Asia
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
Investors shun Chinese bonds favoured by biggest benchmarks
Indexes are increasing their allocation to China, but European investors want climate action first
Starting salaries jump for top quant grads
Quant Guide 2022: Goldman’s move to pay postgrads more is pushing up incomes, says programme director
Asia moves: trio of senior hires at Wells Fargo and Haitong International, and more
Latest job news across the industry
Quant Finance Master’s Guide 2022
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
Japan’s Tibor swap rate faces cessation
Administrator Refinitiv could end benchmark as soon as next week following withdrawal of contributors
Fears over strong dollar put Asia’s hedgers on edge
Local corporates look to manage US dollar exposures in response to inflation and Fed tapering concerns
The bank, the vendor, the turrets and the golf day
After DBS switched supplier, a row broke out, raising questions about entertainment and influence
Princeton, Baruch and Berkeley top for quant master’s degrees
Eight of 10 leading schools for quantitative finance programmes are based in US, latest rankings show
Top 5 trends to watch in 2022
1. Individual investor initiative 2. ESG investing 3. Hedging China risk 4. Digitisation and cryptocurrency 5. Futurisation
Trends shaping investment in Asia
As several new trends impact investment in Asia, Randolf Roth and Mezhgan Qabool discuss how Eurex is catering to the evolving needs of market participants and what it sees happening next
Sustainable finance, Ibor transition and China bond investment take centre stage
Sustainable finance, moving to risk-free rates, and the further liberalisation of China’s capital markets will all remain a focus for Crédit Agricole CIB in Asia-Pacific
Margin rules lead to rise in Asian NDF clearing volumes
LCH and Eurex position themselves for NDF clearing uptick ahead of next UMR phase
New branch rules threaten Japanese banks’ EU plans
Draft CRR III may cause foreign banks to think twice before expanding in the EU