Asia Risk
Eurozone crisis to have limited impact on southeast Asia – Asean Risk 2012
Resilience in regional markets will insulate Asian nations from any European slowdown, say economists during Asean Risk 2012 roundtable
Asian banks disadvantaged by Basel Accord – Asean Risk 2012
The Basel III Accord has been framed purely to fix the failures in the US and European banking system and is placing an unfair burden on Asian financial institutions, according to speakers at Asean Risk conference.
DTCC looking to ink agreements with other trade repositories in Asia
US firm takes steps to co-ordinate the reporting of OTC trades between different Asian locations
Taiwan FSC builds towards Basel III
The vice chairperson of Taiwan’s Financial Supervisory Commission says Taiwan will be adopting Basel III but the regulator is still undecided on establishing a local central clearing house
HKMA focuses on offshore renminbi: Norman Chan interview
Proximity and tradeflows have seen Hong Kong emerge as the default centre for offshore renminbi trading. Norman Chan, chief executive of the Hong Kong Monetary Authority, explains how his organisation aims to facilitate the market’s further development
VAR models in Vietnam give ‘false sense of security’
Lack of data for models is a function of Vietnam’s new capital markets – but no reason why the quality of data cannot improve over time, say speakers at Risk Vietnam conference
Asian volatility indexes too illiquid to hedge risk
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
Korea ELW crackdown leaves traders unhedged
Dealers are left unable to hedge ELS positions as liquidity dries up in Korea’s warrant market
Hong Kong securities regulator argues for more control over HFT
The Securities and Futures Commission makes the case for more regulation of high-frequency trading – but the market is not convinced
Structural issues hindering uptake of electronic trading in India
An increasing appetite for electronic trading by domestic Indian firms is being stymied by issues over market structure and regulatory climate
Hong Kong regulator to allow foreign currency liquid assets to make up LCR shortfall
HKMA backs foreign currency option for local banks struggling to meet Basel III’s liquidity coverage ratio
India state sector banks require $40bn capital infusion to combat Basel III shortfall
India finance minister proposes setting up a financing entity to help raise capital for state-owned banks through bond issuance
Taiwan’s trade repository setting up reporting agreement with DTCC
Taiwan, home to Asia’s first trade repository, is looking to ink a reporting agreement with DTCC
Pushing for promotion – Aaron Woolner column
Pushing for promotion
On the move
On the move
Asia Risk commodity rankings 2012
Asia Risk commodity rankings 2012
Asia crude oil benchmark moves closer
A crude measure
HKMA strikes a cautious note on territory’s banking sector
Hong Kong Monetary Authority concerned about continued credit expansion in the territory and contagion risk from the European sovereign debt crisis
Fears over China slowdown hit commodities hedging
Undermining commodities hedging
Valuation of commodity structures in co-integrated futures markets
Valuation of commodity structures in co-integrated futures markets
Sponsored statement: Goldman Sachs
Wrong-way CVA done right
Significant longevity issue in China but third-party risk transfer ‘some way off’
China is greying quickly, but low penetration of pensions and life insurance mean little likelihood of a UK-style longevity swap market emerging
Asian institutional investors focus on quantitative risk management
Investors in Asian institutions are catching up with European and North American counterparts in demanding quantitative risk measures and risk numbers as part of their investment mandate, says risk head at AmInvestment Group in Malaysia
Iron ore derivatives forge ahead on Chinese demand
The iron ore derivatives market is setting new volume records fuelled by higher volatility and increased involvement from Chinese participants. Although financial players are waiting for liquidity to achieve critical mass, dealers say iron ore has the…