Incentivizing Resilience in Financial Networks. (arXiv:1606.03595v1 [q-fin.EC])
When banks extend loans to each other, they generate a negative externality in the form of systemic risk. They create a network of interbank exposures by which they expose other banks to potential...
View ArticleMarket Microstructure During Financial Crisis: Dynamics of Informed and...
We implement a market microstructure model including informed, uninformed and heuristic-driven investors, which latter behave in line with loss-aversion and mental accounting. We show that the...
View ArticleOsaka Securities Exchange: Latest Update Of Deliverable Bonds And Conversion...
Deliverable bonds and conversion factors of JGB Futures (5-year, 10-year & 20-year)read more...
View ArticleHong Kong's Securities And Futures Commission: Keynote Speech At ASIFMA-GFMA...
A speech entitled “Liquidity Risk Management of Investment Funds" delivered by Ms Julia Leung on 14 June 2016 was posted on the SFC website today.
View ArticleASIC Reports On ASX's Listing Standards
ASIC has today released its assessment report on the listing standards of the Australian Securities Exchange Limited (ASX), which concludes that up to this point in time ASX has met its statutory...
View ArticleREVISION: Pricing Under Rough Volatility
From an analysis of the time series of volatility using recent high frequency data, Gatheral, Jaisson and Rosenbaum previously showed that log-volatility behaves essentially as a fractional Brownian...
View ArticleAccuity Recognized As A Category Leader In 2016 RiskTech Quadrant®...
Accuity, the leading global provider of risk and compliance, payments and know-your-customer (KYC) solutions, now incorporating FircoSoft, the leading global provider of watch list filtering solutions,...
View ArticleAbu Dhabi Global Market And Cayman Islands Monetary Authority Sign MoU On...
The Financial Services Regulatory Authority (FSRA) of Abu Dhabi Global Market (ADGM) and the Cayman Islands Monetary Authority (CIMA) signed a Memorandum of Understanding (MoU) putting in place a...
View ArticleCME Group's Terry Duffy To Testify At House Agriculture Subcommittee Hearing...
CME Group Executive Chairman and President Terry Duffy will appear before a hearing of the U.S. House Agriculture Committee's Subcommittee on Commodity Exchanges, Energy & Credit today to testify...
View ArticleBats Hotspot To Launch Outright Forwards For FX Market - Initiative Launch...
Bats Hotspot today announced plans to offer global trading of outright deliverable forwards contracts, with a launch planned for fall 2016.read more...
View ArticleKU Leuven, Imperial College London And The University Of Cambridge Lead The...
The Reuters Top 100 aims to identify which institutions contribute the most to science and technology, and have the greatest impact on the global economy. The ranking uses proprietary data and analysis...
View ArticleSAP And AxiomSL Partner To Provide Next Generation Financial Risk And...
SAP, a market leader in enterprise application software and AxiomSL, the global leader in regulatory reporting and risk management solutions, today announced the launch of a new high performance...
View ArticleTMX Equity Transfer Services Changes Name To TSX Trust
TMX Equity Transfer Services today announced it has changed its name to TSX Trust. TSX Trust provides transfer agency and corporate trust services to public and private companies and investors as well...
View ArticleAll Speedbumps Are Not Created Fair Or Equal, Warns TABB Group - New Research...
Speedbumps are implemented to benefit liquidity providers by slowing down marketable orders to reduce the adverse selection risk of posting liquidity, as well as to dissuade fast traders who want to...
View ArticleQuantitative Brokers Algorithm Saves CTA $9.5M In Transaction Costs Over...
Quantitative Brokers (“QB”), a leading provider of agency algorithms for futures and fixed income markets, has released the findings from a 34-month comparative analysis study by a CTA client. The...
View ArticleTestimony On âOversight Of The U.S. Securities And Exchange...
Thank you for inviting me to testify today regarding the current work and initiatives of the U.S. Securities and Exchange Commission (SEC or Commission).[1] The SEC is a critical agency that serves as...
View ArticleBroadridge Broadens Its Securities Financing And Collateral Management...
Broadridge Financial Solutions, Inc. (NYSE:BR) today announced that it has expanded its global securities financing and collateral management capabilities through the acquisition of 4sight Financial...
View ArticleINTL FCStone Ltd.'s Global Payments Division Issues Operational Update;...
INTL FCStone Inc. (NASDAQ: INTL) today announced that its London-based subsidiary, INTL FCStone Ltd.'s Global Payments Division ("GPD" or "the Company"), facilitated approximately 101,000 cross-border...
View ArticleThe CISI Signs Education Agreement With Panama Securities Regulator
The Panama Securities Regulator (The Superintendencia del Mercado de Valores or SMV) and the Chartered Institute for Securities & Investment (CISI), have signed an education cooperation...
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