Emerging markets
Reading Between the Fines: A Deep Dive into Financial Institution Penalties in 2022
Fenergo’s latest research report on financial institution penalties in 2022 is available now. Key analysis shows that fine values in the Asia-Pacific region were just 0.77% of what they were in 2021.
Asia moves: Senior hires at Natixis CIB, Citi and more
Latest job news from across the industry
Complying with climate risk framework standards for streamlined processes
Conscious that climate change affects all sectors of the economy, financial institutions are realising the significant impact this will have on their customers and, ultimately, their own profit margins.
Podcast: Leveraging Real-time Data Feeds For Faster Business Decisions
The markets have been on a very volatile ride in 2022, which makes low-latency data more crucial to the business.
Corporates rush to hedge emerging market currency risks
Falling forward points have reduced cost of hedging further drops in Chinese renminbi
StanChart tackles US-China rates divergence
Talking Heads 2022: Policy changes have upended correlations in emerging markets, says rates head Lettich
GFMA proposes disruption settlement framework for FX
Russian ruble close-out pain triggers calls for voluntary multilateral pricing framework
The Emir Refit Playbook
The upcoming Emir Refit regulation, set to enter the European Union’s statute books in the first half of 2024, is different in substance to the regulations preceding it, although the implications of complying with it are similar: firms will need to…
LGIM’s climate modelling shows ‘point of no return’ in 2025
Cost of limiting global warming to 1.5°C will become too great for economy within 36 months
Empirical research on the relationship between renewable energy consumption, foreign direct investment and economic growth in South Asia
This paper scrutinizes the link between renewable energy consumption, foreign direct investment (FDI) and economic progress in South Asian countries.
Revival of FX carry strategy leaves quants unconvinced
Record returns in March give little comfort that strategy is ‘back’
Technical indicator selection and trading signal forecasting: varying input window length and forecast horizon for the Pakistan Stock Exchange
This paper investigates how input window length and forecast horizon affect the predictive performance of a trading signal prediction system.
Abnormal returns and stock price movements: some evidence from developed and emerging markets
This paper investigates the impact of abnormal returns on stock prices by using daily and hourly data for developed and emerging markets from 2010 up until 2020.
The biggest Russian ETFs are filled with cash, US assets
ETFs issued by BlackRock, DWS and VanEck have sold nearly all of their ‘uninvestable’ Russia stock
How Russian stocks still meet EU rules for ‘good governance’
Loose SFDR definitions leave room for Russian state-owned firms to remain in article 8 funds
Russia’s foreign currency debt pile at risk of default
Sanctions could block coupon payments on $200bn of externally held foreign currency bonds
Traders turn to ruble NDFs to avoid sanctions trouble
Basis between physical and non-deliverable trades hits record high as users shun local currency
Pimco’s Brazilian real deal swells its swaps portfolio
Counterparty Radar: Bond investor held an 83% market share of BRL swaps traded with mutual funds at Q3 2021
Leveraging data in e-FX trading
In a world where electronic trading has infiltrated virtually every aspect of today’s FX market, having access to data and the means to interpret it are fundamental components of a successful e-FX strategy, writes Daniel Chambers, head of Data &…
Morgan Stanley solidifies forwards lead as Citi and BNP slip
Counterparty Radar: Non-G10 pairs regain momentum despite dip in total positions in Q3
Regulators moot public utility to tackle FX settlement risk
Idea floated as battery of initiatives vie to address slowing use of PvP services
Machines say: ‘Ignore the spread in merger arb’
Closely watched arbitrage spread poor predictor of a merger deal’s success, quant firm finds
House of the year, Japan: Barclays
Asia Risk Awards 2021
Buy-side trading system of the year: Tradeweb
Asia Risk Awards 2021