South Korea
Foreign banks set to boost onshore Korean won trading
Plans for longer trading hours and more open interbank FX market will stoke KRW hedging demand
FSS sounds alarm as $800m of Korean autocalls slip into red
Regulator calls for vigilance as HSCEI products trade through knock-in levels during third quarter
Cross-border risk dominates 2022 G-Sib scores
Overseas lending and borrowing largest contributor to scores of banks in Canada, EU, Japan, Singapore, Switzerland and UK
Hong Kong, India, Turkey lag behind on Basel III framework
Only Canada, Japan and Saudi Arabia ready for full implementation as January deadline approaches
Sanctions threaten top pension funds’ Russia assets
Top global pension funds might dump Moscow-linked holdings in response to Ukraine invasion
Three more issuers look to enter HK warrants market
Sources say Citic, KIS and Huatai preparing to launch warrants and CBBCs on HKEX
Neural networks show fewer false positives on bad loans – study
Machine learning method edges regression techniques in linking nonlinearities among delinquent borrowers
China, Turkey lead regulatory laggards on Basel III framework
Argentina, Australia, Brazil, Japan and Korea made no progress at all since May 2020
New risk-free rate in Korea gets industry thumbs-up
Majority of 26-member benchmark panel back “credible” repo-based rate
Korea lifers set to increase hedging as accounting shake-up looms
Bond forwards likely to be favoured instrument, but interest rate swaps market could develop
Asia edging towards integrated capital markets – SGX’s Loh
Asia Risk 25: full regional co-operation could still be 10 to 15 years away, says Singapore exchange head
Time to rethink Korean structured products
New battle lines are being drawn in Korea’s structured products market
Interest rate derivatives house of the year: Goldman Sachs
Asia Risk Awards 2020
Derivatives house of the year, Asia ex-Japan: UBS
Asia Risk Awards 2020
FX traders pull back to vanilla strategies for emerging markets
Spreads tighten on many currency pairs but liquidity still patchy
Global investing under water? – Climate change could leave equities exposed
As impending global changes brought about by climate change loom, one issue in particular threatens to cause massive losses to institutional investors – rising sea levels. David Lunsford and Boris Prahl, of MSCI, explore where, despite the efforts of…
Autocalls hit peak vega, where hedging costs mount
Eurostoxx and Nikkei losses flip structured product dealers into painful short vol territory
Dealers prefer repo for new risk-free rate in Korea
Unsecured rate undercut by dwindling transactions in local call market
Korea autocallables under threat from draft rules
Autocallable volumes could suffer as mis-selling fallout spreads to equity-linked structures
House of the year, South Korea: Hana Financial Investment
Asia Risk Awards 2019
IFRS 17 solutions provider of the year: FIS
Asia Risk Technology Awards 2019
Clearing bank of the year: JP Morgan
Asia Risk Awards 2019
Asia structured products house of the year: Societe Generale
Asia Risk Awards 2019
Equity derivatives house of the year: UBS
Asia Risk Awards 2019