significant hurdles remain
Fund managers seek to plug holes in ESG data
Social intel proves elusive as virus reawakens sense of corporate virtue
To make sense of complex systems, send in the agents
Standard quant models cannot comprehend a radically complex reality, writes Jean-Phillippe Bouchaud
Time to move on from mean-variance diversification
A new diversification measure appears to produce better results than mean-variance optimisation
Equally diversified or equally weighted?
New diversification measure enables construction of equally diversified portfolios
