Deutsche Börse AG: Recommended Merger Of Deutsche...
Following the market test in relation to the remedy proposal of 6 February 2017, the European Commission has raised new concerns regarding the viability of LCH SA as a divestment business in relation...
View ArticleMonetary Authority Of Singapore Announces Establishment Of Corporate...
The Monetary Authority of Singapore (MAS) announced today that it has formed a Corporate Governance Council (Council) to review the Code of Corporate Governance (CG Code). The Council will be chaired...
View ArticleJapan Exchange Group: Candidates For Directors, Executive Officers, Etc.
The Japan Exchange Group (JPX), Inc. has decided on candidates for directors, executive officers, etc. effective from April 1, 2017.read more...
View ArticleThe New Zealand Financial Markets Authority: What To Expect From Your...
The Financial Markets Authority (FMA) has today published a series of pointers for customers to use when they are dealing with financial services providers.read more...
View ArticleFinansinspektionenâs 2016 Annual Report
FI hereby presents the most recent operational year in its annual report for 2016. The following is a summary of the year by Director General Erik Thedéen that is included as the introduction to the...
View ArticleBursa Malaysia Revised Two Frameworks To Improve Market Liquidity And Price...
Bursa Malaysia Berhad (“Bursa Malaysia” or “the Exchange”) today shared the revised Tick Rule on Regulated Short Selling (“RSS”) and the Securities Borrowing and Lending - Negotiated Transactions...
View ArticleCBOE Holdings, Inc. To Join S&P 500
CBOE Holdings, Inc. (NASDAQ: CBOE) announced today that it will join the S&P 500®, effective at the open of trading on Wednesday, March 1. read more...
View ArticleSIFMA Executive Vice President Randy Snook Remarks At SIFMA IRLS Conference
Good morning. I’m pleased to welcome you to SIFMA’s annual Insurance- & RiskLinked Securities Conference – in Miami. We had, following Hurricane Matthew, contemplated a move to Florida over the...
View ArticleFINRAâs Academic Corporate Bond TRACE Data Product Goes Live
FINRA today launched its new Academic Corporate Bond TRACE Data product, an enhanced historical data product available solely to institutions of higher education.read more...
View ArticleCanadian Securities Regulators Introduce Innovative Initiatives And Increase...
The Canadian Securities Administrators (CSA) today released its 2016 Enforcement Report. The ninth annual report highlights actions taken across Canada to deter and sanction wrongdoing in the capital...
View ArticleNasdaq Announces Mid-Month Open Short Interest Positions In Nasdaq Stocks As...
At the end of the settlement date of February 15, 2017, short interest in 2,351 Nasdaq Global MarketSM securities totaled 7,247,866,478 shares compared with 7,153,961,241 shares in 2,352 Global Market...
View ArticleBIS- Committee On Payments And Market Infrastructures: Distributed Ledger In...
The Committee on Payments and Market Infrastructures has published a report on Distributed ledger technology in payment clearing and settlement. The report provides an analytical framework for central...
View ArticleEconomic inequality and mobility for stochastic models with multiplicative...
In this article, we discuss a dynamical stochastic model that represents the time evolution of income distribution of a population, where the dynamics develop from an interplay of multiple economic...
View ArticleProbability density of lognormal fractional SABR model. (arXiv:1702.08081v1...
Instantaneous volatility of logarithmic return in the lognormal fractional SABR model is driven by the exponentiation of a correlated fractional Brownian motion. Due to the mixed nature of driving...
View ArticleThe short-term price impact of trades is universal. (arXiv:1702.08029v1...
We analyze a proprietary dataset of trades by a single asset manager, comparing their price impact with that of the trades of the rest of the market. In the context of a linear propagator model we find...
View ArticleObligations with Physical Delivery in a Multi-Layered Financial Network....
This paper provides a general framework for modeling financial contagion in a system with obligations in multiple illiquid assets. In so doing, we develop a multi-layered financial network that extends...
View ArticleA Unified Approach for Drawdown (Drawup) of Time-Homogeneous Markov...
Drawdown (resp. drawup) of a stochastic process, also referred as the reflected process at its supremum (resp. infimum), has wide applications in many areas including financial risk management,...
View ArticleNYSE, NYSE Arca And NYSE MKT Short Interest Reports
NYSE today reported short interest as of the close of business on the settlement date of February 15 2017.read more...
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