Financial markets
Conduct risk: be proactive, stay ahead
As concerns around conduct risk abound, firms need to arm up and tighten surveillance to stay ahead. Lee Garf, general manager at NICE Actimize, explains why market abuse remains the biggest risk to financial markets firms today
Automated market-making for fiat currencies
A framework to exchange fiat currencies on-chain consistently with off-chain prices is presented
Trumid, SGX Asia bonds JV faces uncertain future
Costly delays to launch of exchange sees backers slash headcount
On Russia, finance needs to find its moral compass
The looming risk of big write-offs should prompt investor rethink
UK cross-border review feels Brexit strain
Growing signs that overseas persons exclusion will fall foul of rivalry between UK and EU
Tradeweb’s head of Asia reflects on the firm's year of connecting China’s investor community with global financial markets
James Sun, industry veteran and Tradeweb's head of Asia, talks about the firm's 2021 Asia-Pacific highlights, including the evolution of mainland China’s financial markets and how Bond Connect’s Southbound channel is streamlining Chinese investors’…
Libor countdown clinic #2
There is still a lot to do ahead of the Libor cessation deadline, and predicting the story’s closing chapter is not easy. This webinar explores what is left to prepare, who’s ahead, what they’ve done and how they’ve done it.
Reinvestigating international crude oil market risk spillovers
This paper develops a copula-GARCH-MIDAS model to estimate the joint probability distribution of multivariate variables, and then derives CoVaR-type risk measures.
Cryptocurrency versus other financial instruments: how a small market affects a large market
This study analyzes the impact of cryptocurrencies on the function and position of financial markets.
Technology vendor of the year: NICE Actimize
Asia Risk Awards 2021
House of the year, Australia: ANZ Bank
Asia Risk Awards 2021
EU ‘unlikely’ to force swaps relocation – ex-MEP Swinburne
Multinational corporates would resist clearing move if CCP equivalence is lost, says former lawmaker
Isda’s ‘master’ master agreement courts controversy
Single master agreement to cover repo, securities lending and derivatives could bring efficiencies, but many remain sceptical
Changing derivatives strategies to address the new normal
The events of 2020 have propelled liquidity and collateral management to the top of the priority list for many buy-side organisations. A recent survey by Risk.net and Eurex explores how derivatives strategies are changing in response
Fake data can help backtesters, up to a point
Synthetic data made with machine learning will struggle to capture the caprice of financial markets
A general framework for the identification and categorization of risks: an application to the context of financial markets
This paper is, to the best of the authors' knowledge, the first to develop an algorithm-based and generally applicable framework that generates an extensive and integrated identification and categorization scheme of certain risks by using text mining and…
Asia moves: Natixis hires two in Asia, Sumitomo boosts corporate banking, and more
Latest job news across the industry
Rough volatility’s steampunk vision of future finance
Some of the trickiest puzzles in finance could be solved by blending old and new technologies
Generating alpha – ETF appeal grows for Asia-focused investors
The Asia ETF Forum 2020 concluded with stimulating discussions among participants from the exchanged-traded funds (ETFs) industry. In this article, Hong Kong Exchanges and Clearing Limited summarises the topics covered in the forum, including…
The lonely Londoners: doubts plague UK quest for equivalence
Planned MoU won’t automatically bring equivalence, leaving firms in limbo for unknown duration
Managing portfolio uncertainty due to the Covid-19 pandemic
For capital market professionals, better understanding the impact of the Covid-19 pandemic on trading and investment portfolios has become even more critical. It’s no easy task to predict market movements and their impact on the profit and loss of a…
Ready for the unique product identifier (UPI) in two years?
Emma Kalliomaki, managing director of the Derivatives Service Bureau (DSB), explores UPIs for OTC derivatives, how and when they will be introduced, and the responsibilities of the DSB as designated service provider for a future UPI system
US election scenarios: meltdown fears if poll contested
Crowdsourced election scenarios show sharp falls and correlation breaks if Trump challenges results