Asia
Japanese generally accepted accounting principles – CVA accounting
In April 2021, Japanese generally accepted accounting principles (JGAAP) will incorporate credit valuation adjustment (CVA) and debt valuation adjustment pricing for derivatives portfolios. With several challenges left to overcome and the deadline…
Asia moves: JP Morgan names Asia ECM head, Deutsche adds to ESG team, and more
Latest job news across the industry
Energy Risk Asia Awards 2020: The winners
BNPP wins top derivatives award, with Macquarie scooping environmental products house
The buy side and Libor: it’s decision time
Investors weigh pros and cons of signing newly released Isda fallback protocol, as Libor demise looms
To offset US sanctions risk, banks bake in China loan clauses
Global lenders seek to hedge against the threat of US sanctions on China – which seems unlikely to ease under Biden
Warrants proving a big opportunity for Asia private banks
While the products are booming amid fall-off in principal-protected structures, some distributors are missing out
China structured products could surge after QFII relaxation
Changes to market access scheme allow new hedging methods, but detailed guidelines still pending
Asia’s private wealth giants shift gears to market-neutral
With interest rates low, structured product investors bypass capital-protected products for market-neutral strategies
HKEX to clear SOFR cross-currency swaps from early 2021
Legacy Libor cross-currency swaps could move to SOFR discounting at the same time
Jerome Kemp on the skewed economics of clearing
Only Fed intervention prevented “a really big market disaster” during Covid, says derivatives veteran
Regulators should set ‘guidelines’ for CCP margins – Kemp
Citi’s former clearing head says CCPs are still competing on margin
IFRS 9 product of the year: AxiomSL
Asia Risk Technology Awards 2020
SFC’s Alder looks to shake up liquidity rules post-Covid
Asia Risk 25: HK regulatory head says central banks must “never have to step in again” to bail out investors
Guiding Asean through Covid‑19 challenges
Chu Kok Wei, group head, treasury and markets at CIMB Group, explores how technological changes brought about by the Covid‑19 pandemic will impact traditional bricks-and-mortar banking, and how Asean banks are particularly well prepared for this…
Asic to weigh in on Libor transition conduct risk
Australia’s markets regulator will publish guidance on firms' conduct obligations in move to RFRs
Libor transition – Know your conversation and value impact
Ross Allen, managing director, and Ming Cheung, director of platforms and regulatory compliance at IHS Markit, explore some of the key issues with regard to upcoming changes to interbank offered rates, including Libor, and how the service provider’s…
Banks, regulators call for global climate risk standards
Carney and Winters warn private sector cannot move much further without lawmakers
TSE outage throws structured notes into tailspin
Trading shutdown on October 1 disrupted observation dates for some structured products
Basel’s Rogers: little evidence capital buffers have failed
Top regulator disputes idea banks are unable to run down buffers, urges better communication
Banks rent ready-made algos for FX trading
NatWest, XTX Markets and others develop new outsourcing model for tech
After FinCEN leak, banks want more help from regulators
OpRisk Europe: Suspicious activity reports are going into a “black hole”, banks complain
New HKEX warrant buyers surf vol in unfamiliar waters
While stock volatility is boosting inline warrant turnover, it’s driving bets more suited to wholesale products
Time to rethink Korean structured products
New battle lines are being drawn in Korea’s structured products market
Asia moves: Asifma appoints new board chair, HSBC names new head of wealth, and more
Latest job news across the industry