Japan
Japan banks face huge CVA hit, dealers say
Revaluation of derivatives books likely to cause hundreds of millions in one-off losses
Q&A: Japan RFR group head on term rates and Tonar liquidity
MUFG’s Matsuura discusses term benchmark options, cross-currency swaps and Tibor’s future
Fallback decision will lift yen OIS, says Japan RFR group chair
Move should kick-start dormant Tonar OIS market – key requirement to building a term rate
Credit data: how US industries have fared under Trump
At the halfway point in the administration, time for a credit check, writes David Carruthers
JSCC bond unit reports 26 margin breaches in Q3
JGB turmoil, heightened activity may have caught clearing members off-balance
FX swaps to avoid year-end basis blowout, banks say
Earlier rollovers likely to ensure no repeat of previous cross-currency volatility
Margin model revamp should top 2019 agenda for Asian CCPs
As rates rise and trade tensions grow, CCPs must be prepared for higher volatility
G-Sib leverage makeups differ by region
Median US G-Sib has higher share of exposure measure made up of derivatives and repo than EU peer
EU G-Sibs outpace rivals in growing repo books
Large European banks' increase exposures by €230 billion
Japan’s term RFR toil may mean bigger Tibor role
Derivatives-based methods for constructing curve challenging amid negative rate environment
TD Bank on verge of G-Sib capital jump
Cross-jurisdictional activity behind ramp-up in Canadian bank's systemic riskiness
Energy Risk Asia Awards 2018: The winners
BNP Paribas takes Derivatives house, BP wins Oil & products and BOCI and Engie scoop two awards each
Japan dealers unhappy with all Libor fallback options
Bank association snubs request to rank Isda’s proposals – reluctantly picking ‘least bad’ option
Clearing houses in Asia to overhaul creaking margin models
Fears of Nasdaq-style failures spur rethink of margining practices at HKEx, JSCC, SGX
Not so DFAST: slim Mizuho avoids stress
Mizuho Americas has remained lean to head off CCAR, and, post-Crapo, it’s clear of DFAST, too
Quant drought hits banks and funds in Asia
Limited pool of talent hindering expansion of sophisticated strategies across buy and sell side
Industry calls for 12-fold hike in margin threshold
Request to regulators would permanently exempt almost 1,000 firms from non-cleared margin rules
CFTC’s cross-border clearing plan faces long haul
US clients warned not to expect access to foreign exempt CCPs for at least a year
Giancarlo speech drives LCH-JSCC basis fall
CFTC chief backs US swap clearing on foreign CCPs, sparking 46% move in basis
No fast buck for global banks moving into China
New entrants must not think majority stake in JV will pay immediate dividends
Japanese corporates boost forex hedging
Notionals traded highest since end-2012
VM switch shrinks Nomura's balance sheet
Revised treatment of variation margin reduces exposures by ¥247 billion
Nomura’s capital ratio edges lower as RWAs skip higher
Legal wrangle with US Federal Housing Finance Agency swells risk-weighted assets
Asian LNG derivatives trade surges on increased hedging
Expectations grow that a long-awaited Asian gas derivatives market is emerging