United Kingdom Parliament Treasury Committee Update: Chair Responds To...
The Treasury Committee Chair, Rt Hon. Andrew Tyrie MP, responds to the Chancellor's speech at the Conservative Party Conference. read more...
View ArticleCME Group Reached Average Daily Volume Of 15 Million Contracts Per Day In...
CME Group, the world's leading and most diverse derivatives marketplace, today announced that September 2016 average daily volume (ADV) reached 15 million contracts per day, up 6 percent from September...
View ArticleITG Completes TCA Integration with FX Connect
Combines FX Counterparty Management with Best Execution Measurement NEW YORK, Oct. 04, 2016 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading independent broker and financial technology provider, and FX...
View ArticleMeeting the Challenge of Hospital Acquired Infections
Nosocomial or healthcare-associated infections (HAIs) can be contracted by patients while receiving medical treatment in healthcare facilities. These infections are a major yet often preventable threat...
View ArticleFallen Angels - do downgraded bonds offer an opportunity for investment?
The Centre for Asset Management Research at Cass Business School, City, University of London in cooperation with Invesco Powershares has launched a white paper which looks at the investment potential...
View ArticleTSX Company Services Announces Agreement With Ipreo - Market Open Ceremony...
TSX Company Services today announced an agreement with Ipreo, a leading global provider of financial services technology, data and analytics. TSX Company Services has teamed up with Ipreo to offer...
View ArticleCFTC Charges Jody Dupont Of South Carolina And His Company, Open Range...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil enforcement action charging Defendants Jody Dupont of Anderson, South Carolina, and his company, Open Range Trading LLC(Open Range),...
View ArticleUS Task Forces Begin Review Of Faster Payments Solution Proposals
Members of the two national task forces convened by the Federal Reserve to make payments faster and more secure have begun to review and discuss 19 specific proposals submitted by interested task force...
View ArticleMGEX To Auction Historic Cash Table
MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), will be making seven Cash Tables available to the public through an online auction. read more...
View ArticleBahamas International Securities Exchange Hurricane Closure Procedures
The Bahamas International Securities Exchange Limited (BISX) wishes to inform the public that due to the threat of Hurricane Matthew and the issuance of a Hurricane Warning for New Providence, BISX’s...
View ArticleUS Agencies Post Public Sections Of "Targeted Submissions" For...
The Federal Reserve Board and the Federal Deposit Insurance Corporation (FDIC) on Tuesday posted the public portions of the required "targeted submissions" for the eight systemically important,...
View ArticleAutorité Des Marchés Financiers Announces Members Of Mining...
The Autorité des marchés financiers (the “AMF”) has announced the members of its Mining Advisory Committee.read more...
View ArticleExponential utility maximization under model uncertainty for unbounded...
We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of non-dominated...
View ArticleInventory growth cycles with debt-financed investment. (arXiv:1610.00955v1...
We propose a continuous-time stock-flow consistent model for inventory dynamics in an economy with firms, banks, and households. On the supply side, firms decide on production based on adaptive...
View ArticleSharpe portfolio using a cross-efficiency evaluation. (arXiv:1610.00937v1...
The Sharpe ratio is a way to compare the excess returns (over the risk free asset) of portfolios for each unit of volatility that is generated by a portfolio. In this paper we introduce a robust Sharpe...
View ArticleThe Long Bond, Long Forward Measure and Long-Term Factorization in...
This paper proves existence of the long bond, long forward measure and long-term factorization of the stochastic discount factor (SDF) of Alvarez and Jermann (2005) and Hansen and Scheinkman (2009) in...
View ArticleA hybrid approach to assess systemic risk in financial networks....
We propose a credit risk approach in which financial institutions, modelled as a portfolio of risky assets characterized by a probability of default and a correlation matrix, are the nodes of a network...
View ArticleLong-Term Factorization of Affine Pricing Kernels. (arXiv:1610.00778v1...
This paper constructs and studies the long-term factorization of affine pricing kernels into discounting at the rate of return on the long bond and the martingale component that accomplishes the change...
View ArticleGreat Advice For Writing Cover Letters
You are applying for that job you would really love to nab. You have created a strong resume. Now comes the cover letter. What should it say? How should you communicate your skills and experiences in...
View ArticleASIC Remakes And Repeals 'Sunsetting' Class Orders On Markets And Securities
ASIC has remade ten legislative instruments and repealed three that are due to expire ('sunset') in 2016 and 2017, following public consultation.read more...
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