Statement Of CFTC Chairman Timothy Massad On Release Of Reports On CCP...
I welcome the documents published today by the Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO), as well as by the Financial...
View ArticletrueEX Introduces Execution Of Brazilian Real Swaps Cleared At CME Group
trueEX, the innovative global interest rate swap trading platform, has built a solution to provide execution for Brazilian Real (BRL) interest rate swaps cleared at CME Group. The launch follows CME...
View ArticleTABB Group - NEW Equities Data: Off-Exchange Percentage Hits 6-Year High
According to the July 2016 TABB Equities LiquidityMatrix™ (ELM) – available on TabbFORUM.com – Off-exchange market share in July 2016 increased 2% month-over-month to 38.3%, the highest off-exchange...
View ArticleSEC: Former Goldman Sachs Trader Settles Fraud Charges
The Securities and Exchange Commission today announced that the former head trader in residential mortgage-backed securities (RMBS) at Goldman Sachs has agreed to be barred from the securities industry...
View ArticleGPW Modifies Exchange Indices
Following analyses and consultations, GPW introduces new publication terms of its sector sub-indices and modifies the classification terms of companies in the WIGdiv index.The Exchange calculates 11...
View ArticleSEC: Company Punished For Severance Agreements That Removed Financial...
The Securities and Exchange Commission today announced that a California-based health insurance provider has agreed to pay a $340,000 penalty for illegally using severance agreements requiring outgoing...
View ArticleUK's Financial Conduct Authority Statement On Consultation Paper 12/20:...
The Financial Conduct Authority (FCA) has today written to firms providing an update on Consultation Paper 12/20: Review of the client money rules for insurance intermediaries, where it had proposed...
View ArticleISDA Publishes 2016 Variation Margin Protocol
The International Swaps and Derivatives Association, Inc. (ISDA) has today launched a new Protocol that will help market participants comply with new variation margin requirements, set to come into...
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CFP Board Center for Financial Planning Expands Profession’s Body of...
The series will launch in early 2017 with the release of Communication Essentials for Financial Planners: Strategies and Techniques, written by Dr. John Grable and Dr. Joseph Goetz of the University...
View ArticleNZX Half Year 2016 Results Announcement - Strong Performance In NZX’s...
NZX’s financial results for the six months to 30 June 2016 demonstrate the strong performance of its markets business and growth in its funds services business, reflecting the strategic investments it...
View ArticleISDA Publishes SwapsInfo Second Quarter 2016 Review
SwapsInfo Second Quarter 2016 Reviewread more...
View ArticleA Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds....
This paper introduces a more general modeling world than available under the classical no-arbitrage paradigm in finance. New research questions and interesting related econometric studies emerge...
View ArticleOptimal importance sampling for L\'evy Processes. (arXiv:1608.04621v1...
We develop generic and efficient importance sampling estimators for Monte Carlo evaluation of prices of single- and multi-asset European and path-dependent options in asset price models driven by...
View ArticleRank-optimal weighting or "How to be best in the OECD Better Life...
We present a method of rank-optimal weighting which can be used to explore the best possible position of a subject in a ranking based on a composite indicator by means of a mathematical optimization...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleGeneral Semi-Markov Model for Limit Order Books: Theory, Implementation and...
The paper considers a general semi-Markov model for Limit Order Books with two states, which incorporates price changes that are not fixed to one tick. Furthermore, we introduce an even more general...
View ArticleElectoral Stability and Rigidity. (arXiv:1608.05038v1 [q-fin.EC])
Some argue that political stability is best served through a two-party system. This study refutes this. The author mathematically defines the stability and rigidity of electoral systems comprised of...
View ArticleRisk reduction and Diversification within Markowitz's Mean-Variance Model:...
The conventional wisdom of mean-variance (MV) portfolio theory asserts that the nature of the relationship between risk and diversification is a decreasing asymptotic function, with the asymptote...
View ArticleBayesian Posteriors For Arbitrarily Rare Events. (arXiv:1608.05002v1 [math.ST])
Each period, either a blue die or a red die is tossed. The two dice land on side \bar{k} with unknown probabilities $p_{\bar{k}}$ and $q_{\bar{k}}$, which can be arbitrarily low. Given a...
View ArticleMonetary economics from econophysics perspective. (arXiv:1608.04832v1...
This is an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics Be a Physical Science?" The first part of the paper...
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