ISDA derivatiViews: Resolution On CCP Resolution?
The Financial Stability Board (FSB) and its chairman, Mark Carney, last month reiterated their intention to prioritize central counterparty (CCP) resilience, recovery and resolution for the remainder...
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Investing and Valuation Lessons from the Renaissance
I just got back a few days ago from a two-week family holiday in Italy, where we spent the bulk of the second week in Florence, which we used as a springboard to see Tuscany. I kept away from work...
View ArticleSEC: Hedge Fund Manager Charged In Scheme Involving Terminally Ill
The Securities and Exchange Commission today announced fraud charges against a hedge fund manager and his firm accused of paying terminally ill individuals to use their names on purportedly joint...
View ArticleTreasury International Capital Data For June
The U.S. Department of the Treasury today released Treasury International Capital (TIC) data for June 2016. The next release, which will report on data for July 2016, is scheduled for September 16,...
View ArticleStatement of Commissioner J. Christopher Giancarlo Swap Dealer De Minimis...
Statement of Commissioner J. Christopher Giancarlo Swap Dealer De Minimis Exception Final Report
View ArticleCFTC Staff Releases Swap Dealer De Minimis Exception Final Staff Report
The Division of Swap Dealer and Intermediary Oversight of the U.S. Commodity Futures Trading Commission (CFTC or Commission) today issued the Swap Dealer De Minimis Exception Final Staff Report.
View ArticleCFTC Staff Releases Swap Dealer De Minimis Exception Final Staff Report
The Division of Swap Dealer and Intermediary Oversight of the U.S. Commodity Futures Trading Commission (CFTC or Commission) today issued the Swap Dealer De Minimis Exception Final Staff Report. The...
View ArticleCalPERS Adopts Environmental, Social, And Governance Strategic Plan -...
The California Public Employees' Retirement System (CalPERS) Board of Administration today adopted the Environmental, Social, and Governance (ESG) 5-Year Strategic Plan (PDF), a six -point plan that is...
View ArticleStatement Of CFTC Commissioner J. Christopher Giancarlo On The Swap Dealer De...
Today’s final staff report regarding the swap dealer de minimis exception contains no recommendations to the Commission. That is not helpful. However, I understand that the Commission will now...
View ArticleThe MiG Report July 2016 - TSX - TSX Venture Exchange
Please click here for the July 2016 MiG Report.
View ArticleA stochastic Stefan-type problem under first order boundary conditions....
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a...
View ArticleProperty bubble in Hong Kong: A predicted decade-long slump (2016-2025)....
Between 2003 and 2015 the prices of apartments in Hong Kong (adjusted for inflation) increased by a factor of 3.8. This is much higher than in the United States prior to the so-called subprime crisis...
View ArticleClearstream’s Monthly Report
The pan-European settlement platform TARGET2-Securities (T2S) is gaining momentum. The third migration wave will take place next month, and more and more market participants now focus on optimising...
View ArticleQuayle Munro Advises PIRA Energy Group On Its Sale To S&P Global Platts
Quayle Munro is pleased to announce that it has advised PIRA Energy Group (“PIRA”), a leader in global energy market analysis, on its sale to S&P Global Platts. The purchase extends S&P Global...
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16Aug/Reports from CPMI-IOSCO advance regulatory agenda on central...
Press release about CPMI-IOSCO advancing regulatory agenda on central counterparties, 16 August 2016
View Article16Aug/Implementation monitoring of PFMI: Level 3 assessment - Report on the...
This report reviews financial risk management and recovery practices in place at a selected set of derivatives CCPs. The findings show that CCPs have made important and meaningful progress in...
View Article16Aug/Resilience and recovery of central counterparties (CCPs): Further...
The proposed guidance outlined in this consultative report provides further clarity and granularity on several key aspects of the PFMI to further improve CCP resilience.
View Article16Aug/Progress report on the CCP workplan
The BCBS, CPMI, FSB and IOSCO are publishing a progress report on the CCP workplan, August 2016.
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