12Oct/Final standard on TLAC holdings published by the Basel Committee
Press release about the Basel Committee publishing final standard on TLAC holdings (12 October 2016).
View Article12Oct/TLAC holdings standard
The Basel Committee is publishing the final standard on the regulatory capital treatment of banks' investments in instruments that comprise total loss-absorbing capacity (TLAC) for global systemically...
View ArticleHKEX Chief Introduces Qianhai Platform To Premier Li Keqiang
HKEX Chief Executive Charles Li introduced HKEX’s Qianhai commodities platform to Chinese Premier Li Keqiang during the premier’s visit to Southern China to mark the 2016 National Mass Innovation and...
View ArticleNational Settlement Depository Becomes First Russian Company Certified To...
The National Settlement Depository (NSD) has become the first Russian company certified to two software quality standards (CMMI for Development and CMMI for Services). The CMMI Institute, a division of...
View ArticleA remark on Gatheral's 'most-likely path approximation' of implied...
We give a new proof of the representation of implied volatility as a time-average of weighted expectations of local or stochastic volatility. With this proof we clarify the question of existence of...
View ArticleThe Fatou Property under Model Uncertainty. (arXiv:1610.04085v1 [math.FA])
We provide a characterization in terms of Fatou property for weakly closed monotone sets in the space of $\Pcal$-quasisure bounded random variables, where $\Pcal$ is a (possibly non-dominated) class of...
View ArticleTime value of extra information against its timely value. (arXiv:1610.04051v1...
We introduce an interactive market setup with sequential auctions where agents receive variegated signals with a known deadline. The effects of differential information and mutual learning on the...
View ArticleOptimal Consumption and Investment with Fixed and Proportional Transaction...
The classical optimal investment and consumption problem with infinite horizon is studied in the presence of transaction costs. Both proportional and fixed costs as well as general utility functions...
View ArticleA framework for analyzing contagion in assortative banking networks....
We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes...
View ArticleShenzhen Stock Exchange Kicks Off Global Roadshows For Shenzhen-Hong Kong...
On October 13, 2016, Shenzhen Stock Exchange (SZSE) and Hong Kong Exchanges and Clearing Limited (HKEx) kicked off their global roadshows for Shenzhen-Hong Kong Stock Connect in Hong Kong. SZSE...
View ArticleASIC's Opening Address To The House Of Representatives Standing Committee On...
Banks play a critical role in supporting economic growth and meeting the financial needs of Australian people.read more...
View ArticleTaiwan’s Road To ASEAN Opens Through Malaysia’s Stock Market
Invest Malaysia 2016 | Taiwan (IM 2016 Taiwan) capital market roadshow was host to more than 45 Taipei-based institutional fund managers from 29 organisations who met 1-on-1 with leading companies...
View ArticleASIC Statement On Review Of ASX Technical Failure On 19 September 2016
On 19 September, the ASX equity market experienced a technical failure that impacted the proper operation of the market. This caused a delay to the market opening and an early market close, as well as...
View ArticleUK's Financial Conduct Authority Publishes Thematic Review Of Annuity Sales...
The Financial Conduct Authority (FCA) has today published the findings of its thematic review of non-advised annuity sales practices.read more...
View Articlehttps://t.co/WhAujOd4NF
A new method for making effective calculations in 'high-dimensional space'https://t.co/WhAujOd4NF â moneyscience (@moneyscience) October 13, 2016
View ArticleBME: MAXAM To Issue Commercial Paper Programme In MARF For An Outstanding...
MAXAMCorp Holding has registered a Programme to Issue CPs in the Alternative Fixed-Income Market (MARF) which will allow it to have an outstanding amount of these instruments of €100 million in a year,...
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Practically Understanding Non-GAAP Earnings Adjustments
Photo Credit: Constanza || Well, aren’t many efforts at adjusting earnings patch jobs??read more...
View ArticleMalawi Stock Exchange Weekly Trading Report - 14 October, 2016
Click here to download Malawi Stock Exchange's weekly trading report for week ending 14 October, 2016.
View ArticleNewest Thomson Reuters Data And Innovation Lab Launches In Cape Town
Thomson Reuters announced today the launch of Thomson Reuters Labs™ – Cape Town. The Lab will see Thomson Reuters engage with the region’s vibrant innovation ecosystem and dynamic startup community to...
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