ESMA Clarifies CCPsâ Portfolio Margining Under EMIR
The European Securities and Markets Authority (ESMA) has issued today an opinion regarding the implementation on portfolio margining requirements for central counterparties (CCPs) under the European...
View ArticleFINRA: National Adjudicatory Council Introduces New Sanction Guidelines
The Financial Industry Regulatory Authority (FINRA) today announced that the National Adjudicatory Council (NAC) revised the Sanction Guidelines to include a new principal consideration that...
View ArticleCity, University Of Londonâs HCID Open Day, April 27th 2017
On 27th April 2017, City, University of London’s Centre for Human Computer Interaction Design (HCID) will be hosting its annual HCID Open Day.read more...
View ArticleNasdaq March 2017 Volumes, 1Q17 Estimated Revenue Capture And Listings...
Nasdaq (Nasdaq:NDAQ) today reported monthly volumes for March 2017, as well as quarterly volumes, number of listings and estimated revenue capture for the quarter ending March 31, 2017, on its investor...
View ArticleCFTCâs Market Risk Advisory Committee Announces Agenda For April 25...
The U.S. Commodity Futures Trading Commission’s (Commission) Market Risk Advisory Committee (MRAC) will hold a public meeting on April 25, 2017 at the CFTC's Washington, DC, headquarters (see CFTC...
View ArticleA fractional reaction-diffusion description of supply and demand....
We suggest that the broad distribution of time scales in financial markets could be a crucial ingredient to reproduce realistic price dynamics in stylised Agent-Based Models. We propose a fractional...
View ArticleGood Deal Hedging and Valuation under Combined Uncertainty about Drift and...
We study robust notions of good-deal hedging and valuation under combined uncertainty about the drifts and volatilities of asset prices. Good-deal bounds are determined by a subset of risk-neutral...
View ArticleOn absence of steady state in the Bouchaud-M\'ezard network model....
In the limit of infinite number of nodes (agents), the It\^o-reduced Bouchaud-M\'ezard network model of economic exchange has a time-independent mean and a steady-state inverse gamma distribution. We...
View ArticleMonetary policy's rising FX impact in the era of ultra-low rates
We show that the FX impact of monetary policy has been growing significantly. We use a high-frequency event study of the joint response of fixed income instruments and exchange rates to monetary policy...
View ArticleTesla Just Passed GM to Become Americaâs Most Valuable Carmaker
Tesla Just Passed GM to Become Americaâs Most Valuable Carmaker https://t.co/TBHFAPU7J6 â moneyscience (@moneyscience) April 11, 2017
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World Federation Of Exchanges Looks Ahead To 34th IOMA Clearing &...
The World Federation of Exchanges (“WFE”), which represents more than 200 market infrastructure providers including exchanges and CCPs, will hold its 34th IOMA Clearing & Derivatives Conference...
View ArticleRestructuring Of REITs And Closed End Funds Listed On The Nigerian Stock...
The Nigerian Stock Exchange (“The Exchange” or “NSE”) is pleased to notify the market about its proposed changes to the framework regarding the trading of Real Estate Investment Trusts (REITs); and...
View ArticleEBA Finds German Waiver On Covered Bonds Justified
The European Banking Authority (EBA) published today an Opinion addressed to the German Federal Financial Services Supervisory Authority (BaFin) following the Competent Authority's notification of its...
View ArticleFSB Consults On Framework For Post-Implementation Evaluation Of The Effects...
The Financial Stability Board (FSB) today published for consultation the main elements of a Proposed Framework for Post-Implementation Evaluation of the Effects of the G20 Financial Regulatory...
View ArticleTISE Gains Recognition From German Regulator, BaFin
The International Stock Exchange (TISE) has received recognition from the German Federal Financial Supervisory Authority, BaFin (Bundesanstalt für Finanzdienstleistungsaufsicht).read more...
View ArticleEBA Finds Polish Waiver On Covered Bonds Justified
The European Banking Authority (EBA) published today an Opinion addressed to the Polish Financial Supervision Authority (FSA) following the Competent Authority's notification of its intention to...
View ArticleSTOXX Research: Commented By Jan-Carl Plagge, Head Of Applied Research, STOXX...
European stocks wrapped up the first quarter of 2017 by recording significant gains. Especially the major Eurozone economies benefited from reduced political uncertainties after the Dutch election...
View ArticleEBA Outlines Roadmap Of Its Plan To Update 2017-2018 SREP
The European Banking Authority (EBA) issued today a roadmap outlining its plans to update the common European framework for the supervisory review and evaluation process (SREP) in 2017-2018. The...
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