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Mifid, repo volume and capital requirements
The week on Risk.net, September 15–21, 2017
People moves: UBS hires new Apac investment bank vice-chair
Also: Commerzbank’s trade finance Asia head; Blackstone nabs JPM Japan chief; and others
Don’t leave margining till the last minute
Institutions in Asia have a narrowing window to plan for initial margin regime
Replacing Libor, FSB and haircut models
The week on Risk.net, September 8–14 2017
Regulators struggle to balance global and local
Global banks merit global rules, but local banks can end up as collateral damage
A silver lining to the repo clouds
Central clearing of buy-side trades could further buttress the repo market
The bald truth about collateral haircut modelling
HSBC’s Wujiang Lou says parametric modelling of haircuts has many advantages over historical VAR
FRTB: The case for dynamic capital assessments
Sponsored feature: IHS Markit
Broker rankings 2017: survival of the biggest
Having a larger firm to stand under as compliance costs soar could be the best bet for the year ahead
Australia house of the year: UBS
Structured Products Asia Awards 2017: UBS’s firm grip on Australia is rewarded by upswing
Japan house of the year: Societe Generale
Structured Products Asia Awards 2017: Attention to detail pays off for the derivatives house in the Japanese market
China house of the year: UBS
Structured Products Asia Awards 2017: Wise application of risk management, clear awareness of regulation and a sustainable spirit of innovation have allowed the bank to support investors and market growth
Hong Kong house of the year: UBS
Structured Products Asia Awards 2017: Dominance in Hong Kong’s tough warrants market combined with strong wealth management business has pushed UBS to the fore
Exchange of the year: Singapore Exchange
Structured Products Asia Awards 2017: The exchange has turned around its warrants market and notched up a number of firsts, earning plaudits from judges and members alike
Technology provider of the year: Privé Managers
Structured Products Asia Awards 2017: Risk profiling has grown in importance as the industry moves towards payment for portfolio advisory, making Privé Managers enormously innovative application of technology both timely and smart
Index provider of the year: S&P Dow Jones Indices
Structured Products Asia Awards 2017: S&P DJI has shown itself ready to push the envelope on new investing themes while remaining responsive to local needs and ready to work closely with clients
Deal of the year; Singapore house of the year: Credit Suisse
Structured Products Asia Awards 2017: Careful groundwork and investor transparency enabled the bank to reopen Singapore’s securitisation market through the issuance of private equity bonds
Exchange-traded funds house of the year: Commerzbank
Structured Products Asia Awards 2017: While exchange-traded funds are still not quite mainstream instruments in Asia-Pacific, Commerzbank has employed a smart approach to efficiently drive growth
Commodity derivatives house of the year: Societe Generale
Structured Products Asia Awards 2017: Investment in time, presence and talent has paid off in a market that has forced out less resilient firms
Foreign exchange derivatives house of the year: BNP Paribas
Structured Products Asia Awards 2017: The bank has successfully delivered some innovative, bespoke instruments to help clients facing renminbi depreciation and a trend towards deleveraging
Interest rate derivatives house of the year: Societe Generale
Structured Products Asia Awards 2017: Societe Generale takes the interest rate award for the second year in a row, in recognition of its ability to scale innovative products using cutting-edge automation technology
Equity derivatives house of the year: Societe Generale
Structured Products Asia Awards 2017: Doubling its trading volume and notional on equity and fund-linked instruments in a year, SG has proven an all-round success in sales, engineering and trade ideas
Asia structured products house of the year: BNP Paribas
Structured Products Asia Awards 2017: Focusing closely on client needs across the entire region demonstrates an unparalleled level of co-ordination within Asia-Pacific
Brexit and the UK inflation market: delivery and response amid challenges
As inflation continues to rise amid uncertainty following the Brexit vote, banks are being called upon to think outside the box in response. At a forum convened by Risk and sponsored by BGC Partners, our panel discusses the direction of the UK inflation…