EBA Confirms The Use Of Unsolicited Credit Ratings For Determining...
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Euronext today announced the first issue of Treasury Bonds, dedicated to retail investors, to be listed in its regulated market on May 19. Initially set at €350 million, the Portuguese Treasury and...
View ArticleMortgages and Refinancing. (arXiv:1605.04941v1 [q-fin.PR])
In general, homeowners refinance in response to a decrease in interest rates, as their borrowing costs are lowered. However, it is worth investigating the effects of refinancing after taking the...
View ArticleValue-at-Risk: The Effect of Autoregression in a Quantile Process....
Value-at-Risk (VaR) is an institutional measure of risk favored by financial regulators. VaR may be interpreted as a quantile of future portfolio values conditional on the information available, where...
View ArticleThe topology of card transaction money flows. (arXiv:1605.04938v1 [q-fin.GN])
Money flow models are essential tools to understand different economical phenomena, like saving propensities and wealth distributions. In spite of their importance, most of them are based on synthetic...
View ArticleOCC Responds To S&P Announcement On Credit Rating Watch
OCC, the world’s largest equity derivatives clearing organization, today issued the following statement in response to Standard and Poor’s (S&P) announcement that OCC’s credit rating has been...
View ArticleCME Group Declares Dividend
CME Group Inc., the world's leading and most diverse derivatives marketplace, today declared a second-quarter dividend of $0.60 per share, payable June 27, 2016, to shareholders of record as of June...
View ArticleRemarks At The Financial Accounting Foundation Board Of Trustees Dinner,...
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View ArticleDalian Commodity Exchange Cancels The Preferential Policies On Intra-day...
On May 12, Dalian Commodity Exchange (DCE) issued a notice to announce that starting from the trading on May 16 (the after-hours trading session on the evening of May 13), the preferential policies on...
View ArticleNew: Local Volatility Under Stochastic Interest Rates Using Mixture Models
A key requirement of any equity hybrid derivatives pricing model is the ability to rapidly and accurately calibrate to vanilla option prices. To this end, we present two methods for calibrating a local...
View ArticleNew Zealand: Market Wobbles Dent Confidence But Investors Are Positive About...
Confidence in New Zealand’s markets fell slightly in the last 12 months to 56% this year from 60% in 2015, following a year of uncertainty and turmoil in the markets. Confidence is higher among...
View ArticleGlobal Fund Managers Show Keen Interest In Malaysiaâs Stock Market
Invest Malaysia 2016 London (IM2016 London) received overwhelming demand from global fund managers to meet with the Prime Minister, policy makers, and public listed companies, on the capital market...
View ArticleJoint Announcement From London Stock Exchange Group Plc (âLSEGâ)...
LSEG and Deutsche Börse continue to make good progress with the preparation of the relevant documentation for their shareholders (the “Shareholder Documents”) in relation to the recommended all-share...
View ArticleItiviti Delivers Multi-Protocol Automated Testing Solution To The Canadian...
Itiviti, a world-leading technology provider for the capital markets industry, today announced that the Canadian Securities Exchange (CSE) has engaged Itiviti to implement a test automation solution...
View ArticleNasdaq Stockholm Orders Capio To Pay A Fine Corresponding To One Annual Fee
The Disciplinary Committee of Nasdaq Stockholm (“the Exchange”) has ruled that Capio AB (“Capio”) has breached Nasdaq Stockholm’s Rule Book for Issuers (“the Rule Book”) and has therefore ordered Capio...
View ArticlePTMC Trading Platform Now Available Via OANDA
PFSOFT, a developer of professional trading software for banks, prime brokers, retail brokers and individual traders, today announced its partnership with OANDA, one of the leading global providers of...
View ArticleClearstreamâs Monthly Report
The global securities financing business is undergoing structural changes. Negative interest rates affect the activities of market participants, while at the same time central bank funding...
View ArticleJapan's Financial Services Agency: The first meeting of the Panel of Experts...
Date: Monday, May 16th, 2016, 10:00~12:00read more...
View ArticleSWIFT Shares Industry Insights From Annual Business Forum London Event -...
On 20 April 2016, 1,200 financial services professionals gathered at the Tobacco Dock in London for SWIFT’s annual Business Forum London (BFL). Focused on ‘Building the Future of Financial Services’,...
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