United Kingdom Parliament Treasury Committee Update: Chair Responds To...
The Treasury Committee Chair, Rt Hon. Andrew Tyrie MP, responds to the Chancellor's speech at the Conservative Party Conference. read more...
View ArticleCME Group Reached Average Daily Volume Of 15 Million Contracts Per Day In...
CME Group, the world's leading and most diverse derivatives marketplace, today announced that September 2016 average daily volume (ADV) reached 15 million contracts per day, up 6 percent from September...
View ArticleITG Completes TCA Integration with FX Connect
Combines FX Counterparty Management with Best Execution Measurement NEW YORK, Oct. 04, 2016 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading independent broker and financial technology provider, and FX...
View ArticleMeeting the Challenge of Hospital Acquired Infections
Nosocomial or healthcare-associated infections (HAIs) can be contracted by patients while receiving medical treatment in healthcare facilities. These infections are a major yet often preventable threat...
View ArticleFallen Angels - do downgraded bonds offer an opportunity for investment?
The Centre for Asset Management Research at Cass Business School, City, University of London in cooperation with Invesco Powershares has launched a white paper which looks at the investment potential...
View ArticleTSX Company Services Announces Agreement With Ipreo - Market Open Ceremony...
TSX Company Services today announced an agreement with Ipreo, a leading global provider of financial services technology, data and analytics. TSX Company Services has teamed up with Ipreo to offer...
View ArticleSharpe portfolio using a cross-efficiency evaluation. (arXiv:1610.00937v1...
The Sharpe ratio is a way to compare the excess returns (over the risk free asset) of portfolios for each unit of volatility that is generated by a portfolio. In this paper we introduce a robust Sharpe...
View ArticleThe Long Bond, Long Forward Measure and Long-Term Factorization in...
This paper proves existence of the long bond, long forward measure and long-term factorization of the stochastic discount factor (SDF) of Alvarez and Jermann (2005) and Hansen and Scheinkman (2009) in...
View ArticleA hybrid approach to assess systemic risk in financial networks....
We propose a credit risk approach in which financial institutions, modelled as a portfolio of risky assets characterized by a probability of default and a correlation matrix, are the nodes of a network...
View ArticleLong-Term Factorization of Affine Pricing Kernels. (arXiv:1610.00778v1...
This paper constructs and studies the long-term factorization of affine pricing kernels into discounting at the rate of return on the long bond and the martingale component that accomplishes the change...
View ArticleGreat Advice For Writing Cover Letters
You are applying for that job you would really love to nab. You have created a strong resume. Now comes the cover letter. What should it say? How should you communicate your skills and experiences in...
View ArticleASIC Remakes And Repeals 'Sunsetting' Class Orders On Markets And Securities
ASIC has remade ten legislative instruments and repealed three that are due to expire ('sunset') in 2016 and 2017, following public consultation.read more...
View ArticleNew Zealand's Financial Markets Authority2016 KiwiSaver Report Shows Growth...
Total money in KiwiSaver funds continues to grow, but at a much slower pace than the previous two years as both returns and numbers of new members decline.read more...
View Article20 Years Of NZâs Wholesale Electricity Market Celebrated
On behalf of the broader electricity industry, the Electricity Authority and NZX are this month marking 20 years since the launch of New Zealand’s wholesale electricity market in 1996.read more...
View ArticleNZX September 2016 Shareholder Metrics
Please find attached shareholder metrics for September 2016.read more...
View ArticleEEX New Participant: Vattenfall Europe Generation AG
Vattenfall Europe Generation AG has been admitted to exchange trading for Spot Contracts on Emission Rights (Secondary Market), Futures on Emission Rights, Phelix Futures/Options, Nordic Financial...
View ArticleICE Data Services Launches Best Execution For Fixed Income In EMEA
Intercontinental Exchange (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, today announced ICE Data Services has expanded coverage for...
View ArticleEEX New Participant: Atlantic Cobalt AG
Atlantic Cobalt AG has been admitted to exchange trading for Phelix Futures/Options, Nordic Financial Power Futures/Options, French Financial Power Futures/Options, Italian Financial Power...
View ArticleFCA Fines Aviva Pension Trustees UK Limited And Aviva Wrap UK Limited...
The Financial Conduct Authority (FCA) has today fined Aviva Pension Trustees UK Limited and Aviva Wrap UK Limited (together Aviva) £8,246,800 for failings in its oversight of its outsourced providers...
View ArticleInvestor Activity On GPW Group Markets In September 2016
The total value of trade in equities on the Main Market was PLN 17.6 billion in September 2016, representing a decrease of 15.0 percent year on year. The value of trade in equities on the Electronic...
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