Asia Risk - Sep 2018
The September 2018 issue features: global banks look to China to create onshore JVs; Korea autocall dealers expect losses, but not as bad as 2015 crisis; Risktech start-ups strain to win big-bank contracts; all the Corporate & Institutional Rankings and Technology Rankings 2018 winners revealed
Articles in this issue
No fast buck for global banks moving into China
New entrants must not think majority stake in JV will pay immediate dividends
Formosa swaptions trade under pressure from new Taiwan rules
Limit on investment by insurers is hitting issuance of Formosa bonds and related options
Switch to internal model helps HSBC cut counterparty risk by 18%
HSBC cut counterparty credit risk-weighted assets by 18% – $10.4 billion – in the second quarter
New Chinese forex crackdown to hit corporate hedging
Despite new reserve requirement, dealers say ‘maturity’ in risk management is here to stay
Asia moves: SGCIB makes two promotions, Natixis hires three heads, and more
Latest job changes across industry
Global banks eye China’s structured products surge
Following a government crackdown on local products, foreign banks look to open joint ventures onshore
Korea autocall dealers brace for losses but no 2015 repeat
Traders dampen fears of hedging wipeout despite 20% drop in HSCEI underlying index
Risktech start-ups struggle to clinch big-bank contracts
Light on cash, risk management fintechs face an extended gauntlet most won’t survive
Hosting the world: HKMA on cross-border bank resolution
Hong Kong regulator supports 75% internal TLAC to boost international co-operation
Asia Risk Corporate & Institutional Rankings 2018: The winners
Standard Chartered and HSBC top the tables
Asia Risk Technology Rankings 2018: The winners
Murex, Finastra, FIS take top spots in this year’s rankings
The swap market model with local stochastic volatility
An easy to calibrate and accurate swap market model is proposed
