Chris Davis
Journalist
Chris Davis is a derivatives reporter for Risk.net. His topics of interest include benchmark reform, over-the-counter derivatives pricing and collateral management.
Davis was previously a feature writer for Treasury Today magazine.
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Articles by Chris Davis
MAS official flags risks in Asia’s path to T+1 settlement
Regulator says region faces “unique challenges” in establishing a shorter settlement cycle
Hedge funds cut BoJ bets after torrid year in yen rates
Dealers see lighter positioning after shock October election saw more than $300m of losses, compounding April’s pain
Korean autocalls to make comeback, with ‘smaller pie’ for banks
As equity-linked autocallable channels look set to reopen, new rules could limit market’s revival
US hedge funds eyeing JSCC after regulations eased
FCMs see strong interest and expect funds to start clearing yen swaps before year-end
CFTC eases restrictions on yen swap clearing
No-action letter opens door for US investors to clear at JSCC, ending years-long push by industry
Japan FSA’s Ariizumi on Basel delays and regulating AI
Outgoing international affairs chief issues rallying call for Basel III adoption, saying Japan has “kept its promise”
Japan regulator calls on laggards to keep Basel promise
After EU and UK delays – and amid fears of US divergence – Japan is keeping a close eye on its peers, says Shigeru Ariizumi
Will Taiwan lifers ramp up FX hedging amid tariff turmoil?
As TWD remains strong against the US dollar, Taiwanese life insurers are still poised to act
CFTC set to vote on JSCC client clearing access
US investor demand for JSCC clearing ramps up amid rising yen interest rate volatility
Hedge funds burned as Hong Kong dollar bets implode
Carry trades and call spreads unwound after Trump tariffs pushed spot to edge of currency peg
What drove the Taiwan dollar surge?
Foreign speculators, carry unwinds and central bank inaction fuelled the 10% move, not just life insurers, say traders
Yen rates losses from tariff volatility top $1 billion
Pay fixed, curve flattener and vol steepener positions were hit hard as yields swung wildly