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FACTBOX-Key "fat tail" risks facing Asian investors

Published 09/17/2009, 12:38 AM
Updated 09/17/2009, 12:39 AM

Sept 17 (Reuters) - A year after the collapse of Lehman Brothers overturned many conventional risk management models, scenario-planning and risk-mapping techniques have taken on new importance for investors and businesses.

Many of the "fat tail" risks that could cause another crisis come from outside the world of finance -- from geopolitics, terrorism, epidemics, extreme weather and natural disasters.

While they may be impossible to capture in conventional risk estimates, markets and companies can try to seek some protection from these risks by identifying the most likely source of the next global shock, and having plans in place to deal with it.

Following is a survey of some of the key risks that investors and executives in Asia need to be prepared for, compiled from political risk consultancies, economic analysts and from the World Economic Forum's 2009 Global Risks report.

WAR

Of the three global war risks with the greatest potential to spark widespread turmoil, two originate in Asia.

North Korea's renewed belligerence, and the unpredictability of Kim Jong Il's regime, have raised the risk of a major conflict that could inflict severe damage on South Korea and potentially Japan, and possibly involve nuclear weapons.

The world's most worrying war risk was long considered to be a nuclear conflict between India and Pakistan. Most analysts believe this risk has receded in recent years, despite the fall-out from the militant attack on Mumbai last year. But instability in Pakistan, plus the potential for misunderstandings to escalate quickly into war, mean the risk remains real.

Investors also need to be aware of the risk of an Israeli attack on Iran to try to neutralise its nuclear programme, a move which could spark wider Middle East conflict, send the price of oil sharply higher, and create prolonged global instability.

NUCLEAR PROLIFERATION

Nuclear proliferation posed two potential "fat tail" risks to global markets. The first is that if more "rogue" states get access to the nuclear bomb, the chances rise that sooner or later, a country will seek to use them. Concerns in Asia have been rising that Myanmar, an unpredictable and often belligerent country, is trying to acquire nuclear weapons.

The second major risk is that a terrorist group manages to get hold of a nuclear weapon, or acquires enough fissile material to build a "dirty bomb", a conventional explosive device which can spread radioactive material widely.

Analysts believe that given the difficulty of maintaining security over all the nuclear material in the world, particularly in unstable and impoverished countries, it may only be a matter of time before a militant group is able to launch a dirty bomb attack.

If non-state militant groups acquire nuclear capacity, it would fundamentally alter the balance of military power in the world, with potentially huge implications for global stability and market confidence.

NATURAL DISASTERS

The increasing risk of extreme weather events caused by climate change and the impact of humans on the environment is a growing concern for markets. Of the 38 top risks identified by the World Economic Forum in 2009, eight relate to environmental issues. Several Asian cities are located on the coast and are highly vulnerable to extreme weather and rising sea levels.

Several areas of Asia are also at risk from earthquakes and tsunamis, and because of increasingly specialised global supply chains, a disaster in one area can quickly reverberate across world markets. The possibility of a major earthquake hitting Tokyo is a particular preoccupation for risk forecasters.

PANDEMICS

This year's H1N1 swine flu pandemic and the Severe Acute Respiratory Syndrome (SARS) outbreak of 2002/3 caused major upheaval in Asia, even though they were relatively mild compared to the damage that a virulent global pandemic could wreak.

The possibility of a new avian influenza mutation starting in Asia and going global is regarded by risk planners as a key danger. It is almost certain to happen, but predicting when, and how severe it will be, may be impossible.

RETRENCHMENT FROM GLOBALISATION

A central risk identified by the World Economic Forum this year is that the financial crisis causes a retrenchment from globalisation, with many nations retreating behind protectionist barriers and "beggar-thy-neighbour" economic policies. So far, the signs are that this will not happen -- trade spats continue to simmer, but there has been no wholesale trend towards protectionism. But this remains a key risk to watch.

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