Asia
India preps margin regime as parliament debates netting law
Lawmakers thrash out bill on close-out netting; margin rules likely to follow in H1
‘Huge role’ for quants in Covid-19 response – MIT’s Lo
Policy-maker actions or missteps will drive markets, academic says
Oil price shock triggers big margin calls
Banks and exchanges worked through weekend in anticipation of oil collapse
India exchange to debut rupee derivatives settled in US dollar
Launch of onshore futures and options unlikely to dent offshore volumes, though
SOFR drought, CB accounts for CCPs, and the Top 10 Op Risks
The week on Risk.net, February 29–March 6, 2020
Asia moves: JP Morgan names new Apac CEO, Axa hires six heads, and more
Latest job news across the industry
A peek inside op risk managers’ coronavirus response
Op risk managers steel their firms for looming pandemic amid an expected rise in cyber attacks
Alt data lends a different light to coronavirus impact
Smog, traffic data – even movie rentals – help analysts track economic effects of virus
Apac CCPs: we’ve come a long, long way together
Members still gripe about arcane policies, but risk management fundamentals are strong
Japan selects term risk-free rate vendor
Sketchy volumes in overnight index swaps hold up calculation methodology
Top 10 operational risks for 2020
The biggest op risks for 2020, as chosen by industry practitioners
Top 10 op risks 2020: IT disruption
Risk of downed systems, from hack or outage, continues to make op risk managers fret
Top 10 op risks 2020: geopolitical risk
Nationalism, trade wars and epidemics make for a heady cocktail
Top 10 op risks 2020: conduct risk
Root-and-branch reform of bank culture remains a work in progress
All aboard for LNG freight derivatives?
Tools to manage LNG freight risk were developed last year, but how is the market responding?
Clearing members in cash clash with Apac CCPs
Banks and clearing houses wrangle over who should pay for losses on invested collateral
Dealers prefer repo for new risk-free rate in Korea
Unsecured rate undercut by dwindling transactions in local call market
Singapore banks tighten ML governance amid regulatory scrutiny
DBS, StanChart and Deutsche build model inventories and draw up standards around use cases
Margin exchange threshold relief: get out of jail free?
‘Game-changing’ IM exchange threshold relief may not be the phase five free pass it first appears
Chinese banks set for mass loan repricing
Options launch slated for February to help industry switch to new benchmark by August
Asia moves: Natixis hires Asia M&A chief, Deutsche Bank picks north Asia head, and more
Latest job news across the industry
Quant Guide 2020: City University of Hong Kong
Hong Kong, China
Quant Guide 2020: Hong Kong University of Science and Technology
Hong Kong, China