CEO Of MSCI Visits Qatar Stock Exchange
Qatar Stock Exchange welcomed a delegation of MSCI executives on Thursday of last week, led by Mr. Henry Fernandez, Chairman and CEO of MSCI. Â The delegation met several senior officials to understand...
View ArticleABN Amro To Issue Letters Of Credit For DME Trading From Singapore
DME, the premier international energy futures and commodities exchange in the Middle East, announced today that ABN AMRO Bank N.V. has been approved to issue Letters of Credit (LCs) for trading on DME...
View ArticleEmotions, Digital Communications, and Risky Decisions
Brian Uzzi, Bin Liu, and Ramesh Govindan have conducted research on whether digital communications tell us something about our emotional state and the quality of our decision making. Â They examined...
View ArticleITG Launches PowerMatch For POSIT Alert
ITG (NYSE:ITG), a leading independent broker and financial technology provider, yesterday announced the launch of PowerMatch and PowerScore, new features on ITG’s block crossing network, POSIT...
View ArticleIFDP 2016-1165: "It's Not You, It's Me": Breakups in U.S.-China...
Ryan Monarch | Costs to switching suppliers can affect prices by discouraging buyer movements from high to low cost sellers. This paper uses confidential U.S. Customs data on U.S. importers and their...
View ArticleOffice Of Financial Research Update: "What Can We Learn From Publicly...
The OFR released a brief today entitled, "What Can We Learn from Publicly Available Data in Banks' Living Wills?" and an accompanying blog by Stacey Schreft, OFR Deputy Director for Research and...
View ArticleEEX: Todayâs Auction Of EUAs Cancelled
The European Energy Exchange (EEX), in its capacity as the transitional common auction platform acting on behalf of Poland, could not execute today's auction of EU Emission Allowances (EUAs), because...
View ArticleMandatory Notification Of Trades - Oslo Børs VPS Holding ASA
In connection with a monthly share savings plan for employees of subsidiaries, Oslo Børs VPS Holding has sold a total of 1939 shares. New holding is 15341 shares. Employees paid a share price of NOK...
View ArticleCalPERS Wins Government Finance Award For Sustainable Pension Policy -...
The California Public Employees' Retirement System (CalPERS) was recognized for its pension sustainability efforts by the Government Finance Officers Association (GFOA), which presented CalPERS with an...
View ArticleFederal Court Orders California Resident David Bryant To Pay More Than $6...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that the Honorable Edmond E. Chang of the U.S. District Court for the Northern District of Illinois entered a Consent Order for...
View ArticleUS Department Of Justice: Russian Banker Sentenced In Connection With...
Evgeny Buryakov, aka Zhenya, 41, was sentenced to 30 months in prison today for conspiring to act in the United States as an agent of the Russian Federation without providing prior notice to the...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleIFDP 2016-1166: The Macroeconomic Impact of Financial and Uncertainty Shocks
Dario Caldara, Cristina Fuentes-Albero, Simon Gilchrist and Egon Zakrajsek | The extraordinary events surrounding the Great Recession have cast a considerable doubt on the traditional sources of...
View ArticleMIAX Options Exchange: Amendments To Rule 612, Aggregate Risk Manager
MIAX has received approval to amend Rule 612, Aggregate Risk Manager to allow a Market Maker to establish an Allowable Engagement Percentage at any percentage level equal to or greater than 1% for an...
View ArticleEuropex: General Assembly Elects Pieter Schuurs As New Chairman And...
Yesterday, at its annual meeting in Leipzig, Germany, the General Assembly of Europex, elected Pieter Schuurs, President & COO of ICE Endex1, as the new Chairman of the Association. In addition,...
View ArticleForeign exchange risk premia: from traditional to state-space analyses....
This paper examines foreign exchange risk premia from simple univariate regressions to the state-space method. The adjusted traditional regressions properly figure out the existence and time-evolving...
View ArticleTrading VIX Futures under Mean Reversion with Regime Switching....
This paper studies the optimal VIX futures trading problems under a regime-switching model. We consider the VIX as mean reversion dynamics with dependence on the regime that switches among a finite...
View ArticleRisk Arbitrage and Hedging to Acceptability. (arXiv:1605.07884v1 [q-fin.MF])
The classical discrete time model of transaction costs relies on the assumption that the increments of the feasible portfolio process belong to the solvency set at each step. We extend this setting by...
View ArticleGeneralized Subjective Lexicographic Expected Utility Representation....
We provide foundations for decisions in face of unlikely events by extending the standard framework of Savage to include preferences indexed by a family of events. We derive a subjective lexicographic...
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