Asia
As China bonds go global, dealers size up demand for swaps
China’s onshore derivatives market must grow quickly to meet the hedging needs of foreign investors
FRTB: Singapore’s banks eye internal models for forex desks
New market risk regime dangles capital savings for own-models approach
EU-Singapore trade deal awakens sovereign restructuring fears
Many worry that EU government bonds are now in play for international arbitration
Using data and innovation to drive business insights
Survey and report: How banks can develop unified finance and risk solutions to drive innovation, operational excellence and productivity
Patchy response to Isda’s back office of the future
Some banks are quiet, while clearing houses seem split on uptake of Isda data standardisation project
SG offers won hedged indexes for Korean autocall clients
Local currency benchmarks cut forex hedging cost for clients and boost yields, bank says
Japan looks to DLT to combat rise in settlement fails
Decision to shorten settlement cycle likely to hike fails caused by confirmation mismatches
Australian exchange could shorten settlement with blockchain
ASX will seek comment on quicker settlement of cash stocks – possibly the same day
Q&A: Japan regulator aims to be glue for fragmented rules
“Unintended and unnecessary” splits in regulation damage financial markets, says FSA’s Ryozo Himino
Asia moves: Hong Kong exchange on senior hiring spree, KKR picks Apac strategist, and more
Latest job changes across industry
Dealers seek clarity on buy-side IM relief
Hundreds of buy-side firms may still need to calculate margin and get models approved
Capturing alpha in Asia’s ETF market – Trends to watch in 2019
As the inclusion of China A-shares into major indexes could potentially lead to record inflows into China, 2019 is set to be an exceptional year for the Asian exchange-traded funds (ETFs) market. Meanwhile, investors in the region are increasingly eyeing…
Japan regulator: new FRTB will help uniform Asian uptake
Relaxation of non-modellable risk factors, among other revisions, welcomed by FSA
Nowcasting can illuminate China’s macro scene
Nowcasting teams are proving a valuable tool for investors
Regulatory compliance – The new business enabler
Leila Szwarc, global head of compliance and strategic regulatory services at TMF Group, explains how Asia-Pacific organisations can cultivate a more robust approach to compliance amid data privacy concerns and the changing local and international…
Autocall dealers wary of Nikkei volatility surge
Dealers caught in danger zone as losses lurk on upside and downside spikes
ASX to offer blockchain free to lure early adopters
Teaser intro would be for three years, while users would still be charged for Swift and AMQP connections
Mizuho reveals $270m CVA loss
Further losses may be reported as bank refines its methodology, sources say
CSOP to tap Chinese interest in quant with momentum index
Hong Kong asset manager plans to spin off products from recently launched cross-asset index
CDSs get subjective
Legal certainty loses out to commercial objectives in race to fix manufactured defaults
Accounting shake-up set to hit China shadow banking
Banks brace for extra provisions under IFRS 9 for loans masquerading as investment products
Brexit relief aids Singapore on EU swaps trading equivalence
Sources say decision imminent, but Singapore venues may still face EU licensing requirements
Quants clash: machine learning or linear models?
Some studies say the algorithms beat the common models; other studies say the opposite