BIS- Committee On Payments And Market Infrastructures: Distributed Ledger In...
The Committee on Payments and Market Infrastructures has published a report on Distributed ledger technology in payment clearing and settlement. The report provides an analytical framework for central...
View ArticleEconomic inequality and mobility for stochastic models with multiplicative...
In this article, we discuss a dynamical stochastic model that represents the time evolution of income distribution of a population, where the dynamics develop from an interplay of multiple economic...
View ArticleProbability density of lognormal fractional SABR model. (arXiv:1702.08081v1...
Instantaneous volatility of logarithmic return in the lognormal fractional SABR model is driven by the exponentiation of a correlated fractional Brownian motion. Due to the mixed nature of driving...
View ArticleThe short-term price impact of trades is universal. (arXiv:1702.08029v1...
We analyze a proprietary dataset of trades by a single asset manager, comparing their price impact with that of the trades of the rest of the market. In the context of a linear propagator model we find...
View ArticleObligations with Physical Delivery in a Multi-Layered Financial Network....
This paper provides a general framework for modeling financial contagion in a system with obligations in multiple illiquid assets. In so doing, we develop a multi-layered financial network that extends...
View ArticleA Unified Approach for Drawdown (Drawup) of Time-Homogeneous Markov...
Drawdown (resp. drawup) of a stochastic process, also referred as the reflected process at its supremum (resp. infimum), has wide applications in many areas including financial risk management,...
View ArticleNYSE, NYSE Arca And NYSE MKT Short Interest Reports
NYSE today reported short interest as of the close of business on the settlement date of February 15 2017.read more...
View ArticleTehran Stock Exchange's Return In 2016: 7th Globally, 3rd Regionally
World Federation of Exchanges released its members performance in 2016.read more...
View ArticleThomson Reuters Re-Appointed By Bank Negara Malaysia As Calculating Agent For...
Thomson Reuters has been re-appointed by Bank Negara Malaysia (BNM) as the calculating and distribution agent for the industry interest rate benchmark, Kuala Lumpur Interbank Offered Rate (KLIBOR).read...
View ArticleShenzhen Stock Exchange Serves National Development Strategies As Capital...
SF Holding officially debuted on the capital market as the opening bell rang in the listing hall of SZSE on February 24, 2017. This is an amazing turnaround on the company’s road of growth, opening a...
View ArticleSGX Welcomes Hatten Land To Catalist
Singapore Exchange (SGX) today welcomed Hatten Land to Catalist under the stock code “PH0”.read more...
View ArticleJapan Exchange Regulation And Tokyo Stock Exchange: Application Of Artificial...
Japan Exchange Regulation ("JPX-R") and Tokyo Stock Exchange, Inc. ("TSE") have decided to take the groundbreaking move of applying artificial intelligence (AI) to market surveillance operations.JPX-R...
View ArticleETFGI Reports Assets Invested In Active ETFs/ETPs Listed Globally Reached A...
ETFGI, the leading independent research and consultancy firm on trends in the global ETF/ETP ecosystem, today reported assets invested in active ETFs/ETPs listed globally reached a new record high of...
View ArticleNEX Exchange Appoints Mireille Dyrberg To Its Board
NEX Exchange, a NEX Group business which operates a regulated, UK stock exchange for small and medium companies, announces today that it has appointed Mireille Dyrberg to its Board as a Non-Executive...
View ArticleETFGI Reports Assets Invested In Smart Beta Equity ETFs/ETPs Listed Globally...
ETFGI, the leading independent research and consultancy firm on trends in the global ETF/ETP ecosystem, today reported assets invested in smart beta equity ETFs/ETPs listed in globally reached a new...
View ArticleAbu Dhabi Global Market And Citi Choose Abu Dhabi To Host 2017 Global...
Abu Dhabi Global Market (ADGM), the international financial centre in Abu Dhabi, is pleased to partner with Citi for the Citi® Tech for Integrity Challenge (T4I) to take place in Abu Dhabi, the capital...
View ArticleRisk sharing and real exchange rates: the role of non-tradable sector and...
Most of the international macro models, in contrast to the data, imply a very high level of risk sharing across countries and very low real exchange rate (RER) volatility relative to output. In this...
View ArticleStatement From Secretary Mnuchin On President Trump’s Speech To Joint...
Secretary of the Treasury Steven T. Mnuchin issued the following statement today in response to President Donald J. Trump’s speech to a joint session of Congress: “President Trump’s plan to grow our...
View ArticleTokyo Commodity Exchange: Final Settlement Price Of Crude Oil For February...
Final settlement price of Dubai Crude Oil for February 2017 contract is 38,730 yen.read more...
View ArticleThe Saudi Stock Exchange Performance Report – February 2017
At the end of February 2017 Tadawul All Share Index (TASI) closed at 6,972.39 points, decreased by 129.47 points 1.82% over the close of the previous month. Highest close level for the index during...
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