South Korea
Interest rate derivatives house of the year: Goldman Sachs
Asia Risk Awards 2020
Derivatives house of the year, Asia ex-Japan: UBS
Asia Risk Awards 2020
FX traders pull back to vanilla strategies for emerging markets
Spreads tighten on many currency pairs but liquidity still patchy
Global investing under water? – Climate change could leave equities exposed
As impending global changes brought about by climate change loom, one issue in particular threatens to cause massive losses to institutional investors – rising sea levels. David Lunsford and Boris Prahl, of MSCI, explore where, despite the efforts of…
Autocalls hit peak vega, where hedging costs mount
Eurostoxx and Nikkei losses flip structured product dealers into painful short vol territory
Dealers prefer repo for new risk-free rate in Korea
Unsecured rate undercut by dwindling transactions in local call market
Korea autocallables under threat from draft rules
Autocallable volumes could suffer as mis-selling fallout spreads to equity-linked structures
House of the year, South Korea: Hana Financial Investment
Asia Risk Awards 2019
IFRS 17 solutions provider of the year: FIS
Asia Risk Technology Awards 2019
Clearing bank of the year: JP Morgan
Asia Risk Awards 2019
Asia structured products house of the year: Societe Generale
Asia Risk Awards 2019
Equity derivatives house of the year: UBS
Asia Risk Awards 2019
Korean regulator likely to probe issuers of rate-linked products
Mis-selling enquiry may extend to structuring banks as global rates plunge threatens retail notes
Dealers rush to redeem high-yielding structured notes
An estimated $60 billion of structured notes are at risk of being called before year-end
EU banks seek last-minute margin reprieve for equity options
European dealers want exemption rolled over, to avoid handing US firms a regulatory advantage
Korea tightens autocall oversight as local houses take on risk
Regulator sounds warning over $9 billion increase in structured product self-hedging by Korean firms
Natixis's VAR returns to earth after sale of autocallables
Average value-at-risk falls 35% from Q4 2018 high
SG offers won hedged indexes for Korean autocall clients
Local currency benchmarks cut forex hedging cost for clients and boost yields, bank says
Natixis said to offload a third of Korean structured book
BAML and BNP Paribas named as buyers in $2.5 billion notional sale of equity-linked securities
Natixis’s €260m hit blamed on big books and Kospi3 product
Rivals say French dealer grew business too quickly – with leveraged version of Korean index one source of pain
Korean insurers shun structured notes ahead of IFRS 9
Prospect of earnings volatility blamed as big buyers of notes turn to less exotic assets
No fast buck for global banks moving into China
New entrants must not think majority stake in JV will pay immediate dividends
House of the year, Korea: Hana Financial Investment
Asia Risk Awards 2018
Korea autocall dealers brace for losses but no 2015 repeat
Traders dampen fears of hedging wipeout despite 20% drop in HSCEI underlying index