ASIC Consults On Remaking ASIC Class Orders On Financial Services Disclosure
ASIC today released a consultation paper proposing to remake four class orders that are due to expire (‘sunset’) in 2017.read more...
View ArticleThe behavioural aspect of green technology investments: a general positive...
Studies report that firms do not invest in cost-effective green technologies. While economic barriers can explain parts of the gap, behavioural aspects cause further under-valuation. This could be...
View ArticleFirst Order BSPDEs: examples in higher dimension. (arXiv:1603.06825v1...
The paper studies the first order backward stochastic partial differential equations suggested earlier for one-dimensional state space. Some examples of similar equations are obtained for a...
View ArticleUsing real-time cluster configurations of streaming asynchronous features as...
We present a scheme for online, unsupervised state discovery and detection from streaming, multi-featured, asynchronous data in high-frequency financial markets. Online feature correlations are...
View ArticleOffice Of Financial Research Update - "Form PF And Hedge Funds:...
The OFR released a working paper today entitled, "Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios," and an accompanying blog by Stacey Schreft, OFR Deputy Director for...
View ArticleCME Group Inc. Announces First-Quarter 2016 Earnings Release, Conference Call
CME Group Inc. will announce earnings for the first quarter of 2016 before the markets open on Thursday, April 28, 2016. The company has scheduled an investor conference call that day at 7:30 a.m....
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleFederal Reserve Begins 2016 Survey Of Finance Companies
"The availability of credit to consumers and businesses is important to our economy, and finance companies play a very important role in U.S. credit markets," Federal Reserve Chair Janet L. Yellen said...
View ArticleBermuda Stock Exchange Will Be Closed For Easter Holiday
The Bermuda Stock Exchange (“BSX”) advises that the Exchange will be closed on Friday, 25 March, 2016, in observance of the Good Friday Public Holiday. The BSX will re-open on Monday, 28 March, 2016.
View ArticleThe FCAâs Competition Powers - Speech By Deb Jones, Director Of...
Let me start by saying that it is very good to see some familiar faces in the room, including legal colleagues, both in-house and from private practice, economists and representatives of the financial...
View ArticleESMA Is Closed For Easter Holidays On 24, 25 And 28 March
ESMA's office will be closed for Easter Holidays on 24, 25 and 28 March 2016.read more...
View ArticleCommodity Dealers: Council Of The European Union Agrees To Extend Exemption
On 23 March 2016, the Permanent Representatives Committee agreed, on behalf of the Council, to extend an exemption for commodity dealers under an EU regulation on bank capital requirements.read more...
View ArticleCSA Alerts Canadians: Beware Binary Options Platforms
The Canadian Securities Administrators (CSA) are increasingly concerned about the growth in the number of websites promoting offshore binary options trading platforms that are targeting Canadians. The...
View ArticleOSC Announces Departure Of Tom Atkinson
The Ontario Securities Commission (OSC) today announced the departure of its Director of Enforcement, Tom Atkinson, who has accepted a position as Executive Director of Enforcement at the Securities...
View ArticleNew York State Department Of Financial Services Approves Goldman Sachs Bank...
The New York State Department of Financial Services (DFS) today approved the application of Goldman Sachs Bank USA (GS Bank), a New York State chartered state member bank subsidiary of The Goldman...
View ArticleNew Product Summary: CME Bloomberg Dollar Spot Index Futures
The Contract is based on the Bloomberg Dollar Spot IndexSM (BBDXY). The Contract will incorporate standardized contract specifications and will be cash settled with a pricing basis quoted in index...
View ArticleAllegations Of Illegal Insider Trading - AMF Executes Search Warrants And...
The Autorité des marchés financiers (the “AMF”) has executed search warrants and obtained freeze and cease trade orders to stop the activities of a group of 13 individuals who allegedly traded in...
View ArticleA hybrid approach for the implementation of the Bates model with stochastic...
We develop a hybrid approximation of functionals of the Bates jump model with stochastic interest rate that uses a tree method in the direction of the volatility and the interest rate, and a...
View ArticleOn random convex analysis. (arXiv:1603.07074v1 [math.FA])
Recently, based on the idea of randomizing space theory, random convex analysis has been being developed in order to deal with the corresponding problems in random environments such as analysis of...
View ArticleCyclical properties of supply-side and demand-side shocks in oil-based...
Oil markets influence profoundly world economies through determination of prices of energy and transports. Using novel methodology devised in frequency domain, we study the information transmission...
View Article