Taking a hit
Falling bond prices have exposed deficiencies in Asian markets, with restrictions on short selling and illiquid swaps markets contributing to congested, one-way markets and increasing mark-to-market losses for banks. Mia Trinephi reports
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
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