UBS
OTC FX options market gears up for faster electronification
Share of electronic trading remains low but host of factors promise to change that for good
UBS factors in Covid shock to stressed VAR, causing RWA surge
Market RWAs increased 11% quarter on quarter
Union beckons for the three quant tribes
Studies may be deferred, but future for grads is bright, argues UBS’s Gordon Lee
Family office investing – Special report 2020
Even before the tumultuous events of 2020, many wealthy family investors across Asia were becoming more careful with their investments – wary that the longest bull market in history had to end sometime. Their prudence proved well judged when storm clouds…
Credit Suisse, UBS slowed accrual of liquid assets in Q3
Credit Suisse’s LCR drops six percentage points quarter-on-quarter
UBS gears up for another tilt at clearing
Swiss bank makes senior hires and upgrades tech platform ahead of Brexit and leverage offset
Bilateral streams slash FX trading costs by 80%, dealers claim
Risk Live: At some banks, 70% of spot is now traded via bilateral feeds
What buy-side risk professionals can learn from the Covid‑19 crisis
The lessons learned from the pandemic so far, and how risk professionals are continuing to manage risks as the Covid-19 situation remains untamed.
UBS market RWAs dropped 25% in Q3 as VAR cooled
High value-at-risk outputs dropped out of averaging window in Q3
Banks, regulators call for global climate risk standards
Carney and Winters warn private sector cannot move much further without lawmakers
Autocalamity: can hit product be reinvented?
Spreads on ‘worst-of’ bonds leap 50% as some dealers retreat and others pile on hedges
Asia quant house of the year: UBS
Asia Risk Awards 2020
Credit Suisse, UBS counterparty exposures ballooned in Q2
Risk-weighted assets lagged surge in EAD
Asia Risk Awards 2020: The winners
Winners of the Asia Risk Awards and Technology Awards
Derivatives house of the year, Asia ex-Japan: UBS
Asia Risk Awards 2020
Swiss banks plumped liquidity buffers in Q2
Credit Suisse’s HQLA increases 26% quarter-on-quarter
Dealers vie with Markit to electronify bond issuance
Competing platforms could split the market for new issuance in Europe and the US
Covid-19 tumult prompts rethink of buy-side risk management
Buy-side risk survey: investment firms making changes to their risk reports, stress tests and concentration limits
How UBS AM dealt with Covid-19 crunch
Buy-side risk survey: Swiss giant had planned for liquidity squeeze, says CRO – but not one like March
Moonshots shelved: banks spend on home-working tech
Dealers made success of remote working switch – now they’re investing in its future, and pausing grander ambitions
Top banks defer €1.6bn of profits on hard-to-value trades in H1
BNP Paribas set aside €532 million alone in H1
Why investors are stuck with flawed VAR models
Buy-side risk survey: VAR wasn’t much use in March, but it is ingrained in the industry
Valuation risks fell at UBS in Q2
Swiss lender is sitting on $8.1 billion of Level 3 assets
Asia people moves: Credit Suisse strengthens China mainland JV, new BNP Apac head, and more
Latest job changes across the industry