UK GAAP 2017: Generally Accepted Accounting Practice under UK and Irish GAAP
The New UK GAAP has now been in effect for two years. UK GAAP 2017 is fully updated to reflect the application of the new standard in practice.UK GAAP 2017 focusses on each area of the financial...
View ArticleMarketing Your Products as Designed by Users: Benefit or Hindrance?
The Boston Globe reported this weekend on the fascinating new research of Vienna University Professor Martin Schreier. He studied the marketing of crowdsourced products. Schreier found that...
View ArticleRegularities and Irregularities in Order Flow Data. (arXiv:1702.04289v1...
We identify and analyze statistical regularities and irregularities in the recent order flow of different NASDAQ stocks, focusing on the positions where orders are placed in the orderbook. This...
View ArticleContagion in financial systems: A Bayesian network approach....
We develop a structural default model for interconnected financial institutions in a probabilistic framework. For all possible network structures we characterize the joint default distribution of the...
View ArticlePricing Non-cash Collateralized Derivatives and Collateral Optimization with...
This article studies derivatives pricing when privately financed by non-cash collateral. The liability-side posting collateral must weigh in haircuts stipulated in collateral agreements against those...
View ArticleCFTC Unanimously Approves Final Rule Amendments to its Regulations Regarding...
The U.S. Commodity Futures Trading Commission (CFTC) announced today that it has unanimously approved amendments to its regulations applicable to the financial reports that commodity pool operators...
View ArticleCFTC Staff Issues Time-Limited Extension of Swap Data Reporting Relief for...
The U.S. Commodity Futures Trading Commissionâs (CFTC) Division of Market Oversight (Division) issued a time-limited no-action letter today that extends relief provided to certain CFTC-registered...
View ArticleCFTC Divisions Extend Time-Limited No-Action Relief from the Clearing and...
The U.S. Commodity Futures Trading Commissionâs (CFTC) Divisions of Clearing and Risk (DCR) and Market Oversight (DMO) today each extended previously-issued no-action relief from the clearing and...
View ArticleCFTC Grants CME Clearing Europe Registration as a Derivatives Clearing...
The U.S. Commodity Futures Trading Commission (CFTC) announced today that it has issued an order granting CME Clearing Europe Limited (CMECE) registration as a derivatives clearing organization (DCO)...
View ArticleCFTC’s Division of Swap Dealer and Intermediary Oversight Issues...
The U.S. Commodity Futures Trading Commissionâs (CFTC) Division of Swap Dealer and Intermediary Oversight today provided no-action relief to futures commission merchants (FCMs) and introducing...
View ArticleCFTC Unanimously Approves Proposed Rules Establishing Swap Dealer and Major...
The U.S. Commodity Futures Trading Commission (CFTC) today unanimously approved proposed rules establishing swap dealer (SDs) and major swap participant (MSPs) minimum capital requirements.
View ArticleCFTC Reproposes Position Limits Rule
The U.S. Commodity Futures Trading Commission (CFTC) today voted unanimously to repropose regulations implementing limits on speculative futures and swaps positions as called for in the Dodd-Frank Wall...
View ArticleCFTC Releases Rule Enforcement Review of ICE Futures U.S.
The U.S. Commodity Futures Trading Commissionâs (CFTC) Division of Market Oversight (Division) announced today that it has issued the results of a rule enforcement review of ICE Futures U.S.
View ArticleCFTC Staff Issues No-Action Relief from the Inter-Affiliate Exemption from...
The U.S. Commodity Futures Trading Commissionâs (CFTC) Division of Clearing and Risk (DCR) today issued no-action relief to swap market participants to permit a provision of the inter-affiliate...
View ArticleCFTC Staff Issues Time-Limited No-Action Relief for Entities Submitting Swaps...
The U.S. Commodity Futures Trading Commissionâs (CFTC) Division of Market Oversight (Division) today announced time-limited no-action relief to entities submitting swaps for clearing by derivatives...
View ArticleCFTC Staff Issues Time-Limited No-Action Relief for Derivatives Clearing...
The U.S. Commodity Futures Trading Commissionâs (CFTC ) Division of Market Oversight (Division) today announced time-limited no-action relief to derivatives clearing organizations (DCOs) and...
View ArticleCFTC Submits Proposed Consent Order to Federal Court in Chicago that Would...
The U.S. Commodity Futures Trading Commission (CFTC) announced that it submitted a proposed Consent Order that would resolve its civil enforcement action in the U.S. District Court for the Northern...
View ArticleFederal Court Orders IB Capital FX, LLC, Michel Geurkink, and Emad Echadi to...
The U.S. Commodity Futures Trading Commission (CFTC) obtained a Consent Order against Defendants IB Capital FX, LLC (a/k/a IB Capital FX (NZ) LLP) d/b/a IB Capital (IB Capital), Michel Geurkink, and...
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