Feature
Lack of local currency OIS markets problematic for Asia banks
The move towards OIS discounting is proving difficult enough for banks in US and European markets but firms in Asia are facing the added difficulty of a dealing with multiple currencies
Basis risk in palm oil market after Indonesia growth
Guessing game
CSOB Asset Management keeps up the structured supply
When third works
Canada takes aim at tax-advantaged bond funds that use derivatives strategies
Targeting the little guy
Proprietary indexes under scrutiny as banks keep their insights secret
Indexing in the dark
Adapting to survive: new structured product distribution models in the UK
Take your partners
Asia Risk awards open for submissions
The only Asia-based publication which covers derivatives and risk management is taking submissions for its 14th annual awards
ASX and LCH battle for Australian clearing market
Two's a crowd?
Too much power: Sefs warn on 'available to trade' rules
Final execution rules in the US have given swap execution facilities the power to determine what products they will be allowed to trade. The entire industry appears to agree this is a terrible idea – including the trading venues themselves. Peter Madigan…
Basel challenges big banks to improve risk data aggregation
Crunch time for data
Futurisation dooms energy swap execution facilities
The US Dodd-Frank Act envisioned a new type of trading venue for over-the-counter derivatives, known as swap execution facilities (Sefs). But in the energy markets, at least, it appears Sefs are dead and traditional futures exchanges have emerged…
Regulatory concerns mount as Dutch insurers maintain guarantees
Race to the bottom
Rogue trading questions remain, says US head of op risk at Mitsubishi UFJ Securities
Lack of commonality in rogue traders adds to the risk banks face from within
Bond investors attack 'disastrous' CRD IV rules on CoCos
Don't go CoCo
Accountability for a data breach
The blame game
Mobile banking brings new risks
Virtues and devices
PRAs under attack amid market manipulation investigations
Price reporting agencies (PRAs) are facing intense scrutiny from regulators, amid renewed allegations that their widely used price indexes are being manipulated by unscrupulous energy traders. Will the PRAs be forced to change their ways? Alexander…
Asia Risk institutional rankings – VOTE NOW!
Take part in our survey to find the top derivatives dealers for institutions in Asia
State involvement in cyber defence may be a mixed blessing
Stated threats
Commodity derivatives regulation gathers pace outside EU and US
Although much of the recent focus has been on rules in the European Union and the US, other jurisdictions across the globe are also weighing changes to the way they regulate over-the-counter commodity derivatives. In some cases, these could have…
XXX financing market braced for increased captive scrutiny
Reserve financing using offshore captives is big business in the US. Yet what started as an innovative method of moving excessive reserve requirements off balance sheet has turned, in some regulators’ minds, into a dark art that puts policyholder…
Applied risk management series: Optimising commodity hedging programmes
The design and optimisation of a successful commodity hedging programme requires solid backtesting that meets the needs of different business functions. Using a recent case study, Carlos Blanco and Tamir Druz show how various tests can complement and…