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Chris Davis
Journalist
Chris Davis is a derivatives reporter for Risk.net. His topics of interest include benchmark reform, over-the-counter derivatives pricing and collateral management.
Davis was previously a feature writer for Treasury Today magazine.
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Articles by Chris Davis
Dealers predict Swap Connect will boost China’s swaps market
Banks expect strong interest from clients wishing to trade instruments onshore via new access scheme
Capital-protected notes surge after US rate hikes
Higher cost of borrowing and equity selloffs revive old favourite of Asia’s structured products market
JSCC swap surge triggers plea to rethink US client ban
With over two-thirds of yen RFR swaps volumes going to JSCC, calls grow for CFTC to ease clearing restrictions
Power-reverse to the future: falling yen revs up PRDCs again
Pressure on Japanese unit sparks revival in power-reverse dual currency notes
Isda set to draft China netting opinion
Banks could be in a position to turn on close-out netting in China by third quarter
HSBC, StanChart face capital hit on cleared renminbi trades
Lack of UK recognition for Shanghai Clearing House could prompt banks to reduce exposures
Volatile HSCEI spells vega misery for autocall issuers
Index in ‘peak vega’ peril despite Wednesday's 12.5% rebound
China stock slump hits snowball issuers
Sharp selloff in CSI 500 index threatens pain for local issuers of popular structured products
High rates offer an opportunity for Singapore’s benchmark transition
Rising interest rates should speed the transitioning of legacy SOR loans – but there is little time to spare
Asia moves: Senior hires at Standard Chartered, Barclays and more
Latest job news across the industry
Dealers slam alternative for Tibor Tokyo swap rate
Refinitiv activates synthetic version, but TSR’s cessation is on hold pending further consultation
Japan’s Tibor swap rate faces cessation
Administrator Refinitiv could end benchmark as soon as next week following withdrawal of contributors
Evergrande stress boosts fledgling China CDS indexes
Interest surges in products seen as better gauges of credit risk for embattled property sector
Banks plan first yen Libor bond transitions
SG and Crédit Agricole Tona switches expected to be first bonds that ditch outgoing Japanese rate
China netting: industry raises concerns on cross-border trades
Filing requirement of new netting law could unfairly penalise trades from foreign banks
JP Morgan returns to HK warrants hit by China sanctions
US bank faces battle to rebuild client base on sanctioned securities, issuers say
Three more issuers look to enter HK warrants market
Sources say Citic, KIS and Huatai preparing to launch warrants and CBBCs on HKEX
SOR liquidity drought complicates SGD benchmark shift
Asia Risk Congress: SMBC exec says exiting SOR trades is becoming harder as Sora liquidity surges
LCH eyes SOR swap conversion
CCP will consult in Q1 on conversion methodology for switching SOR swaps to Sora
Sales of China’s snowball notes fall
Issuers point to tighter equity index basis and recent regulator warning over marketing of snowballs
Japan dealers hail ‘Tona First’ success
Tona overtakes Libor benchmark in yen swaps, but Tibor surge creates new basis risks
Evergrande exposes China’s lack of credit hedges
Onshore credit derivatives market has been little help during property giant’s recent woes, sources say
Japan’s Libor-linked structured products face basis menace
Lack of readiness for compounded rates could sweep repacks onto synthetic Libor, creating swaps mismatch