Risk
Responding to regulatory change in Apac – Part 3 of 3
How can firms turn compliance into a source of competitive advantage?
Range-based volatility forecasting: an extended conditional autoregressive range model
This paper proposes an extended conditional autoregressive range (EXCARR) model to describe the range-based volatility dynamics of financial assets.
Responding to regulatory change in Apac – Part 2 of 3
How can firms turn compliance into a source of competitive advantage?
Collateral management in an uncertain world
As margin reform spreads its net across the over-the-counter derivatives world, capital markets firms will need to manage an increasing volume of collateral amid changing regulation and uncertain market conditions. This white paper assesses the scale of…
Tackling local compliance in an increasingly globalised world
TMF Group’s Leon Mao, head of family business and wealth solutions in Hong Kong, explores the pressing challenges of addressing both local and global regulations to minimise regulatory and reputational risk in the Asia‑Pacific region
Goldman suffers first VAR breach since 2016
Goldman reported 45 days in the calendar quarter where it suffered a trading loss
Responding to regulatory change in Apac – Part 1 of 3
How can firms turn compliance into a source of competitive advantage?
A layer above – Gauging cloud’s latest promise for financial services applications
Cloud technology’s presence is booming, though few firms are cloud-native and its adoption has mainly been incremental. IBM undertook a survey in association with Risk.net exploring themes such as firms’ general progress towards cloud transformation, in…
Active ETFs – The next step in Asia’s ETF innovation
The exchange-traded fund space has long been dominated by passively managed funds, but active ETFs are gaining popularity among investors and issuers. Although active ETFs are not yet a mainstream investment instrument, their growing investor interest is…
Operational risk measurement: a loss distribution approach with segmented dependence
This paper proposes an approach, called the loss distribution approach with segmented dependence (LDA-SD), which can model the different dependencies of HFLI and LFHI losses in the framework of LDA.
Apac bank boards: light on risk experience
Survey of 24 large Apac bank board risk committees shows dearth of risk managers
Deutsche-Commerz merger would birth giant G-Sib
The combined bank would likely attract 2.5% G-Sib surcharge
Second-order risk of alternative risk parity strategies
In this paper, the authors provide theoretical and empirical evidence of the contribution of second-order risk to realized volatility for alternative risk parity strategies.
Facing the future – Developing a response to regulatory change
Organisations in the Asia-Pacific region face new rules and regulations on multiple fronts, but many remain unprepared for or unsure of how to address these requirements. TMF Group discusses the steps to enabling full compliance with current regulations…
Broadening horizons – Expanding global presence to explore technological opportunities
As institutions increasingly focus on streamlining their operations within markets in which they are comfortable and established, BNP Paribas Securities Services is breaking the mould, investing in innovative technologies and making itself seen and heard…
Extending the ETF frontiers: Institutions are finding new ways to use ETFs
Growing institutional adoption of exchange-traded funds (ETFs) has been an undeniable trend over the past few years. In this article, Hong Kong Exchanges and Clearing (HKEX) explains why institutions are increasingly using ETFs to gain targeted exposure,…
Profit emergence under IFRS 17
Major changes are expected under the new IFRS 17 regime – insurance companies must make efforts to comprehend and communicate the full impact of changes to profit emergence under different scenarios, and its sensitivity to different methodology choices,…
