Asia
Quant Finance Master’s Guide 2019
Risk.net’s guide to the world’s leading quant master’s programmes, featuring a ranking of the top 15 schools
Non-netting status denies capital boost for Chinese banks
Reliable close-out netting could cut China’s SA-CCR capital requirements by around 20%
China sees slowdown in structured deposit volumes
Easing of restrictions on wealth management products tips market away from structured deposits
AIIB risk chief on steering China’s World Bank rival
Martin Kimmig on the Asian Infrastructure Investment Bank’s challenge of overcoming patchy credit data
Isda seeks consensus on CDS clean-up
Credit definitions amendments expected in Q1 to stamp out manipulated triggers
Q&A: Japan RFR group head on term rates and Tonar liquidity
MUFG’s Matsuura discusses term benchmark options, cross-currency swaps and Tibor’s future
Natixis’s €260m hit blamed on big books and Kospi3 product
Rivals say French dealer grew business too quickly – with leveraged version of Korean index one source of pain
Extending the ETF frontiers: Institutions are finding new ways to use ETFs
Growing institutional adoption of exchange-traded funds (ETFs) has been an undeniable trend over the past few years. In this article, Hong Kong Exchanges and Clearing (HKEX) explains why institutions are increasingly using ETFs to gain targeted exposure,…
Fallback decision will lift yen OIS, says Japan RFR group chair
Move should kick-start dormant Tonar OIS market – key requirement to building a term rate
Margin model revamp should top 2019 agenda for Asian CCPs
As rates rise and trade tensions grow, CCPs must be prepared for higher volatility
Data shortage hits margin models for Asia banks
Thin trade volumes in local derivatives threaten to undermine key tests for initial margin models
Asia moves: BlackRock picks new Asia head, Credit Suisse boosts regional solutions, and more
Latest job changes across industry
Japan’s term RFR toil may mean bigger Tibor role
Derivatives-based methods for constructing curve challenging amid negative rate environment
Credit Suisse makes double hire for Asia solutions
Equity structurer Charles Firth rejoins, along with ex-StanChart and Goldman salesman Martin Cher
The machine shines in Hong Kong A-share fund
Strategy run by ChinaAMC (HK) combines machine learning with human judgement to outdo rivals
China warning spurs banks over bail-in debt plans
Competing for attention in global TLAC markets could drive up costs for Chinese lenders
Currency derivatives house of year: BNP Paribas
Risk Awards 2019: French bank hits options windfall in Turkey during currency crash
Law firm of the year: Linklaters
Risk Awards 2019: Linklaters at forefront of major changes to OTC derivatives market
Banks won’t return to commodity markets, conference hears
Energy Risk Asia: energy majors and other entities taking up space vacated by banks
Fuel spikes expected from sulphur cap on shipping
Energy Risk Asia: IMO 2020 will save lives, but also impact entire energy complex
Energy Risk Asia Awards 2018: The winners
BNP Paribas takes Derivatives house, BP wins Oil & products and BOCI and Engie scoop two awards each
Derivatives house of the year, Asia: BNP Paribas
Energy Risk Asia awards, 2018: BNP Paribas continues to boost its presence in Asian commodities with a focus on bespoke solutions
Best commodity research, Asia: Refinitiv
Energy Risk Asia awards, 2018: Shining a light into China’s opaque oil imports provides clients with valuable insight
CTRM software house of the year, Asia: Ion: AspectCTRM
Energy Risk Asia awards, 2018: appealing to both large and small firms leads to impressive revenue growth for commodities software firm