Japan
Derivatives house of the year, Japan: BNP Paribas
Asia Risk Awards 2019
Collateral manager of the year: BNY Mellon
Asia Risk Awards 2019
Credit derivatives house of the year: Societe Generale
Asia Risk Awards 2019
JSCC member default fund contributions fall to ¥676bn in Q2
Default fund contributions shrink 19%, but members’ initial margin payments climb
JSCC turns to cash in rejig of liquidity reserve
Clearing house withdraws ¥29.9 billion from repo market
SA-CCR switch cuts leverage of two Japanese banks
Leverage exposures for Nomura and Norinchukin fall ¥4.7 trillion in aggregate
Market risk amps Nomura’s RWAs
CET1 ratio falls 30bp to 16.8% on the quarter
Fed turns up heat on dollar repo dodge
New liquidity rules for foreign banks’ US branches may be hard to stop, but can be softened
Top CCPs’ liquidity pools hardly grow in Q1
LCH SA the only outlier as most clearing houses see cash, collateral and credit on hand shrink
Capitalab completes first compression run with SGX
Compression efficiency in SGX Nikkei 225 options could be as high as 50%, Capitalab says
CVA, debt raising said to drive SoftBank CDS trading
Volumes rise as tech giant’s debt spree forces banks to hedge their counterparty exposure
US banks’ liquidity buffers thinnest among G-Sibs
Mean LCR of US banks hits 122.5% in Q1
New applications in Asia’s financial crime analytics
Financial crime is a fast-growing problem for Asia‑Pacific financial services firms. Working with outmoded systems and patched-up processes to detect, monitor and eliminate potential threats, banks are spending millions on sophisticated new solutions to…
JSCC default funds shrink $1.7 billion in Q1
The CCP reported 281 clearing members at end-March
Japan’s megabanks begin pricing in CVA
Local firms align with foreign dealers to include counterparty credit risk in corporate swap quotes
Japan regulation sparks hunt for new annuity products
Foreign currency products hit by push for transparency on forex risk and charges
Japanese banks inching away from US CLO market
New rules prevent firms investing in CLOs where originator is not obliged to retain risk
BMR needs tweaks, not overhaul – EC official
Upcoming review “will not look fundamentally at the scope” of the third-country regime
Under SA-CCR, Nomura leverage exposure drops over ¥7 trillion
Methodology switch sends leverage ratio soaring to 5.04%
Asia moves: New CEO for BNP Paribas Cardif, GIC gets new COO, plus more
Latest job changes across industry
Japanese banks growing less resistant to financial crises
Ebbing income expectations would erode future capital ratios
Japanese firms delay IM plans due to netting uncertainty
Those caught in phase five are awaiting law change to enable use of custodian banks
Swaps, repo grow share of G-Sib leverage exposures
On-balance sheet exposures shrink as a constituent of key regulatory measure
Autocall concentration weighs on dealers
Hedging headaches force issuers to seek new structured product blockbusters