Harmonisation Of The Unique Product Identifier (UPI) - Second Consultative...
The Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) have today published for public comment a second consultative report on...
View ArticleIOSCO consults on good practices for the termination of investment funds in...
18 August 2016 - The Board of the International Organization of Securities Commissions today published a consultation report on Good Practices for the Termination of Investment Funds, which proposes a...
View ArticleIOSCO Consults On Good Practices For The Termination Of Investment Funds In...
The Board of the International Organization of Securities Commissions today published a consultation report on Good Practices for the Termination of Investment Funds, which proposes a set of good...
View ArticleNasdaq Extends Market Surveillance Contract With BM&FBOVESPA - The...
Nasdaq, Inc. (Nasdaq:NDAQ) has announced today the extension of their contract regarding BM&FBOVESPA’s – the largest stock exchange in Latin America – use of the SMARTS Market Surveillance...
View ArticleAn Announcement Of The Issuance Of The Board Of Saudi Arabia’s Capital...
As part of the Capital Market Authority's efforts to develop the Capital Market in the Kingdom and protect investors, regulate and monitor the work and activities of the entities subject to the control...
View ArticleCanadian Securities Regulators Seek Comment in Advance Of Move To T+2...
The Canadian Securities Administrators (CSA) today published proposed amendments to National Instrument 24-101 Institutional Trade Matching and Settlement in addition to CSA Consultation Paper 24-402...
View ArticleA Semi-Analytic Approach To Valuing Auto-Callable Accrual Notes....
We develop a semi-analytic approach to the valuation of auto-callable structures with accrual features subject to barrier conditions. Our approach is based on recent studies of multi-assed binaries,...
View ArticleFilling the gaps smoothly. (arXiv:1608.05145v1 [q-fin.CP])
The calibration of a local volatility models to a given set of option prices is a classical problem of mathematical finance. It was considered in multiple papers where various solutions were proposed....
View ArticleCFTC Charges Forex Capital Markets, LLC With Undercapitalization, Failing To...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil enforcement action in the U.S. District Court for the Southern District of New York against Forex Capital Markets, LLC (FXCM),...
View ArticleCFTC Charges Deutsche Bank AG With Multiple Swap Reporting Violations,...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil Complaint in the U.S. District Court for the Southern District of New York today, charging Deutsche Bank AG (Deutsche Bank), a global...
View ArticleOpen Interest Of TOCOM Gold Rolling Spot Renews All-Time High Above 110,000...
The Tokyo Commodity Exchange Inc. announced that open interest of Gold Rolling Spot futures contract was 110,694 contracts at the close of the August 19 sessions rising above 110,000 contracts for the...
View ArticleHKEX: Arrangements For Adjustment Of SOHO China Futures
Hong Kong Exchanges and Clearing Limited (HKEX) has announced the arrangements for the adjustment to SOHO China Ltd (SOHO China) futures to account for SOHO China’s special dividend.read more...
View ArticleIncorporating energy into production functions
In my last post on my Debtwatch blog, I finished by saying that the Physiocrats were the only School of economics to properly consider the role of energy in production. They ascribed it solely to...
View ArticleThai Listed Firms Show Strong Growth With Q2 Earnings Up 12%
Companies listed on The Stock Exchange of Thailand (SET) reported a net profit of THB 245.25 billion (approx. USD 7.03 billion) in the second quarter of 2016, growing 11.83 percent from Q2/2015, and up...
View ArticleWeekly Top 5 Papers – August 19, 2016
1. Explaining Nationalist Political Views: The Case of Donald Trump by Jonathan Rothwell (Gallup)read more...
View ArticleApproval Of Shenzhen Hong-Kong Stock Connect
The China Securities Regulatory Commission (CSRC), Hong Kong Securities & Futures Commission (SFC) issued a joint announcement on 16 August, 2016, approving in principle the establishment of mutual...
View ArticleMonetary Authority Of Singapore Sets Out Strategies For Electronic Payments...
The Monetary Authority of Singapore (MAS) today articulated strategies to promote electronic payments in Singapore, and has published a “Singapore Payments Roadmap” which it has commissioned KPMG...
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