Asia
As crypto collapses, a major lender quadruples borrowing costs
Brokers warn crypto market faces a reckoning with wrong-way risk as lenders rush to tighten terms
Capital-protected notes surge after US rate hikes
Higher cost of borrowing and equity selloffs revive old favourite of Asia’s structured products market
Commodities threaten pain for initial margins
Market volatility and spot-based Simm approach may drive large margin spikes in little-tested asset class
LSEG Singapore NDF platform to gain from EBS London shift
New matching engine could clean up in Asia as rival facility exits Tokyo
Geopolitics, volatility and transformation: the top trading and intraday risk management concerns
At a recent webinar held by ICE and Asia Risk, experts discussed how they are dealing with unprecedented global events and the subsequent impacts on volatility
JP Morgan appoints two new equities quant research co-heads
New heads will share responsibilities previously held by deep hedging pioneer Hans Buehler
Asia moves: Citi and HSBC make senior hires, and more
Latest job news from across the industry
JSCC swap surge triggers plea to rethink US client ban
With over two-thirds of yen RFR swaps volumes going to JSCC, calls grow for CFTC to ease clearing restrictions
Clearing industry braces for volatility ‘super-cycle’
Green transition may fuel higher cash demands and more risk events, FCMs warn
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