ESMA Publishes The Responses To Its Consultation Paper On Technical Advice On...
The European Securities and Markets Authority (ESMA) has published the responses received to the Consultation Paper on technical advice on Benchmarks Regulation.read more...
View ArticleCanadian Securities Regulators Release Latest Three-Year Business Plan
The Canadian Securities Administrators (CSA) today released its Three-Year Business Plan for the period from April 1, 2016 to March 31, 2019.read more...
View ArticleEuropean Parliament: ECON Committee Is Satisfied That Vice-President...
Following a hearing at the Committee on Economic and Monetary Affairs (ECON Committee), a large majority of ECON Coordinators were satisfied that Vice-President Dombrovskis is in a position to assume...
View ArticleGFMA, IIF, ISDA, JFMC And TCH Respond To The Basel Consultation On Leverage...
The Global Financial Markets Association (GFMA), the Institute of International Finance (IIF), the International Swaps and Derivatives Association (ISDA), the Japan Financial Markets Council (JFMC) and...
View ArticleUnited States Department Of Justice: Former Rabobank Derivatives Trader...
A former Coöperatieve Centrale Raiffeisen-Boerenleebank B.A. (Rabobank) derivatives trader, who worked in Hong Kong and Singapore as the bank’s Head of Money Market and Derivatives Trading for...
View ArticleNZX Half Year 2016 Results Announcement Date
NZX intends to release its half year 2016 financial results before market open on Wednesday 17 August 2016.read more...
View ArticleFederal Court In Illinois Orders Matthew J. Marcus And His California Company...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that on June 30, 2016, Judge Milton I. Shadur of the U.S. District Court for the Northern District of Illinois entered a Consent...
View ArticleArtificial Neural Network and Time Series Modeling Based Approach to...
Any discussion on exchange rate movements and forecasting should include explanatory variables from both the current account and the capital account of the balance of payments. In this paper, we...
View ArticleOn the American swaption in the linear-rational framework....
We study American swaptions in the linear-rational term structure model introduced in [5]. The American swaption pricing problem boils down to an optimal stopping problem that is analytically...
View ArticleInferring the contiguity matrix for spatial autoregressive analysis with...
Inference methods in traditional statistics, machine learning and data mining assume that data is generated from an independent and identically distributed (iid) process. Spatial data exhibits behavior...
View ArticleOn optimal joint reflective and refractive dividend strategies in spectrally...
The expected present value of dividends is one of the classical stability criteria in actuarial risk theory. In this context, numerous papers considered threshold (refractive) and barrier (reflective)...
View ArticleCME: Performance Bond Requirements: Agriculture, Energy, Equity, FX, Metals...
As per the normal review of market volatility to ensure adequate collateral coverage, the Chicago Mercantile Exchange Inc., Clearing House Risk Management staff approved the performance bond...
View ArticleMNI India Consumer Sentiment Indicator: India Consumer Confidence Rebounds In...
Indian consumer sentiment picked up in June in a broad based improvement which saw greater optimism towards buying conditions and the business environment. The MNI India Consumer Sentiment Indicator...
View ArticleJapan's Financial Services Agency Launches Field Tests Of Economic...
The FSA has decided to conduct field tests covering all insurance companies, with the aim of considering the economic value-based evaluation and supervisory method.read more...
View ArticleSGX Welcomes United Global To Catalist
Singapore Exchange (SGX) today welcomed United Global Limited to Catalist under the stock code “43P”. United Global is a Singapore-based lubricant manufacturer and trader with a vast distribution...
View ArticleJapan's Financial Services Agency - Stewardship Code: 210 Institutional...
The Council of Experts Concerning the Japanese Version of the Stewardship Code (Chairman: Professor Hiroyuki Kansaku, The University of Tokyo) published the Principles for Institutional Investors...
View ArticleTouring the Rio Olympics
I’m a sportswriter who is bound for the Olympics, and I’m writing an article about maximizing the number of events I see in a particular day.read more...
View ArticlePoverty Index With Time Varying Consumption and Income Distributions....
In a recent work (Chattopadhyay, A. K. et al, Europhys. Lett. {\bf 91}, 58003, 2010) based on food consumption statistics, we showed how a stochastic agent based model could represent the time...
View ArticleThe structure of the climate debate. (arXiv:1608.05597v1 [q-fin.EC])
First-best climate policy is a uniform carbon tax which gradually rises over time. Civil servants have complicated climate policy to expand bureaucracies, politicians to create rents. Environmentalists...
View ArticleConsistency of option prices under bid-ask spreads. (arXiv:1608.05585v1...
Given a finite set of European call option prices on a single underlying, we want to know when there is a market model which is consistent with these prices. In contrast to previous studies, we allow...
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