Asia
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
Singapore looks to synthetic Libor for new benchmark calculation
The way Singapore’s swap rate is calculated must change if Libor disappears after 2021
Asset managers brave patchy data to nowcast China’s GDP
Techniques include using many datasets, relying on proxies and continually reviewing models
Responding to regulatory change in Apac – Part 3 of 3
How can firms turn compliance into a source of competitive advantage?
Banks call for third-country benchmark fix as EC delays BMR
Two-year delay may open the door for rethink on local legal representation requirements and recognition options
CFTC seeks trading venue equivalence in Asia
As it strives for a seamless Brexit, the CFTC also nears deals with Asian jurisdictions
FRTB is here – now it’s up to local regulators
Each jurisdiction must produce its own version of FRTB; until then, banks are hanging back
Natixis said to offload a third of Korean structured book
BAML and BNP Paribas named as buyers in $2.5 billion notional sale of equity-linked securities
Responding to regulatory change in Apac – Part 2 of 3
How can firms turn compliance into a source of competitive advantage?
Asia moves: Natixis equity derivatives head departs, new banking head for JP Morgan, and more
Latest job changes across industry
Nikkei faces hurdles in EU benchmark registration
Brexit confusion forces Japan index provider to look beyond UK
Tackling local compliance in an increasingly globalised world
TMF Group’s Leon Mao, head of family business and wealth solutions in Hong Kong, explores the pressing challenges of addressing both local and global regulations to minimise regulatory and reputational risk in the Asia‑Pacific region
Responding to regulatory change in Apac – Part 1 of 3
How can firms turn compliance into a source of competitive advantage?
Small banks in China carry outsized risk – research
Study shows systemic risk of smaller banks snowballs during stress periods
People moves: Bank of America names new Apac chiefs, Wilkinson leaves LGIM, Lloyds loses Coutte, and more
Latest job changes across the industry
Active ETFs – The next step in Asia’s ETF innovation
The exchange-traded fund space has long been dominated by passively managed funds, but active ETFs are gaining popularity among investors and issuers. Although active ETFs are not yet a mainstream investment instrument, their growing investor interest is…
Aussie banks: a right Royal mess
Misconduct probe sparks board changes and bout of introspection at Big 4