Asia Risk
RMB is gaining traction with corporates, Deutsche survey finds
Smaller companies can realise savings of nearly 5% when dealing with Chinese businesses by transacting in renminbi, says Deutsche Bank
UBS creates new chief risk officer role for Asia-Pacific
Hong Kong-based arm of the Swiss bank beefs up its Asia risk management capability
Eurex looking to clear OTC derivatives from Asian clients within 12 months
Eurex is latest clearing house to enter Asian market
Expansion of LNG supply to South-east Asia could boost swaps market
As a number of regasification plants start to come online, pricing agencies are looking to offer a region-specific benchmark with the potential to drive up use of LNG swaps
CFTC cross-border guidance a threat to ‘systemic stability’, say Asian regulators
Leading regulators from across Asia complain of the potentially negative impact of the US regulator’s latest proposals
Hong Kong Exchange announces trading of deliverable US dollar/renminbi futures
HKEx broadens type of RMB derivatives available to the market
Increased competition for Australian retail deposits won’t cause future liquidity issues
The impact of an increasingly competitive landscape for retail deposits in Australia will felt in pricing, not liquidity – with the growing appeal of other asset classes a more significant threat to deposit levels
LCH.Clearnet model ‘not appropriate’ for Australian market, say two domestic banks
Two Australian banks speaking at Risk & Return Australia are critical of LCH.Clearnet for not meeting local market needs with its central clearing operation
Korea transaction tax could halve number of derivatives transactions
Proposal for a transaction tax on futures and options could have a dramatic impact on Korea's derivatives market
Banks offer combined reinsurance and hedging solution to Japan VA providers
Following risk management failures in the financial crisis, Japanese variable annuity providers’ new VA offerings include conservative investment objectives and sophisticated hedging strategies, combined with reinsurance
Regulatory change will enable China insurers to reduce their asset-liability mismatch
China insurers now allowed to invest in hybrid, convertible bonds and infrastructure asset and real estate
Asian values – Aaron Woolner column
Asian values
On the move
On the move
Asia faces obstacles in implementing regional clearing regime
Clearing the obstacles
Korea insurers wrestle with duration mismatch on life books
Korea guidance
Asia dealers question applicability of CVA to region’s markets
Questionable values
Indian corporates turn to forex options
Increasing their options
Model foundations of Basel III standardised CVA charge
The credit valuation adjustment (CVA) capital charge in Basel III comes in two flavours: advanced (simulations) and standardised (formula). In this article, Michael Pykhtin shows that the standardised CVA charge formula can be obtained by adding several…
Renminbi liberalisation opens up hedging opportunities
Liberal measures
China prepares for automated renminbi trade settlement
Rise of the redback
Data challenge for Asia’s disparate derivatives markets
Plugging the gaps
Regulators focus on LEIs in derivatives reporting push
Identification parade
