Asia Risk - Oct 2017
Our October 2017 issue contains a special review of the Asia Risk Awards 2017, with in-depth write-ups on each award winner; plus, how Hong Kong and Singapore are looking unlikely to gain Mifid II equivalence in time for the Jan 1 deadline; problems with holding company status for Japan’s G-Sibs; and our technical article on haircutting non-cash collateral
Articles in this issue
Emerging Asian markets question one-size-fits-all bank rules
Nations such as the Philippines seek a more proportionate approach to level the playing field with global lenders
SGX, HKEX expect to be among first wave of Mifid II equivalence
Hong Kong should also benefit from acceleration in process of allowing trading on non-EU venues
Hong Kong regulator to monitor investor IDs on Stock Connect
SFC move designed to clamp down on misconduct and promote city as China risk management hub
Asia clearing surge raises concerns over eligible collateral
Scarcity of high-quality liquid assets gives rise to liquidity risk worries, say banks
Basel’s Tsuiki: review of bank rules no free-for-all
Evaluation of new framework by Basel Committee will not be excuse for tweaking pre-agreed rules
Korean autocallable volumes double as HSCEI rallies
Diversification of underlying investment and additional protection options also behind revival
People moves: new Asia-Pacific chief for Goldman Sachs
Also: Reid Marsh moves at Barclays; Citi’s new Apac capital markets origination head; and others
EU-US swaps trading equivalence tipped for November
Hong Kong and Singapore unlikely to be deemed equivalent for start of Mifid II
US and Japan push for twin EU bank holdcos
Two umbrella groups needed for home-country separation of securities and banking operations
SGX commodities head: China mustn't meddle with prices
Singapore Exchange’s Chin says internationalisation will necessitate new products and change pricing
The bald truth about collateral haircut modelling
HSBC’s Wujiang Lou says parametric modelling of haircuts has many advantages over historical VAR
Haircutting non-cash collateral
Wujiang Lou develops a parametric haircut model to conduct sensitivity tests and capture market liquidity risk
Asia Risk Awards 2017: The winners
High achievers in the fields of risk management and derivatives across Asia
House of the year, Asia ex-Japan: Societe Generale
Asia Risk Awards 2017
House of the year, Japan: BNP Paribas
Asia Risk Awards 2017
Regional house of the year: DBS Bank
Asia Risk Awards 2017
Credit derivatives house of the year: Societe Generale
Asia Risk Awards 2017
Currency derivatives house of the year: Standard Chartered Bank
Asia Risk Awards 2017
Equity derivatives house of the year: UBS
Asia Risk Awards 2017
Interest rate derivatives house of the year: Societe Generale
Asia Risk Awards 2017
Energy/commodities derivatives house of the year: Standard Chartered Bank
Asia Risk Awards 2017
RMB house of the year: BNP Paribas
Asia Risk Awards 2017
Structured products house of the year: Natixis
Asia Risk Awards 2017
Deal of the year: Natixis
Asia Risk Awards 2017
Bank risk manager of the year: Johanna Poinsitt, Commerzbank
Asia Risk Awards 2017
Quant house of the year: Credit Suisse
Asia Risk Awards 2017
Clearing bank of the year: Standard Chartered Bank
Asia Risk Awards 2017
ETF provider of the year: CSOP
Asia Risk Awards 2017
Derivatives exchange of the year: SGX
Asia Risk Awards 2017
Private bank of the year: Citi
Asia Risk Awards 2017
Collateral manager of the year: BNY Mellon
Asia Risk Awards 2017
Derivatives law firm of the year: Clifford Chance
Asia Risk Awards 2017
Technology provider of the year: FIS
Asia Risk Awards 2017
Technology development of the year: Fenics
Asia Risk Awards 2017
Securities house of the year: Haitong
Asia Risk Awards 2017
Clearing house of the year: HKEX
Asia Risk Awards 2017
House of the year, Australia: ANZ
Asia Risk Awards 2017
House of the year, China: ICBC
Asia Risk Awards 2017
House of the year, Hong Kong: HSBC
Asia Risk Awards 2017
House of the year, India: ICICI
Asia Risk Awards 2017
House of the year, Indonesia: CIMB Niaga
Asia Risk Awards 2017
House of the year, Malaysia: CIMB
Asia Risk Awards 2017
House of the year, Singapore: OCBC Bank
Asia Risk Awards 2017
House of the year, South Korea: Korea Development Bank
Asia Risk Awards 2017
House of the year, Taiwan: CTBC
Asia Risk Awards 2017
House of the year, Thailand: Siam Commercial Bank
Asia Risk Awards 2017
House of the year, Vietnam: BIDV
Asia Risk Awards 2017
