Asia Risk - VOLUME 15/ISSUE 5
Articles in this issue
Profile: Swiss Re's Raj Singh
Predicitng the unthinkable
A dynamic model for leveraged funds
Guido Giese derives a model for the performance and Sharpe ratio of leveraged and inverse index funds that follow a dynamic leveraged trading strategy, that is, they are rebalanced on a daily basis to ensure a constant degree of leverage with respect to…
Asian supervisors look to central clearing
Clearing the way
Asia Risk corporate rankings 2010
Leaders of recovery
Australian inflation market boosted by linker issuance
Linker limitations
Korean securities firms seek new technology to offer complex products
Hyundai Securities’ signs landmark deal with Sophis in bid to offer more complex products
Superannuation changes may ignite Aussie VA growth
Variable annuities set to grow as Australia tackles pensions longevity issue
Hong Kong structured product providers warm to ‘cooling off’ period
New SFC rules will also force dealers to offer secondary pricing
QFII investors may get access to exchange futures in China
SHFE considering allowing foreign institutional investors access to commodities futures contracts through QFII scheme
Financial firms enter commodities arena
High stakes
Stricter supervision in South Korea
Stricter supervision
Fixed income gains interest in Australia
Gaining interest
Variable annuities face more hedging challenges in Asia
Variable returns
Prime broking in Asia finds new equilibrium
Primed for business
Global regulation may stifle Australian economic growth
The right medicine?
Derivatives scrutiny increases as global standardisation progresses
The importance of operations
Commodities investment – know your options, manage your risks
Events over the past three years have generated extreme levels of volatility in the commodities arena. In this article, Standard Chartered provides companies and investors with some keen advice on hedging against these sharp moves, and the clear…