DGCX’s Indian Rupee Quanto Futures Named Most Innovative New Contract...
DGCX’s Indian Rupee Quanto futures contract has been recognised as the Most Innovative New Contract in the Currency category at this year’s Futures and Options World (FOW) Awards Asia, the derivatives...
View ArticleAbu Dhabi Global Market Advances FinTech Strategy With GlassQube Business Centre
The Financial Services Regulatory Authority (FSRA) of Abu Dhabi Global Market (ADGM) has formed a new partnership with GlassQube Business Centre Services (GQC) today to further enhance the Financial...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 21 September 2016 amounted to SAR 9.02 billion, decreasing by 31.59% over the previous week; while total stock market capitalization reached SAR...
View ArticleQatar Stock Exchange Conducts Successful Industry-Wide BCP Test
As part of its regular BCP procedures, Qatar Stock Exchange in cooperation with QFMA, brokers and business partners successfully conducted an industry-wide BCP exercise on Friday 23rd September. The...
View ArticleGated Neural Networks for Option Pricing: Rationality by Design....
We propose a neural network approach to price EU call options that significantly outperforms some existing pricing models and comes with guarantees that its predictions are economically reasonable. To...
View ArticleNew HKEX Group Website Launches
Hong Kong Exchanges and Clearing Limited (HKEX) released a revamped version of its Group website on the weekend featuring a suite of new features designed to improve functionality and make information...
View ArticleDalian Commodity Exchange: Notice On Adjustments To Minimum Trading Margin,...
According to Clause 9 of the “Measures of Dalian Commodity Exchange for Risk Management”, it has been decided upon discussion that DCE would make the following adjustments to the trading margin and...
View ArticleThe Saudi Stock Exchange Company (TADAWUL) Announces The Publication Of...
The Saudi Stock Exchange Company (TADAWUL) announces that it has dedicated a page for the updates related to the restriction periods on trading for major shareholders, board of directors and senior...
View ArticleFederal Reserve Governor Daniel K. Tarullo At The Yale University School Of...
Supervisory stress testing has become a cornerstone of post-crisis prudential regulation. Stress testing, unlike traditional capital requirements, provides a forward-looking assessment of losses that...
View ArticleBaltic Exchange Shareholders Vote In Favour Of Acquisition By SGX
Singapore Exchange (SGX) is pleased to announce that the shareholders of The Baltic Exchange Limited (Baltic Exchange) have today approved all the resolutions required in connection with the proposed...
View ArticleSteven Maijoor, ESMA Chair, Appears At Economic & Monetary Affairs...
Steven Maijoor, ESMA Chair, attended the annual hearing of the Chairs of the European Supervisory Authorities - European Banking Authority (EBA), European Insurance and Occupational Pensions Authority...
View ArticleSix Exchanges Collectively Fine Merrill Lynch $3 Million For Violating The...
The Bats BZX Exchange, Inc., Bats BYX Exchange, Inc., Bats EDGX Exchange, Inc., New York Stock Exchange LLC, NYSE Arca, Inc., and The NASDAQ Stock Market LLC (collectively, the “exchanges”) announced...
View ArticleSEC: Merrill Lynch Charged With Trading Controls Failures That Led To...
The Securities and Exchange Commission today announced that Merrill Lynch has agreed to pay a $12.5 million penalty for maintaining ineffective trading controls that failed to prevent erroneous orders...
View ArticleOntario Securities Commission Seeks Applications For The Registrant Advisory...
The Ontario Securities Commission (OSC) is seeking applicants for membership on its Registrant Advisory Committee (RAC).read more...
View ArticleSEC Charges CEO And Boiler Room Operator With Fraud
The Securities and Exchange Commission today charged a former microcap company CEO and a boiler room operator with defrauding seniors and others who were pressured to invest in a pair of penny stock...
View ArticleAligned to Achieve: How to Unite Your Sales and Marketing Teams into a Single...
A smart, practical guide to rocket-powered business growth Read More...
View ArticleStrongly Consistent Multivariate Conditional Risk Measures....
We consider families of strongly consistent multivariate conditional risk measures. We show that under strong consistency these families admit a decomposition into a conditional aggregation function...
View ArticleRisk-Consistent Conditional Systemic Risk Measures. (arXiv:1609.07897v1...
We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed...
View ArticleShort Maturity Asian Options in Local Volatility Models. (arXiv:1609.07559v1...
We present a rigorous study of the short maturity asymptotics for Asian options with continuous-time averaging, under the assumption that the underlying asset follows a local volatility model. The...
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