SIFMA Submits Comments On Treasury Market Structure
In comment letters filed today in response to the U.S. Treasury Department's request for information on the evolution of the Treasury market structure, SIFMA together with the American Bankers...
View ArticleSIFMA AMG Submits Comments To OECD On Treaty Benefits For Investors In...
Today, SIFMA’s Asset Management Group (SIFMA AMG) submitted a comment letter to the Organisation for Economic Co-operation and Development (OECD) in response to questions included in its recent...
View ArticleDubai International Financial Centre Hosts IMF 2016 Regional Economic Outlook...
Dubai International Financial Centre (DIFC), a global financial hub connecting businesses and institutions with emerging market opportunities across the Middle East, Africa and South Asia (MEASA),...
View ArticleChanging the Town Hall Meeting
We have all witnessed how town hall meetings can be dreadful. The CEO and/or some other senior executive shares an update about the company. Then, supposedly, he or she would like to answer questions...
View ArticleTrinidad and Tobago â Working With The International Community
Trinidad & Tobago continues to make great strides towards becoming a recognised international financial centre. To be a successful financial centre these days there are a number of factors that a...
View ArticleRabobank Joins Nexuslab To Foster Early-Stage Blockchain Ventures Across Europe
Nexuslab, the Swiss blockchain startup programme powered by Startupbootcamp, has announced a partnership with Rabobank. The Dutch bank joins Nexuslab to support the first round of its programme geared...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Chair Asks Cabinet...
Rt Hon. Andrew Tyrie MP, Chairman of the Treasury Committee, writes to Sir Jeremy Heywood, the Cabinet Secretary, asking him to set a date for Iain Mansfield, an official at the Department for...
View ArticleFIA Releases SEF Tracker For March 2016
Total trading volume on swap execution facilities averaged $469.3 billion per day during the month of March, which was a 5.8% increase from the previous month but a 4.2% decrease from March 2015. Below...
View ArticleLondon Stock Exchange Group Plc: Clarification Statement
In the course of an interview with the Financial Times last month on open access clearing in Europe, the CEO of London Stock Exchange Group ("LSEG"), Xavier Rolet, was asked to comment on the...
View ArticleMandatory Notification Of Trades - Oslo Børs VPS Holding ASA
In connection with a monthly share savings plan for employees of subsidiaries, Oslo Børs VPS Holding has sold a total of 2018 shares. New holding is 2280 shares. Employees paid a share price of NOK...
View ArticleDistributed Ledger Technology â Panacea Or Flash In The Pan?, Speech By...
Is distributed ledger technology (DLT) a hype in need of demystifying? Is it a panacea that can heal the ailments of the financial industry, or it is a flash in the pan that will be forgotten in a few...
View ArticleEuropean Commission - Capital Markets Union: Taking Stock Of The Progress...
The Commission is today taking stock of the progress made in the first six months since the adoption of the Capital Markets Union Action Plan and it is publishing the first CMU status report.read more...
View ArticleNew Data On OTC Equity Trading Now Available, FINRA Announces - Additional...
The Financial Industry Regulatory Authority (FINRA) today announced that expanded data on over-the-counter (OTC) trading in equity securities is now live, extending FINRA's trading-volume transparency...
View ArticleFINRA Decision Bars James Van Doren For Unethical Conduct; Registered...
The Financial Industry Regulatory Authority (FINRA) announced today a decision barring James Van Doren from the securities industry for unethical conduct involving money laundering and a scheme to...
View ArticleBM&FBOVESPA Begins Trading 19 New Unsponsored Level I BDR Programs -...
BM&FBOVESPA today began trading 19 new Unsponsored Level I BDR programs (BDR NP), issued by Deutsche Bank SA PN. BDRs are securities issued in Brazil by depository institutions and which have...
View ArticleEntropy and credit risk in highly correlated markets. (arXiv:1604.07042v1...
We compare two models of corporate default by calculating the Jeffreys-Kullback-Leibler divergence between their predicted default probabilities when asset correlations are either high or low. Our main...
View ArticleExtreme Concurrent Portfolio Losses in Credit Risk. (arXiv:1604.06917v1...
Within the framework of the Merton model, we consider the problem of concurrent portfolio losses in two non-overlapping credit portfolios. In order to explore the full statistical dependence structure,...
View ArticleOn the Optimal Dividend Problem for Insurance Risk Models with...
This paper concerns an optimal dividend distribution problem for an insurance company with surplus-dependent premium. In the absence of dividend payments, such a risk process is a particular case of...
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