Asia Risk - Feb 2022
Articles in this issue
Covid isn’t killing corporate entertaining – it’s dead, anyway
For a generation of bankers and vendors, client hospitality was part of life. But the party is winding down
New branch rules threaten Japanese banks’ EU plans
Draft CRR III may cause foreign banks to think twice before expanding in the EU
Evergrande stress boosts fledgling China CDS indexes
Interest surges in products seen as better gauges of credit risk for embattled property sector
CME delays Span 2 rollout till at least mid-2022
FCMs ask bourse to postpone long-planned switch to new VAR model to allow more time for testing
Fears over strong dollar put Asia’s hedgers on edge
Local corporates look to manage US dollar exposures in response to inflation and Fed tapering concerns
Princeton, Baruch and Berkeley top for quant master’s degrees
Eight of 10 leading schools for quantitative finance programmes are based in US, latest rankings show
Asia moves: Trio of senior hires at Wells Fargo and Haitong International, and more
Latest job news across the industry
Margin rules lead to rise in Asian NDF clearing volumes
LCH and Eurex position themselves for NDF clearing uptick ahead of next UMR phase
The bank, the vendor, the turrets and the golf day
After DBS switched supplier, a row broke out, raising questions about entertainment and influence
Clouding the issue: blurred lines divide banks and servicers
Banks clash with big three cloud service providers over data security and configuration errors
Quantum computing: kryptonite for bitcoin and cyber security
Race is on to secure new encryption algorithms for DeFi, before quantum computers become a present danger
Back in the New York groove: BNY CRO’s risk revamp
Veteran risk manager and former trader on “intelligent” risk-taking
MSCI’s temperature scores stir angst among green investors
Ratings firm says world’s biggest wind power company will produce more global warming than Shell
Investors question fixes for a quant strategy that’s stalled
Banks are revamping intraday trend strategies; buy-siders aren’t sure it’ll work
Investment fund leverage: the known unknowns
More work needed on first-mover redemption incentives and margin calls, says Iosco chief
Nonlinear risk decomposition for any type of fund
A risk decomposition by fund manager, factor or instrument is proposed