CME Group Expands Base Metals Offering With Two New Alumina Futures Contracts
CME Group, the world's leading and most diverse derivatives marketplace, today announced it will expand its base metals offering with the introduction of Alumina FOB Australia (S&P Global Platts)...
View ArticleIs There Such a Thing as Too Much Feedback?
The Wall Street Journal reports today on the changing culture at Kimberly-Clark, maker of products such as Huggies diapers and Kleenex tissues. In this article, Lauren Weber writes the following:...
View ArticleEEX Publishes 2016 Auction Calendar For The New EU Common Auction Platform -...
The European Energy Exchange (EEX) has determined the Auction Calendar for the auctions of EU allowances (EUA) and EU aviation allowances (EUAA) to be held on the successor EU common auction platform...
View ArticleCFTC Orders California Resident Irena Feldman and her Companies Cindium Inc....
The U.S. Commodity Futures Trading Commission (CFTC) issued an Order filing and simultaneously settling charges against Respondents Irena Feldman, Cindium Inc., and Einstein Exchange Group Inc. for...
View ArticleCanadian Securities Regulators To Measure Impact Of Point of Sale Amendments...
The Canadian Securities Administrators (CSA) today announced a multi-year research project to measure the impacts of requirements introduced by Phase 2 of the Client Relationship Model (CRM2) and the...
View ArticleVolatility and Arbitrage. (arXiv:1608.06121v1 [q-fin.PM])
The capitalization-weighted total relative variation $\sum_{i=1}^d \int_0^\cdot \mu_i (t) \mathrm{d} \langle \log \mu_i \rangle (t)$ in an equity market consisting of a fixed number $d$ of assets with...
View ArticleFIA Releases SEF Tracker For July
Total trading volume on SEFs averaged $407.0 billion per day during the month of July, down 29.0% from the record high of the previous month but up 2.6% from July 2015. All asset classes showed...
View ArticleOn the hedging strategies for defaultable claims under incomplete...
In this paper we investigate the hedging problem of a defaultable claim with recovery at default time via the local risk-minimization approach when investors have a restricted information on the...
View ArticleQuantile Dependence between Stock Markets and its Application in Volatility...
This paper examines quantile dependence between international stock markets and evaluates its use for improving volatility forecasting. First, we analyze quantile dependence and directional...
View ArticleThe randomised Heston model. (arXiv:1608.07158v1 [q-fin.PR])
We propose a randomised version of the Heston model-a widely used stochastic volatility model in mathematical finance-assuming that the starting point of the variance process is a random variable. In...
View ArticleStrategic Growth with Recursive Preferences: Decreasing Marginal Impatience....
We study the interaction between strategy, heterogeneity and growth in a two-agent model of capital accumulation. Preferences are represented by recursive utility functions with decreasing marginal...
View ArticleSEC Seeks Public Comment On Disclosure Requirements Relating To Management,...
The Securities and Exchange Commission today announced that it is seeking public comment on disclosure requirements in Subpart 400 of Regulation S-K, including those relating to management, certain...
View ArticleTokyo Commodity Exchange: Final Settlement Price Of Gold & Platinum Mini...
Final settlement price of Gold mini for August 2016 contract is 4,251 yen.read more...
View ArticleASIC Publishes Fifth Report On Corporate Finance Regulation
ASIC has today published its fifth report on the regulation of corporate finance issues in Australia.read more...
View ArticleSGX Welcomes AGV Group To Catalist
Singapore Exchange (SGX) today welcomed AGV Group Limited (AGV Group) to Catalist under the stock code “1A4”. read more...
View ArticleASEAN Audit Regulators To Work With World Bank To Strengthen Audit Oversight...
ASEAN audit regulators are in discussions with the World Bank on collaborative efforts to further raising the standard of audit quality in ASEAN. This was a key agenda item at the 6th Annual Meeting of...
View Article25Aug/Crises and rescues: liquidity transmission through international banks
This paper studies how global banks transmit liquidity shocks via their internal capital markets. The unexpected access of German banks' affiliates located in the United States (US) to the Federal...
View ArticleMalawi Stock Exchange Weekly Trading Report- 26th August, 2016
Click here to download Malawi Stock Exchange's weekly trading report for the week ending 26 August, 2016.
View ArticleFSB Publishes Progress Reports On Implementation Of Reforms To The OTC...
The Financial Stability Board (FSB) today published two reports on the implementation of key aspects of reforms to the over-the-counter (OTC) derivatives market. They show that although progress...
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