Dollar replaces VIX as gauge of banks' appetite for leverage - BIS's Hyun...
Press release, 15 November 2016.
View ArticleThe dollar, bank leverage and the deviation from covered interest parity
We document the triangular relationship formed by the strength of the US dollar, cross-border bank lending in dollars and deviations from covered interest parity (CIP). A stronger dollar goes...
View Articleayondo Acquires Leading Singapore’s Fintech Brand TradeHero
Financial technology group ayondo has acquired the TradeHero brand, a Singapore investor education app that has been ranked the number one finance app in the Apple iOS app in over 90 countries.read...
View ArticleAxiomSL Data And Process Control Platform Recognized As “Category...
AxiomSL, the leader in risk data management and regulatory reporting for financial services, is pleased to announce its leading position in a new Chartis FinTech Quadrant®, “Data Integrity and Control...
View ArticleUNICEF & Ellen Macarthur Cancer Trust Open LSEG’s Sixth Annual...
London Stock Exchange Group (LSEG) will today donate a day’s worth of share trading fees from across our markets - London Stock Exchange, Borsa Italiana and Turquoise – to charity. Distributed through...
View ArticlePowerShares US High Yield Fallen Angels UCITS ETF Launched On Xetra - ETF...
A new bond index fund from the ETF offering issued by PowerShares Global Funds has been tradable on Xetra and Börse Frankfurt since Tuesday.read more...
View ArticleNew db X-trackers Smart Beta ETF On Euro-Zone Companies Tradable On Xetra -...
A new db x-trackers ETF from the Deutsche Asset Management ETF product family has been available for trading on Xetra and Börse Frankfurt since Tuesday.read more...
View ArticleESMA Defines Common Supervisory Approach For CCPs’ Service Extensions...
The European Securities and Markets Authority (ESMA) has issued today an opinion defining a common supervisory approach for supervisors dealing with central counterparties (CCPs) wishing to extend...
View ArticleCME Group Announces Sir Tim Berners-Lee As The 2016 Melamed-Arditti...
CME Group's Center for Innovation today announced that Sir Tim Berners-Lee, inventor of the World Wide Web and Founding Director, World Wide Web Foundation, is the 12threcipient of the CME Group...
View ArticleSIFMA Statement On SEC Chair Mary Jo White’s Departure Announcement
SIFMA today issued the following statement from Kenneth E. Bentsen, Jr., SIFMA president and CEO, on SEC Chair Mary Jo White’s announced departure plans:read more...
View ArticleIs One-Stop Shopping a Good Thing?
When many firms pursue diversification strategies, they argue that they can provide one-stop shopping for clients. This logic implies that one-stop shopping adds value for the customer, and that the...
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DFM Organizes Workshop On Best Practices Of Corporate Governance With The...
Dubai Financial Market (DFM) has organized a workshop on best practices of Corporate Governance, with the participation of 10 listed companies, as part of its constant efforts to further enhance the...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 17 November 2016 amounted to SAR 28.30 billion, increasing by 10.05% over the previous week; while total stock market capitalization reached SAR...
View ArticleConstrained Optimal Transport. (arXiv:1610.02940v1 [math.FA] CROSS LISTED)
The classical duality theory of Kantorovich and Kellerer for the classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This...
View ArticleOn convex functions on the duals of $\Delta_2$-Orlicz spaces....
In the dual $L^{\Phi^*}$ of a $\Delta_2$-Orlicz space $L^\Phi$, we show that a proper (resp. finite) convex function is lower semicontinuous (resp. continuous) for the Mackey topology...
View ArticleCalibration to American Options: Numerical Investigation of the...
American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The...
View ArticleOn the wavelets-based SWIFT method for backward stochastic differential...
We propose a numerical algorithm for backward stochastic differential equations based on time discretization and trigonometric wavelets. This method combines the effectiveness of Fourier-based methods...
View ArticleValue-at-Risk Prediction in R with the GAS Package. (arXiv:1611.06010v1...
GAS models have been recently proposed in time-series econometrics as valuable tools for signal extraction and prediction. This paper details how financial risk managers can use GAS models for...
View ArticleASIC Commences Civil Penalty Proceedings Against State One Stockbroking Ltd...
ASIC has commenced civil penalty proceedings against State One Stockbroking Ltd (State One) in the Federal Court of Australia in Perth for failing to comply with two ASIC Market Integrity Rules (ASX...
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