Asia-Pacific
Mizuho faces steepest capital squeeze from Basel floor
Fully floored RWAs would cut core capital ratio by 244bp, the sharpest drop among Japanese megabanks
Basel III slashes $78bn in RWAs from top Singapore banks
Credit and operational risk recalibrations fuel double-digit falls at DBS, OCBC and UOB
The wisdom of Oz? Why Australia is phasing out AT1s
Analysts think Australian banks will transition smoothly, but other countries unlikely to follow
India delays initial margin go-live date
RBI communicated putting off initial margin rules one day before planned November 8 implementation
JPM sees upside in blurring lines between QIS and SMAs
Hedge funds are combining their strategies with bank indexes to create new products
Upcoming Asia-Pacific events
CCPs’ skin in the game drops to historic low
Clearing members bear increasing load, analysis of 15 clearing houses shows
Shanghai Clearing House urged to take bond collateral for FX trades
Dealers complain that feeble interest rate paid on cash margin raises cost of clearing
HSBC’s China CRE provisions surge to cover one-fourth of book
Additional reserves and reduced exposure elevate ECL coverage for mainland portfolio
Hedge funds pile into short volatility QIS options
New twist on capturing vol premium remains popular despite mixed performance in August vol spike
Environmental products house of the year: ENGIE
ENGIE is driving change in energy transition, with a strong focus on renewable energy and the liberalisation of power markets in Apac, which presents significant long-term growth opportunities. In recognition of its efforts, ENGIE GEMS has been named…
CGB steepener trade gains traction amid PBoC actions
Stimulus measures and warnings on long-dated yields have seen basis more than double since March
Natural gas/LNG house of the year: ENGIE
ENGIE continues to expand its services to better serve firms in Apac dealing with the challenges of energy risk management and supply
New benchmark to give Philippine peso swaps a fillip, post-Isda add
Isda to include new PHP overnight rate and Indonesia’s Indonia in its next definitions update
FRTB management solution of the year: Bloomberg
Amid the diverging timeframes and complex requirements of FRTB, Bloomberg offers a consistent, comprehensive and customisable solution for Apac banks preparing for implementation
Newcomer of the year: Topaz Technology
Jon Fox and former colleagues formed Topaz Technology in 2015. Having seen many different systems and, in some cases, written and built a few themselves, there was always something missing, leading them to build a system that unifies risk reporting and…
Rates movements boost FX net investment hedging
Changing differentials bring more positive carry opportunities for corporates
Popular CNY carry trade starts to lose traction
Investors seek unwinds of China govvies swapped into USD after FX and rates movements dent its appeal
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
MUFG blocks vendors that refuse to reveal subcontractors
Risk Live: US arm of Japanese megabank asks first line to sign written waivers when risk advisories are ignored
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