Taking a hit

Risk management

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The surge in bond yields over the past six months has posed some urgent risk management challenges for Asia’s banks. In the face of falling bond prices, structural shortcomings have been exposed in Asian markets, leaving both foreign and domestic banks with escalating mark-to-market losses. And bankers don’t see the problem getting any better soon.

Restrictions on short selling, illiquid repo markets and congested, one-way swaps markets have left scores of banks stranded with depreciating Asi

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