Asia-Pacific
Op Risk Benchmarking 2024: the G-Sibs
Latest survey of global systemically important banks reveals how they manage their biggest operational risks, including cyber risk – topical after last week’s damaging CrowdStrike outage – geopolitical risk and regulatory risk.
For the first time, respondents give qualitative insight on first-line risk teams, taxonomies and adoption of artificial intelligence.
Rates markets rattled as tech outage hits broker pricing feeds
Dealers widened spreads and pulled live curves after TP Icap’s pricing feeds went offline
Study finds just 10 banks plan to apply for FRTB models
Research provides extra insight on reasons for decline in internal models
AI, quantum computing and tokenisation set to transform finance – Menon
But significant barriers remain preventing the technologies from unlocking their full potential
Premialab adopts CDM for QIS swap booking
Vendor selects open source data model to power expansion in growing systematic index market
Upcoming Asia-Pacific events
Is JSCC-CFTC stalemate about to be broken?
Japan CCP gains allies in battle to clear yen swaps for US clients, but CFTC shakeup could dash hopes
Default funds at CME, JSCC and OCC grew to record levels in Q1
CCPs’ skin in the game fails to keep pace with member contributions
JSCC’s initial margin soared as Japan’s stock market hit record high
Higher demand for exchange-traded products pushed requirements up in Q1
JSCC, ASX see hypothetical stress loss breaches in Q1
Single-member default in worst-case scenario would have exceeded available resources
Op risk data: Japan’s giant bitcoin break-in makes a monster loss
Also: Citi’s fat-finger fallout; HSBC pays for unfair customer treatment; Visa and Mastercard fined over ATM fee-fixing. Data by ORX News
Non-deliverable CNY swaps defy doubters
Swap Connect’s launch has helped rather than hindered the instrument, say dealers
Asia moves: Senior hires at HKEX, UBS and more
Latest job news from across the industry
The coming AI revolution in QIS
The first machine learning-based equity indexes launched in 2019. They are finally gaining traction with investors
Hong Kong looks for digital response to trade reporting burden
New swaps reporting framework will include more fields than requirements in US or Singapore
Loss of diversification benefits ‘will drive higher FRTB charges’
Independent study backs industry’s claims of significant rise in market risk capital requirements
Norinchukin hit with 54% rise in op RWAs
Recalibration of underlying parameters is first under new standardised measurement approach
China CDS users slow to embrace new credit event panel
Decisions from Nafmii determinations committee yet to be switched on in agreements
Japanese banks far apart on credit model efficiency under Basel III
MUFG lowered credit and CCR charges the most among country’s top dealers
Foreign funds are bulls in China’s onshore commodity futures
Growing participation from overseas investors is boosting liquidity in what’s already a boom market
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