Taking a hit

Risk management


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

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: