Asia Risk - Feb 2023
Articles in this issue
Data shines light on Tibor fragility
Lack of actual transactions in D-Tibor should be considered in fallback discussions
FSS sounds alarm as $800m of Korean autocalls slip into red
Regulator calls for vigilance as HSCEI products trade through knock-in levels during third quarter
EU takes steps to avoid India clearing house lockout
Other Asian regulators may also have concerns about extraterritorial reach of Emir 2.2
Hedge funds push yen options bets to next BoJ meeting
Target shifts as vol punts on change to rates policy fall flat
ANZ defies ‘white label’ trend with algo expansion
Instead of relying on large LPs, Australian bank aims to offer six new FX algos of its own by February
HKMA preparing prescriptive climate stress test for 2023
Regulator plans granular scenario specifications, considers Pillar 2 capital measures
Asia moves: Senior hires at Natixis CIB, Citi and more
Latest job news from across the industry
LCH Japan plan signals new fight for global clearing model
UK-based clearing house faces “uphill struggle” against JFSA location policy on yen derivatives
Financial firms rethink after cyber insurance premium spike
Brokers say there are signs pressure is easing, but quantum hacking threat could transform market
Can algos collude? Quants are finding out
Oxford-Man Institute is among those asking: could algorithms gang up and squeeze customers?
It’s not easy being green: why the FX market is lagging on ESG
And what’s being done to fix it
Why central banks shouldn’t ignore stablecoins
Rapid growth of stablecoins could impair monetary policy transmission
Trading the vol-of-vol risk premium
Applications of the vol-of-vol parameter for cross-asset derivatives are presented
