Asia
Credit Suisse and Commerz latest banks to ditch hold times
Mizuho also confirms zero last look add-on but MUFG’s policy unclear on the controversial FX practice
Asia moves: senior hires at Barclays, Crédit Agricole and more
Latest job news from across the industry
Duck! Buy-side plan to dodge IM rules could backfire
Three-quarters of phase six firms do not expect to exchange margin for at least six months
Locals give cautious welcome to exotics’ passage to India
Corporates still wary about structured derivatives five months after lifting of trading ban
UMR phases five and six: grappling with outstanding challenges
At Asia Risk Live, held in Singapore in March, and in partnership with S&P Global Market Intelligence, three market experts discussed the outstanding challenges associated with implementing and adhering to uncleared margin rules (UMR) phases five and six
Revival of FX carry strategy leaves quants unconvinced
Record returns in March give little comfort that strategy is ‘back’
The rise of non-financial risks
Naeem Siddiqi, senior adviser, risk management, risk research and quantitative solutions at SAS, discusses the effectiveness of stress-testing as a risk management tool in rapidly changing markets, the role of new technologies in developing robust data…
Trumid, SGX Asia bonds JV faces uncertain future
Costly delays to launch of exchange sees backers slash headcount
Isda set to draft China netting opinion
Banks could be in a position to turn on close-out netting in China by third quarter
HSBC, StanChart face capital hit on cleared renminbi trades
Lack of UK recognition for Shanghai Clearing House could prompt banks to reduce exposures
Asia moves: senior hires at Citi, Crédit Agricole and more
Latest job news across the industry
Offshore waves: how the ruble is becoming a painful trade
As liquidity dries up in markets affected by sanctions, trading is shifting from electronic venues
Climate is changing for derivative valuation adjustments
Banks back increased use of global warming criteria when calculating XVAs
Volatile HSCEI spells vega misery for autocall issuers
Index in ‘peak vega’ peril despite Wednesday's 12.5% rebound
High rates offer an opportunity for Singapore’s benchmark transition
Rising interest rates should speed the transitioning of legacy SOR loans – but there is little time to spare
Asia moves: senior hires at Standard Chartered, Barclays and more
Latest job news across the industry
For corporates, Sora seems to be the hardest word
Singapore is facing challenges adapting to new overnight lending rate, but progress is being made
Sanctions threaten top pension funds’ Russia assets
Top global pension funds might dump Moscow-linked holdings in response to Ukraine invasion
Europe’s banks brace for Russia-backed cyber retaliation
Beefed-up sanctions on Russia’s largest banks spark IT security alert; 100s of computers brought down in Ukraine
Legacy Libor swaptions face day of reckoning
Holders of physically settled swaptions in sterling and yen must switch to new risk-free rates, but it’s not simple
Risk Awards 2022: the winners
JP Morgan claims top derivatives house, lifetime award for Mark Carney, BofA wins rates
Dealers slam alternative for Tibor Tokyo swap rate
Refinitiv activates synthetic version, but TSR’s cessation is on hold pending further consultation
People moves: new Credit Suisse chair, and more
Latest job changes across the industry
Indian banks struggle to make gains from close-out netting law
Lawyers say undocumented derivatives trades hinder the audit trail needed to secure capital benefits