The information package will help clearing participants make final preparations for the launch of the new new risk engine on 13 June.
June 9, 2022The VaR Platform will replace the existing flat-rate model for calculation of margin and HKSCC Default Fund contributions.
May 18, 2022APRA says it has observed weaknesses in banks' Risks-not-in-VaR frameworks and inconsistencies in the calculation of the capital add-ons applied.
May 19, 2021Reducing the settlement cycle to T+1 could reduce the NSCC's value-at-risk clearing fund charge by 30-40 percent for sample portfolios, DTCC said.
February 24, 2021Hong Kong, Singapore and Tokyo each have an opportunity to demonstrate global leadership in the regtech sector, according to a panel of experts hosted by the Asia Society's Hong Kong Center.
January 18, 2021The FSC has also suspended the Shin Kong Life's chairman, who was responsible for the investment decisions that threatened the insurer's financial strength.
September 18, 2020More extreme events have a low probability but are still plausible, illustrating the importance of managing cyber resilience effectively, the RBNZ says.
February 26, 2020Margin requirements will be lower for positions that are hedged against each other, making some options strategies more feasible for traders.
February 25, 2020Banks take an average 251 days to discover the occurrence of operational loss events, and 184 days to move from discovery and recognition, according to a new BIS paper.
February 14, 2020The Fundamental Review of the Trading Book was supposed to redefine how banks collectively manage risks. Yet, risk can still be a ‘ghost in the machine’.
May 14, 2018