Asia
China Minsheng and SocGen team up for quant index product
CMBC Macro 1 signal index attracts $580 million as investors adapt to products without performance guarantees
HKMA unveils measures to combat climate change risks
HKMA will be government’s representative in a potential HK$100 billion green bond offering
Korea tightens autocall oversight as local houses take on risk
Regulator sounds warning over $9 billion increase in structured product self-hedging by Korean firms
Natixis's VAR returns to earth after sale of autocallables
Average value-at-risk falls 35% from Q4 2018 high
Op risk data: Chinese regulators levy record fines
Also: top losses feature two frauds at Russia banks and AML provisions at Nordea. Data by ORX News
BMR needs tweaks, not overhaul – EC official
Upcoming review “will not look fundamentally at the scope” of the third-country regime
Three firms plan to start issuing Hong Kong warrants
Morgan Stanley, Citi and Guotai aim to grab a share of fast-growing market
Podcast: Hong on quanto derivatives and Asia’s quant drought
Credit Suisse quant talks about new paper on valuing quanto options
A Chinese megabank and its CRO in the US
Frank Morisano has put together a risk team, his unit funds itself, and he’s banned cloud technology
StanChart's CVA charge triples year-on-year
Capital requirement hits $112 million at end-March
Asia moves: new CEO for BNP Paribas Cardif, GIC gets new COO, plus more
Latest job changes across industry
Credit Suisse and Rayliant team up for China quant launch
Firms want to tap investors' zeal for systematic strategies in A-shares
China throws up challenges for alternative premia funds
Poor data, curbs on trading and regulatory change put a new spin on the investment approach
The biggest stories from Isda’s 2019 AGM
From new uses of SOFR to non-modellable risk factors in Asia – here are the 10 best stories from the conference
HKEX clearing head talks margin and auctions post-Nasdaq
CCPs have work to do to restore confidence in clearing, but Roland Chai has a plan
Basel NMRF changes don’t solve Asian data challenges
Isda AGM: Asian regulators may still need to soften FRTB standards locally, warn bankers
Australia central bank: repo collateral will require fallbacks
Isda AGM: Debt instruments will need the provisions to be eligible for Reserve Bank of Australia repo programme
Goldman welcomes Basel’s rationalisation drive
Isda AGM: Praise for efforts to curb fragmentation, but EU official defends rollback of deference
Risk FX Briefing: Event insights
What lies ahead for investment managers
Hong Kong goes slow on swaps trading mandate
Isda AGM: Regulator fears disruption to its position as global hub if it forces trades on venue
High costs limiting CNY corporate swaps market
Isda AGM: Demand growing but high capital costs burdening banks
Japanese firms delay IM plans due to netting uncertainty
Those caught in phase five are awaiting law change to enable use of custodian banks
Autocall concentration weighs on dealers
Hedging headaches force issuers to seek new structured product blockbusters
People moves: Basel names new leaders, forex exits at BNP Paribas, and more
Latest job changes across the industry