Disclosure Law Pursuant To FMIA And FMIO-FINMA - The Disclosure Office Of SIX...
FMIA and FMIO-FINMAread more...
View Article08Sep/Treatment of interest rate risk in the banking book in Latin America
Treatment of interest rate risk in the banking book in Latin America - Occasional Paper No 12, September 2016. Interest rate risk in the banking book (IRRBB) is a bank's exposure to adverse movements...
View ArticleIPC Thought Leader To Present At TradeTech FX Europe
IPC Systems, Inc., is proud to announce that one of the company's thought leaders, Ganesh Iyer, IPC's Global Director of Product Marketing, will be presenting to senior FX traders from leading buy-side...
View ArticleLarrain Vial Selects Catalys By Itiviti To Help Develop Latin American Markets
Itiviti, a world-leading technology provider for the capital markets industry, today announced that Larrain Vial, Chile’s premier brokerage house, has chosen the next generation FIX Engine, Catalys by...
View ArticleQuarterly Adjustment Of Warsaw Stock Exchange Indices
Warsaw Stock Exchange (GPW) announces changes in the constituents of the WIG20, mWIG40, sWIG80 and WIG30 indices following the September quarterly adjustment. The changes will be effective starting...
View ArticleTokyo Commodity Exchange: Updated Policy On Information Disclosure On The...
TOCOM has provisionally continued to disclose trading volume, open interest and delivery by Member for the agricultural contracts on the exchange website since the Agricultural Product & Sugar...
View ArticleBorsa Italiana: Fourth Edition Of Italian Infrastructure Day
Today, 21 publicly listed, and two private companies, operating in the infrastructure industry will meet at the fourth Italian Infrastructure Day, held in Borsa Italiana, with 120 international...
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SGX SICOM Rubber Report – August 2016
FULL RUBBER MARKET REPORT AVAILABLE hereread more...
View ArticleWarsaw Stock Exchange Monthly Statistics For August 2016
Warsaw Stock Exchange Monthly Statistics for August 2016 is now available:read more...
View ArticleDissecting cross-impact on stock markets: An empirical analysis....
The vast majority of recent studies in market impact assess each product individually, and the interactions between their order flows are disregarded. This strong approximation may lead to an...
View ArticleStochastic Tail Exponent For Asymmetric Power Laws. (arXiv:1609.02369v1...
We examine random variables in the power law/slowly varying class with stochastic tail exponent, the exponent $\alpha$ having its own distribution. We show the effect of stochasticity of $\alpha$ on...
View ArticleGeneralized Autoregressive Score Models in R: The GAS Package....
This paper presents the R package GAS for the analysis of time series under the Generalized Autoregressive Score (GAS) framework of Creal et al. (2013) and Harvey (2013). The distinctive feature of the...
View ArticleA superhedging approach to stochastic integration. (arXiv:1609.02349v1...
Using Vovk's outer measure, which corresponds to a minimal superhedging price, the existence of quadratic variation is shown for "typical price paths" in the space of non-negative c\`adl\`ag functions....
View ArticleThe interaction between trade and FDI: the CEE countries experience....
Inside the EU, the commercial integration of the CEE countries has gained remarkable momentum before the crisis appearance, but it has slightly slowed down afterwards. Consequently, the interest in...
View ArticleNew Zealand's Financial Markets Authority: Changes Approved For AFA Code Of...
Commerce and Consumer Affairs Minister Paul Goldsmith today announced changes to the Code of Professional Conduct for Authorised Financial Advisers (AFAs).read more...
View ArticleDubai Financial Services Authority Public Holiday Notification: DFSA Offices...
To mark the occasion of Eid Al Adha, the DFSA offices will be closed from Sunday, 11th September to Tuesday, 13th September. The DFSA offices will be operating on lean basis on Wednesday 14th and...
View ArticleTokyo Commodity Exchange: Taiwanese Regulator Recognizes Gold Rolling Spot As...
The Tokyo Commodity Exchange (TOCOM) announced yesterday that the Gold Rolling Spot Futures contract has been recognized by the Financial Supervisory Commission of Taiwan (FSC) as “eligible foreign...
View ArticleTestimony Of Treasury Department Assistant General Counsel For Enforcement...
Chairman Duffy, Ranking Member Green, thank you for inviting me to testify today. I am pleased to be here alongside my colleagues from the State Department and the Justice Department. My name is Paul...
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