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Office Of The Comptroller Of The Currency Terminates Mortgage...

The Office of the Comptroller of the Currency (OCC) today terminated mortgage servicing-related consent orders against U.S. Bank National Association (U.S. Bank) and Santander Bank, N.A. (Santander),...

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SEC Names C. Dabney OâRiordan And Alka Patel As Associate Regional...

The Securities and Exchange Commission today announced that C. Dabney O’Riordan and Alka Patel have been named Associate Directors for Enforcement in the agency’s Los Angeles Regional Office.read more...

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SIFMA Commends New Cybersecurity Action Plan From The Obama Administration

SIFMA today released the following statement from Kenneth E. Bentsen, Jr., president and CEO, after the Obama Administration announced a new Cybersecurity National Action Plan (CNAP) that aims to...

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MIAX Options - Modification To Retransmission Services Timeout Windows

MIAX Options Exchange will be modifying the Retransmission Services Timeout Windows to minimize user contention for all MIAX Retransmission Services.  This change should be seamless to users.   MIAX...

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CFTCâs Technology Advisory Committee Meeting Rescheduled For February...

The U.S. Commodity Futures Trading Commission (CFTC) announced that it has rescheduled the Technology Advisory Committee (TAC) public meeting to Tuesday, February 23, 2016, from 9:45 a.m. to 3:45 p.m.,...

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IFDP 2016-1157: The Rise of Exporting By U.S. Firms

William F. Lincoln and Andrew H. McCallum | Although a great deal of ink has been spilled over the consequences of globalization, we do not yet fully understand the causes of increased worldwide trade....

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IFDP 2016-1158: No Guarantees, No Trade: How Banks Affect Export Patterns

Friederike Niepmann and Tim Schmidt-Eisenlohr | How relevant are financial instruments to manage risk in international trade for exporting? Employing a unique dataset of U.S. banks' trade finance...

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The square-root impact law also holds for option markets. (arXiv:1602.03043v1...

Many independent studies on stocks and futures contracts have established that market impact is proportional to the square-root of the executed volume. Is market impact quantitatively similar for...

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Unravelling the trading invariance hypothesis. (arXiv:1602.03011v1 [q-fin.TR])

We confirm and substantially extend the recent empirical result of Andersen et al. (2015), where it is shown that the amount of risk $W$ exchanged in the E-mini S&P futures market (i.e. price times...

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Simulation of volatility modulated Volterra processes using hyperbolic...

We propose a finite difference scheme to simulate solutions to a certain type of hyperbolic stochastic partial differential equation (HSPDE). These solutions can in turn estimate so called volatility...

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An Other Kingdom: Departing the Consumer Culture

Our seduction into beliefs in competition, scarcity, and acquisition are producing too many casualties. We need to depart a kingdom that creates isolation, polarized debate, an exhausted planet, and...

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BISX Speaks To Sunland Baptist Academy

The Bahamas International Securities Exchange (BISX) spent the Morning of Friday 29th January 2016 with the Grade 11 & 12 classes of the Sunland Baptist Academy. Speaking to the students was BISX...

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NYSE, NYSE Arca And NYSE MKT Short Interest Reports

NYSE today reported short interest as of the close of business on the settlement date of January 29, 2016.read more...

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CFTC Chairman Massad To Testify Before The U.S. House Agriculture Committee...

CFTC Chairman Tim Massad’s upcoming Capitol Hill testimony schedule below:read more...

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Nasdaq Announces End-Of-Month Open Short Interest Positions In Nasdaq Stocks...

At the end of the settlement date of January 29, 2016, short interest in 2,297 Nasdaq Global MarketSM securities totaled 8,204,510,918 shares compared with 8,194,947,190 shares in 2,308 Global Market...

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Tokyo Commodity Exchange: Good Delivery Material Price Differential For...

The price differential of the Good Delivery material for the February 2016 contract month in the Rubber market has be determined as follows,read more...

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CFTC Financial Data For Futures Commission Merchants Update

This information has recently been updated, and is now available.read more...

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Basel III capital surcharges for G-SIBs fail to control systemic risk and can...

In addition to constraining bilateral exposures of financial institutions, there are essentially two options for future financial regulation of systemic risk (SR): First, financial regulation could...

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Pricing options on forwards in energy markets: the role of mean reversion's...

Consider the problem of pricing options on forwards in energy markets, when spot prices follow a geometric multi-factor model in which several rates of mean reversion appear. In this paper we...

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A study of co-movements between oil price, stock index and exchange rate...

In this chapter we studied the nonlinear co-movements between the Mexican Crude Oil price, the Mexican Stock Market Index and the USD/MXN Exchange Rate, for the sample period from 1994 to date. We used...

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