Share Of Investors In Financial Instrument Trade On GPW In 2016
GPW Main Marketread more...
View ArticleWeekly Top 5 Papers â February 27th 2017
1. Betting Against Correlation: Testing Theories of the Low-Risk Effect by Clifford Asness (AQR Capital Management, LLC) and Andrea Frazzini (AQR Capital Management, LLC) and Niels Joachim Gormsen...
View ArticleSEC-NYU Dialogue On Securities Market Regulation: U.S. Securities-Based...
Good morning, and thank you, Scott [Bauguess], for that kind introduction. It is a pleasure to be with you all on this beautiful Mardi Gras morning.read more...
View ArticleSolvency II, or How to Swipe the Downside Risk Under the Carpet....
Under Solvency II the computation of capital requirements is based on value at risk (V@R). V@R is a quantile-based risk measure and neglects extreme risks in the tail. V@R belongs to the family of...
View ArticleRobust and Consistent Estimation of Generators in Credit Risk....
Bond rating Transition Probability Matrices (TPMs) are built over a one-year time-frame and for many practical purposes, like the assessment of risk in portfolios, one needs to compute the TPM for a...
View ArticleInterbank Credit and the Money Manufacturing Process. A Systemic Perspective...
Interbank lending and borrowing occur when financial institutions seek to settle and refinance their mutual positions over time and circumstances. This interactive process involves money creation at...
View ArticleReverse stress testing interbank networks. (arXiv:1702.08744v1 [q-fin.RM])
We reverse engineer dynamics of financial contagion to find the scenario of smallest exogenous shock that, should it occur, would lead to a given final systemic loss. This reverse stress test can be...
View ArticleAccelerating Performance: How Organizations Can Mobilize, Execute, and...
Transform your organization into a dynamic catalyst for successread more...
View ArticleColt To Launch High-Bandwidth Services In Hong Kong By July 2017 - Expansion...
Colt, the global high bandwidth network provider, today announced its plan to launch high-bandwidth services in Hong Kong by July 2017 – the latest expansion of the Colt IQ Network. The expansion aims...
View ArticleStatement From Secretary Mnuchin On President Trumpâs Speech To Joint...
Secretary of the Treasury Steven T. Mnuchin issued the following statement today in response to President Donald J. Trump’s speech to a joint session of Congress: “President Trump’s plan to grow our...
View ArticleTokyo Commodity Exchange: Final Settlement Price Of Crude Oil For February...
Final settlement price of Dubai Crude Oil for February 2017 contract is 38,730 yen.read more...
View ArticleThe Saudi Stock Exchange Performance Report â February 2017
At the end of February 2017 Tadawul All Share Index (TASI) closed at 6,972.39 points, decreased by 129.47 points 1.82% over the close of the previous month. Highest close level for the index during...
View ArticleSGX Issues âTrade With Cautionâ Warning For ISR Capital Shares
On 27 November 2016, the Singapore Exchange (SGX) suspended trading in the shares of ISR Capital Limited (ISR) in accordance with the SGX Securities Trading (SGX-ST) Rule 8.10.1. The suspension was to...
View ArticleJapan Exchange Group Released Trading Overview For February 2017.
- In February 2017, the daily average trading value for the TSE 1st Section (domestic common stocks) was JPY 2.5457 trillion.- In the ETF market, monthly trading value was JPY 2.9021 trillion.read more...
View ArticleTokyo Financial Exchange: Trading Volume For February 2017
The trading volume of Three-month Euroyen futures in February was 96,651 ( - 23.3% MoM / - 67.7% YoY) and its average daily volume was 4,833. See the TABLE 1 for the composition of the trading volume....
View ArticleJapan Exchange Group: Status Of Acquisition Of Own Shares
Japan Exchange Group, Inc. hereby announces the status of matters regarding acquisition of own shares pursuant to the provisions of its Articles of Incorporation and Article 459, Paragraph 1 of the...
View ArticleUK's Financial Conduct Authority Proposes Reforms To The Availability Of...
The Financial Conduct Authority (FCA) has today launched a Consultation Paper (CP) proposing a package of measures to reform the availability of information during the UK equity initial public offering...
View ArticleDeutsche Börse Launches New SME Segment âScaleâ
Today saw the successful launch of Scale, Deutsche Börse's new segment for small and medium-sized enterprises (SMEs). As of the start of trading 46 equities and corporate bonds had listed on Scale and...
View ArticleESM Appoints David Eatough As General Counsel
The European Stability Mechanism has appointed David Eatough to its Management Board, where he will take on the role of General Counsel. Mr Eatough, formerly Deputy General Counsel, starts working in...
View Article