All posts tagged "volatility"
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136ChinaCSRC Tightens Scrutiny on Snowball Derivatives Products – Report
The CSRC has instructed brokerage firms to tighten risk controls on Snowball derivatives and ensure their risks are fully disclose to investors.
August 17, 2021 -
378Big PictureOECD Offers Policy Advice for Regulating AI in Financial Services
Among the recommendations are the introduction of suitability requirements for AI-driven financial services, and add-on capital buffers based on AI algorithms.
August 17, 2021 -
209Big PictureETF Structure Proved Resilient to Market Stress: IOSCO
An IOSCO study has helped to “alleviate concerns" about possible financial stability risks or fragilities relating to the ETF structure.
August 16, 2021 -
85Australia & NZASIC Finds ‘Robust’ Valuation Practices in Fund Industry
Valuation practices for illiquid assets were robust, timely and consistent with regulatory guidance and industry standards, ASIC found in a review.
August 11, 2021 -
620Asia-PacificStructured Products Landscape in a Post-pandemic APAC
Bloomberg’s Abdessamad Khaled and Gaurav Kapoor discuss how structured products have performed and the role automation plays in maintaining stability.
August 5, 2021 -
133Big PictureFRTB May Constrain Growth of Carbon Trading Market
ISDA suggests in a new paper that the risk weight for carbon certificates under FRTB should be reduced and the tenor correlation parameter should be increased.
July 29, 2021 -
122Asia-PacificThailand SEC Issues New Rules on Fund Liquidity Management
Asset managers have until 1 January 2022 to have a board-approved policy in place and ensure the availability of sufficient liquidity management tools.
July 29, 2021 -
286Capital RegulationCentralised Valuation Engine: An Uplift to Compliance & Decision Making
The benefits of a centralised valuation engine for derivatives portfolios have become more apparent for banks amid the pandemic and as the final Basel requirements loom.
July 28, 2021 -
189AML / KYCBOT Warns Against Using Crypto As Means of Payment
If the use of digital assets as a means of payment for goods and services become widespread, the BOT will take action in coordination with the SEC.
July 18, 2021 -
96Australia & NZAPRA Proposes Banks Maintain Higher Self-securitised Assets
APRA proposes that banks maintain at least 30 percent of their LCR Net Cash Outflows in self-securitised assets, separate from that used as collateral for the CLF.
July 15, 2021
