Counterparty risk management at Asian asset managers found wanting

Institutional investors in Asia have some way to go to meet on-going regulatory requirements as set out by Dodd-Frank, the European Commission and other initiatives aimed at mitigating risks inherent with over-the-counter derivatives, a BNY Mellon survey finds.


Buy-side institutions need to be more focused on the standardisation of over-the-counter (OTC) derivatives and a migration to central clearing in the face of forthcoming industry regulatory changes, a survey of BNY Mellon’s global institutional investors indicates.

The survey, conducted between July and October 2010, polled 24 asset management, insurance and pension fund institutions, which manage aggregate assets of $6.8 trillion. The research focused on how buy-side institutions plan to

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Credit risk & modelling – Special report 2021

This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.

The wild world of credit models

The Covid-19 pandemic has induced a kind of schizophrenia in loan-loss models. When the pandemic hit, banks overprovisioned for credit losses on the assumption that the economy would head south. But when government stimulus packages put wads of cash in…

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