Insurance valuation: a computable multi-period cost-of-capital approach....
We present an approach to market-consistent multi-period valuation of insurance liability cash flows based on a two-stage valuation procedure. First, a portfolio of traded financial instrument aimed at...
View ArticleA Principal-Agent Model of Trading Under Market Impact -Crossing networks...
We use a principal-agent model to analyze the structure of a book-driven dealer market when the dealer faces competition from a crossing network or dark pool. The agents are privately informed about...
View ArticleAtrys Health To Start Trading On MAB On Friday
The Board of Directors of MAB has approved the listing of ATRYS HEALTH on the Growth Companies segment of this market, following a thorough review of all the information presented by the company and...
View ArticleFlextrade Wins Best Trading Technology Vendor Award For FX - Captures Honor...
FlexTrade Systems (@FlexTrade), a global leader in multi-asset execution and order management systems, today announced it has been named “Best Trading Technology Vendor” in the foreign exchange markets...
View ArticleEBA Announces Timing For Publication Of 2016 EU-Wide Stress Test Results
The EBA announced today that detailed individual results for the banks participating in the 2016 EU-wide stress test, along with detailed balance sheets and exposure data as of end 2015, will be...
View ArticleUnited Kingdom Parliament Treasury Committee Update: Andrew Bailey's...
Questions for Andrew Bailey, from House of Commons Treasury Committee read more...
View ArticleGlobal Head Of HSBC’s Foreign Exchange Cash-Trading Desks Arrested For...
The head of global foreign exchange cash trading at HSBC Bank plc, a subsidiary of HSBC Holdings plc (collectively HSBC), and HSBC’s former head of foreign exchange cash trading for Europe, the Middle...
View ArticleIs It Sufficient?
The Agency for Healthcare Research and Quality provides clarity about PSOs and the Patient Safety Rule, but is it sufficient? The success of Patient Safety Organizations (PSOs) has varied widely since...
View ArticleEEX New Participant: Alperia Energy SRL
Alperia Energy SRL has been admitted to exchange trading for Phelix Futures/Options, Nordic Financial Power Futures/Options, French Financial Power Futures/Options, Italian Financial Power...
View ArticleBorsa İstanbul: Employment Contracts Of 34 Persons Terminated By July 15,...
Within the framework of the targets and business strategies envisaged by the new management established on April 1, 2016, Borsa Ä°stanbul terminated the employment contracts of 34 persons by July 15,...
View ArticleUnited States Seeks To Recover More Than $1 Billion Obtained From Corruption...
Attorney General Loretta E. Lynch announced today the filing of civil forfeiture complaints seeking the forfeiture and recovery of more than $1 billion in assets associated with an international...
View ArticleKurt Gottschall Named Associate Regional Director In The SEC's Denver...
The Securities and Exchange Commission today announced that Kurt L. Gottschall has been named the Associate Regional Director for enforcement in the Denver office.read more...
View ArticleU.S. Attorney General Loretta E. Lynch Delivers Remarks At Press Conference...
Good morning, and thank you all for being here. read more...
View ArticleOffice Of Financial Research Media Update: U.S. Money Market Fund Monitor -...
The OFR released today launched the U.S. Money Market Fund Monitor, an online charting tool to help users take a closer look at the portfolios of U.S. money market funds. To develop the tool, the OFR...
View ArticleCME Group Announces First Trades Of New Aluminum A380 Alloy (S&P Global...
CME Group, the world's leading and most diverse derivatives marketplace, today announced that the first Aluminum A380 Alloy (S&P Global Platts) futures contracts were traded on Tuesday, July 19,...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleU.S. Assistant Attorney General Leslie R. Caldwell Delivers Remarks At Press...
Thank you, Attorney General [Loretta E.] Lynch.read more...
View ArticleEstimating the Integrated Parameter of the Time-Varying Parameter...
We introduce and show the existence of a continuous time-varying parameter extension model to the self-exciting point process. The kernel shape is assumed to be exponentially decreasing. The quantity...
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