Asia Risk
Spread options, Farkas's lemma and linear programming
Spread options, Farkas's lemma and linear programming
Special report: Clearing and settlement
Special report: Clearing and settlement
Dealers move to secure derivatives clearing gateways in Asia
Courting counterparties
The product no-one wants to sell: portability held up by lack of rules
Under-the-counter derivatives
Are Aussie iTraxx trades the right hedge?
On the right iTraxx?
Can risk managers take action against sovereign meltdown?
A risk too far?
On the move
On the move
Australia’s international connections cause risk management and regulatory headache
Risk & Return Australia 2011
Asia Risk technology rankings 2011: The results!
Buyouts and divestments were not the only interesting developments shaking up the delivery of risk management, pricing and analytics, and trading technology in the Asia-Pacific region during the past year. New rules and regulations were also a…
SGX consults on derivatives clearing reform
The Singapore Exchange has proposed amendments to limit the liabilities of its members on exchange-traded and over-the-counter derivatives
BlackRock names McCombe as Asia-Pacific chairman; Fung named as CEO of HSBC Hong Kong
BlackRock has hired HSBC veteran Mark McCombe to succeed Rohit Bhagat as chairman of Asia-Pacific. Anita Fung, most recently head of global banking and markets for the Asia-Pacific, named chief executive of HSBC in Hong Kong
Asian reinsurance costs soar by up to 40% due to natural disaster payouts – Moody’s
A number of major natural disasters during the past year has increased reinsurance costs in Asia, with some Japanese insurers seeing a rise of 20% or more in the cost of reinsurance. But demand for reinsurance is still growing, according to Moody’s…
Hong Kong regulator moves to authorise renminbi products under RQFII
Hong Kong regulatory platform ready to approve RQFII products; China’s central bank says priority to be given to Hong Kong-based subsidiaries of mainland banks and fund managers
A-share ETF investors to face higher tracking error due to SFC collateral rule change
A new rule from the securities regulator, effective September 12, means some Hong Kong-listed A-share ETFs will have to fully collateralise counterparty risk exposure from their P-note issuers. The move could cause existing investors to rethink their…
Photogallery: Risk Japan 2011
Photographs from the Risk Japan 2011 conference, held in Tokyo on August 30
Credit Suisse loses senior Asia prime broking staff; names replacements
Asia-Pacific head of flow financing for prime services departs Credit Suisse with Dereke Seeto named as his replacement
Daiwa makes cutbacks to derivatives team
Japanese bank loses senior derivatives personnel across Asian and London offices; blames Japan earthquake and market uncertainty
Australian regulator moves to implement Basel III two years early
The Australian banking regulator has proposed the country’s banks meet new Basel III capital and liquidity rules two years ahead of G-20 commitments. The proposal has drawn immediate criticism from the Australian Bankers’ Association
Structured Products Asia 2011: FX-linked products to grow in Hong Kong
Currency-linked structures likely to become more popular in Hong Kong with retail investors. But take-up of volatility products is still muted despite erratic markets due to concerns about complexity, panellists say
Structured Products Asia 2011: ‘Copy and paste’ KFS not good enough, says SFC’s Law
SFC policy director says some product issuers still provide inadequate key facts statements
India’s CCIL set to become currency options trade repository
The Clearing Corporation of India is already well ahead of rivals in Asia when it comes to receiving OTC interest rate derivatives data. It now looks set to become the country’s trade repository for non-rupee currency derivatives, as the clearer moves to…
Risk Japan 2011: Too-big-to-fail rules should be scrapped in favour of ‘bridge banks’
Japan looked at the need to impose excess capital for systemically important financial institutions in the 1990s and rejected it in favour of ‘bridge banks’ which could inherit losses in the event of a major bank getting into trouble. One university…
Risk Japan 2011: Japan, Europe need to team up to address Dodd-Frank extraterritoriality
Speakers on a panel at Risk Japan 2011 in Tokyo on August 30 debated the effects of international regulatory developments on Japanese financial institutions. Some parties believe Japan needs to team up with Europe to push back on Dodd-Frank…