ETFGI Reports Assets Invested In ETFs And ETPs Listed In Europe Reach A New...
ETFGI, a leading independent research and consultancy firm on trends in the global ETF/ETP ecosystem, reported today assets invested in ETFs/ETPs listed in Europe reached a new record high of US$640...
View ArticleArbitrage costs and the persistent non-zero CDS-bond basis: Evidence from...
We find evidence that in the market for euro area sovereign credit risk, arbitrageurs engage in basis trades between credit default swap (CDS) and bond markets only when the CDS-bond basis exceeds a...
View ArticleOtkritie’s Global Prime FX Volumes Up 96% Over Last 12 Months
Otkritie Capital International, the brokerage and investment banking company, today announces at TradeTech Europe that its FX Prime business within the Otkritie Global Prime franchise is picking up...
View ArticleBX Swiss Launches Segment Swissfunds With The Listing Of 25 db x-tracker ETFs
The Berne Stock Exchange BX Swiss AG starts the listing of exchange traded funds (ETFs). As of today, 25 Deutsche Asset Management's db x-trackers are listed exclusively in the BX Swiss Segment...
View ArticleFinancial Conduct Authority Publishes First Set Of Data Under New Complaints...
The Financial Conduct Authority (FCA) has published data on the number of complaints reported by firms under new rules which came into force on 30 June 2016.read more...
View ArticleLondon Stock Exchange Group: IMS For The Period To 25 April, Including...
Q1 summary:read more...
View ArticleFinancial Year 2016: EEX Group Sales Exceed EUR 200 Million For The First...
In 2016, EEX Group successfully continued to grow its business by strengthening its core markets, increasing its geographic reach and expanding into new business fields. “As a result of our group-wide...
View ArticleThe FCA's Regional FinTech Engagement - Speech By Christopher Woolard,...
Speaker: Christopher Woolard, Executive Director of Strategy and CompetitionLocation: FinTech North, LeedsDelivered on: 26 April 2017read more...
View ArticleEEX New Participant: Energy Supply EOOD
Energy Supply EOOD has been admitted to exchange trading for Phelix Futures/Options, Nordic Financial Power Futures/Options, French Financial Power Futures/Options, Italian Financial Power...
View ArticleIrish Stock Exchange Lists World's Largest Ever Sukuk Issuance With $9bn...
The Kingdom of Saudi Arabia, through KSA Sukuk Limited, has listed the world's largest ever sukuk issuance through two listings on the Main Securities Market of the Irish Stock Exchange (ISE) raising...
View ArticleNasdaq Announces 19% Increase In Quarterly Dividend To $0.38 Per Share
The Board of Directors of Nasdaq, Inc (Nasdaq:NDAQ) has declared a regular quarterly dividend of $0.38 per share on the company's outstanding common stock, an increase of 19% from the prior $0.32 per...
View ArticleBME Starts BME 4Companies
BME has started up BME 4Companies, an initiative whose objective is to provide Spanish companies with the services and support necessary for a successful relationship with the Securities Market and its...
View ArticleSEC: Semiconductor Company And Former CFO Settle Accounting Fraud Charges
The Securities and Exchange Commission today announced that a South Korea-based semiconductor manufacturer and its former CFO have agreed to settle charges related to an accounting scheme to...
View ArticleFIA And FIA PTG Oppose Overly Prescriptive Regulation Of Automated Trading
Today, in response to the Commodity Futures Trading Commission’s (CFTC) supplemental notice of proposed rulemaking regarding Regulation AT, FIA and the FIA Principal Traders Group (FIA PTG) submitted...
View ArticleNZX Joins Future Directors Programme
NZX is pleased to announce its participation in the Future Directors Programme, an initiative designed to help identify and grow the next generation of New Zealand directors.read more...
View ArticleImplied Stopping Rules for American Basket Options from Markovian Projection....
This work addresses the problem of pricing American basket options in a multivariate setting, which includes among others, the Bachelier and the Black-Scholes models. In high dimensions, nonlinear...
View ArticleAre target date funds dinosaurs? Failure to adapt can lead to extinction....
Investors in Target Date Funds are automatically switched from high risk to low risk assets as their retirements approach. Such funds have become very popular, but our analysis brings into question the...
View ArticleA note on the Nelson Cao inequality constraints in the GJR-GARCH model: Is...
The majority of stylized facts of financial time series and several Value-at-Risk measures are modeled via univariate or multivariate GARCH processes. It is not rare that advanced GARCH models fail to...
View ArticleDuality in Regret Measures and Risk Measures. (arXiv:1705.00340v1 [q-fin.MF])
Optimization models based on coherent regret measures and coherent risk measures are of essential importance in financial management and reliability engineering. This paper studies the dual...
View ArticleStratonovich representation of semimartingale rank processes....
Suppose that $X_1, \ldots , X_n$ are continuous semimartingales that are reversible and have nondegenerate crossings. Then the corresponding rank processes can be represented by generalized...
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