Asia Risk - Asia Risk August 2012
Articles in this issue
Sponsored statement: Moody's Analytics
The new path to shareholder value
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…
Regulators focus on LEIs in derivatives reporting push
Identification parade
Data challenge for Asia’s disparate derivatives markets
Plugging the gaps
China prepares for automated renminbi trade settlement
Rise of the redback
Renminbi liberalisation opens up hedging opportunities
Liberal measures
Indian corporates turn to forex options
Increasing their options
Asia dealers question applicability of CVA to region’s markets
Questionable values
Korea insurers wrestle with duration mismatch on life books
Korea guidance
Asia faces obstacles in implementing regional clearing regime
Clearing the obstacles
On the move
On the move
Asian values – Aaron Woolner column
Asian values
Special report: FX
Asia Risk looks at how trends in the rupee and renminbi are driving risk management in Asia
Special report: Technology
The pace of regulation is driving Asian banks to place an ever great focus on technology
