Statement Of CFTC Chairman Timothy Massad Regarding Substituted Compliance...
Today, the CFTC has taken action to implement our agreement with the European Commission regarding requirements for central clearing counterparties (CCPs). Our unanimous action today means that...
View ArticleConcurring Statement of Commissioner Bowen on the Trade Options Final Rule
Concurring Statement of Commissioner Bowen on the Trade Options Final Rule
View ArticleStatement of Chairman Timothy Massad on the Trade Options Final Rule
Statement of Chairman Timothy Massad on the Trade Options Final Rule
View ArticleUkrainian National Securities And Stock Market Commission Endorses...
The Ukrainian National Securities and Stock Market Commission (NSSMC), the financial authority in the Ukraine, has formally endorsed the ‘ISO 20022 Harmonisation Charter’.read more...
View ArticleStatement Of CFTC Commissioner J. Christopher Giancarlo Comparability...
I support the comparability determinations issued by the Commodity Futures Trading Commission (CFTC).read more...
View Article17Mar/A new dimension to currency mismatches in the emerging markets -...
A new dimension to currency mismatches has been created by policies that have increased global liquidity. Lower policy rates and a huge expansion in central bank balance sheets - purchases of domestic...
View ArticleMoscow Exchange: Risk Parameters For New Bonds
New bonds will be accepted to margin trading starting from March 18, 2016. From this date on, the following risk parameters will be applied:read more...
View ArticleFinansinspektionen - Swedish Financial Supervisory Authority: Terrorism...
The national risk assessment regarding the financing of terrorism that was published in June 2014 identified a need to increase knowledge and awareness about the financing of terrorism. In an effort to...
View ArticleOffice Of The Comptroller Of The Currency Announces New Senior Executives
Comptroller of the Currency Thomas J. Curry today announced Grace Dailey will become Senior Deputy Comptroller for Bank Supervision Policy and Chief National Bank Examiner and Grovetta Gardineer will...
View ArticleClik here to view.
Nigerian Stock Exchange Celebrates Global Money Week
The Nigerian Stock Exchange (NSE) has concluded plans to celebrate this year’s Global Money Week across its offices nationwide. The week begins from March 14 and ends on March 20, 2016. The theme for...
View ArticleEEX New Participant: Gunvor International B.V.
Gunvor International B.V. has additionally been admitted to exchange trading for Dutch Power Futures.
View ArticleCalPERS Signs Japan's Institutional Investor Stewardship Code Promoting...
The California Public Employees' Retirement System (CalPERS) today announced it is a signatory and supporter of Japan's stewardship code, formally titled the Principles for Responsible Institutional...
View ArticleEEX New Participant: Nexus Energia S.A.
Nexus Energia S.A. has additionally been admitted to exchange trading for Phelix Futures/Options, Dutch Financial Power Futures, Spanish Financial Power Futures/Options, French Financial Power...
View ArticleHappy St. Patrickâs Day!
Happy St. Patrick’s Day from all of us at SSRN! We wish we could get each of you a pint, but hope you’ll enjoy this instead.read more...
View ArticleThe geometric phase of stock trading. (arXiv:1603.05513v1 [q-fin.TR])
Geometric phases describe how in a continuous-time dynamical system the displacement of a variable (called phase variable) can be related to other variables (shape variables) undergoing a cyclic...
View ArticleSharp convex bounds on the aggregate sums--An alternative proof....
It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke, Goovaerts, Denuit...
View ArticleMarket Dynamics vs. Statistics: Limit Order Book Example. (arXiv:1603.05313v1...
Commonly used limit order book attributes are empirically considered based on NASDAQ ITCH data. It is shown that some of them have the properties drastically different from the ones assumed in many...
View ArticleModeling and Estimation of the Risk When Choosing a Provider....
The paper provides an algorithm for the risk estimation when a company selects an outsourcing service provider for innovation product. Calculations are based on expert surveys conducted among customers...
View ArticleICE Benchmark Administration Publishes Roadmap For ICE LIBOR
Intercontinental Exchange (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, announced today that ICE Benchmark Administration (“IBA”)...
View Article