ESMA Publishes The Responses To Its Consultation Paper On Technical Advice On...
The European Securities and Markets Authority (ESMA) has published the responses received to the Consultation Paper on technical advice on Benchmarks Regulation.read more...
View ArticleCanadian Securities Regulators Release Latest Three-Year Business Plan
The Canadian Securities Administrators (CSA) today released its Three-Year Business Plan for the period from April 1, 2016 to March 31, 2019.read more...
View ArticleEuropean Parliament: ECON Committee Is Satisfied That Vice-President...
Following a hearing at the Committee on Economic and Monetary Affairs (ECON Committee), a large majority of ECON Coordinators were satisfied that Vice-President Dombrovskis is in a position to assume...
View ArticleGFMA, IIF, ISDA, JFMC And TCH Respond To The Basel Consultation On Leverage...
The Global Financial Markets Association (GFMA), the Institute of International Finance (IIF), the International Swaps and Derivatives Association (ISDA), the Japan Financial Markets Council (JFMC) and...
View ArticleUnited States Department Of Justice: Former Rabobank Derivatives Trader...
A former Coöperatieve Centrale Raiffeisen-Boerenleebank B.A. (Rabobank) derivatives trader, who worked in Hong Kong and Singapore as the bank’s Head of Money Market and Derivatives Trading for...
View ArticleNZX Half Year 2016 Results Announcement Date
NZX intends to release its half year 2016 financial results before market open on Wednesday 17 August 2016.read more...
View ArticleFederal Court In Illinois Orders Matthew J. Marcus And His California Company...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that on June 30, 2016, Judge Milton I. Shadur of the U.S. District Court for the Northern District of Illinois entered a Consent...
View ArticleArtificial Neural Network and Time Series Modeling Based Approach to...
Any discussion on exchange rate movements and forecasting should include explanatory variables from both the current account and the capital account of the balance of payments. In this paper, we...
View ArticleOn the American swaption in the linear-rational framework....
We study American swaptions in the linear-rational term structure model introduced in [5]. The American swaption pricing problem boils down to an optimal stopping problem that is analytically...
View ArticleInferring the contiguity matrix for spatial autoregressive analysis with...
Inference methods in traditional statistics, machine learning and data mining assume that data is generated from an independent and identically distributed (iid) process. Spatial data exhibits behavior...
View ArticleOn optimal joint reflective and refractive dividend strategies in spectrally...
The expected present value of dividends is one of the classical stability criteria in actuarial risk theory. In this context, numerous papers considered threshold (refractive) and barrier (reflective)...
View ArticleCME: Performance Bond Requirements: Agriculture, Energy, Equity, FX, Metals...
As per the normal review of market volatility to ensure adequate collateral coverage, the Chicago Mercantile Exchange Inc., Clearing House Risk Management staff approved the performance bond...
View ArticleMNI India Consumer Sentiment Indicator: India Consumer Confidence Rebounds In...
Indian consumer sentiment picked up in June in a broad based improvement which saw greater optimism towards buying conditions and the business environment. The MNI India Consumer Sentiment Indicator...
View ArticleTMX Group Equity Financing Statistics â June 2016
TMX Group today announced its financing activity on Toronto Stock Exchange and TSX Venture Exchange for June 2016.read more...
View ArticleBank Of England Financial Stability Paper 38: Systemic Risk In Derivatives...
âSystemic risk in derivatives markets: a pilot study using CDS data (2.2MB)Robleh Ali, Nick Vause and Filip Zikesread more...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Committee Examines...
The Treasury Committee takes further evidence on the relationships that the UK might now seek with the EU.read more...
View ArticleStatement By IMF Managing Director Christine Lagarde: Proposes Appointment Of...
Ms. Christine Lagarde, Managing Director of the International Monetary Fund (IMF), announced today her proposal to appoint Mr. Tao Zhang as Deputy Managing Director, effective August 22, 2016. Mr....
View ArticleUK Financial Services Trade And Investment Board's Third Meeting Chaired By...
The Financial Services Trade and Investment Board (FSTIB) met for the third time yesterday (7 July 2016) following its re-launch last year, and was chaired by the Economic Secretary to the Treasury,...
View ArticleUK's Financial Conduct Authority Guidance On Fund Suspensions
Following the result of the EU referendum, we are aware that some asset managers are experiencing higher than normal levels of redemption requests from investors in their funds. read more...
View ArticleSean Mckessy, Chief Of Whistleblower Office, To Leave SEC
The Securities and Exchange Commission today announced that Sean McKessy, Chief of the SEC’s Office of the Whistleblower, is planning to leave the agency later this month.read more...
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