Hang Seng Index
China stimulus creates hedging headaches for HK warrants
Dealers say options liquidity issues during Hang Seng’s rollercoaster ride made the products tricky to risk manage and price
JP Morgan returns to HK warrants hit by China sanctions
US bank faces battle to rebuild client base on sanctioned securities, issuers say
Market-maker of the year: Haitong International
Asia Risk Awards 2021
Haitong set for warrants wins as China sanctions hit US banks
China securities firm doubles HKEX warrant output as US banks pull listed products on vetoed names
Why investors are stuck with flawed VAR models
Buy-side risk survey: VAR wasn’t much use in March, but it is ingrained in the industry
HKEX outage zapped key hedge; now banks push for rule change
Dealers seek shutdown of CBBC market if futures go dark
Asia structured products house of the year: Societe Generale
Asia Risk Awards 2019
Equity derivatives house of the year: UBS
Asia Risk Awards 2019
HKEX clearing head talks margin and auctions post-Nasdaq
CCPs have work to do to restore confidence in clearing, but Roland Chai has a plan
SG offers won hedged indexes for Korean autocall clients
Local currency benchmarks cut forex hedging cost for clients and boost yields, bank says
Hong Kong stock slump hits CBBC desks
Surging volume and rising leverage expose issuers to gap risk on hedges
Trade war threatens Korea autocall losses
Dealers warn of $240 million in hedging losses if HSCEI index slides further
How Asia’s structured products dodged equities sell-off
Dealers deserve praise for improved structures, greater diversification and better risk transfer
Asian administrators in denial on EU benchmarks regulation
Non-EU benchmarks have until 2020 to comply, but swaps contracts may need to change immediately
Banks tout new structures amid Korean autocall resurgence
Modified structured products still popular as banks learn lessons of China crash
Bank risk manager of the year: SG CIB
Risk Awards 2017: Bespoke stress tests helped navigate Brexit and autocallable pressure
Hong Kong structured products battered by index plunge
Dealers react to mass knocking out of popular retail equity derivatives
'Rollercoaster day' in Hong Kong stresses dealers' exotic books
Autocallable knock-in levels under pressure but losses averted
No dealer hedging panic from Hong Kong market plunge
China fears, not Grexit, see Hong Kong market rattled more than peer indexes
Record low HSCEI skew as Hong Kong markets boom
Call option volumes trebled in April as bourse hits multi-year highets boom
'Umbrella revolution' drives 33% spike in Hong Kong vol
Volatility spikes from 15 to 20 points after pro-democracy protests