Rating models: emerging market distinctions. (arXiv:1607.02422v1 [q-fin.EC])
The Basel II Accords have sparked increased interest in the development of approaches based on internal ratings systems and have initiated the elaboration of models for remote ratings forecasts based...
View ArticleAlternative versions of the global competitive industrial performance ranking...
The Competitive Industrial Performance index (developed by experts of the UNIDO) is designed as a measure of national competitiveness. Index is an aggregate of eight observable variables, representing...
View ArticleDivisive-agglomerative algorithm and complexity of automatic classification...
An algorithm of solution of the Automatic Classification (AC for brevity) problem is set forth in the paper. In the AC problem, it is required to find one or several artitions, starting with the given...
View ArticleTail protection for long investors: Trend convexity at work....
The performance of trend following strategies can be ascribed to the difference between long-term and short-term realized variance. We revisit this general result and show that it holds for various...
View ArticleMatrix-vector representation of various solution concepts....
A unified matrix-vector representation is developed of such solution concepts as the core, the uncovered, the uncaptured, the minimal weakly stable, the minimal undominated, the minimal dominant and...
View ArticleToward an integrated workforce planning framework using structured equations....
Strategic Workforce Planning is a company process providing best in class, economically sound, workforce management policies and goals. Despite the abundance of literature on the subject, this is a...
View ArticleShould AMA be Replaced with SMA for Operational Risk?. (arXiv:1607.02319v1...
Recently, Basel Committee for Banking Supervision proposed to replace all approaches, including Advanced Measurement Approach (AMA), for operational risk capital with a simple formula referred to as...
View ArticleAn ergodic BSDE approach to entropic risk measure and its large time...
This paper shows that the long-time behavior of the entropic risk measure (under both forward performance process framework and classical utility framework) converges to a constant, which is...
View ArticleDubai International Financial Centre Authority (DIFC Authority) Has Announced...
DIFC Authority wishes to enact legislation to clarify, for all purposes in the DIFC, that electronic signatures are enforceable, that electronic records have equivalent effect to hard copies and that...
View ArticleKeynote Remarks At Hedge Fund Standards Board Institutional Investor...
Today I will touch on some of the SFC’s work which may be of interest to the Hedge Fund Standards Board (HFSB) community. But before doing that, I would like to recognise the fact that in its short...
View ArticleFinansinspektionen: Managers' Transactions
Special rules apply for insight into companies listed on a regulated market, and as of July 3, 2016 trading platform (MTF). The objectives are:read more...
View ArticleSGX Welcomes Advancer Global To Catalist
Singapore Exchange (SGX) today welcomed Advancer Global Limited to Catalist under the stock code “43Q”. read more...
View ArticleNigerian Stock Exchange Releases Its 2016 Sustainability Report, Adopts GRI...
The Nigerian Stock Exchange is pleased to announce that it has released its 2016 Sustainability Report titled “Ushering in a new era of sustainability in the Nigerian market place”. The report, the...
View ArticleThomson Reuters Adds EBS To Its Post-Trade Network To Provide FX Industry...
Thomson Reuters has added FX platform EBS to its post-trade network as part of its drive to improve market efficiency through provision of a venue-agnostic trade notification service. EBS joins more...
View ArticleTaiwan Futures Exchange Monthly Newsletter- July 2016
Click here to download TAIFEX Monthly Newsletter for July 2016.
View ArticleJSE Successfully Moves To A Shorter Three Day Settlement Cycle - SA Market...
South Africa’s financial markets took a major step forward today with the successful launch of a shorter three-day settlement cycle, known as T+3. The move follows months of intensive market-wide...
View ArticleVelocimetrics Launches mdPlay Enabling New And Enhanced Trading Systems And...
Velocimetrics, the leading provider of intelligent, real-time business flow tracking and performance analysis solutions, today announces the availability of mdPlay a service that enables subscribers...
View Article11Jul/Revised securitisation framework with capital treatment for...
Press release about the revised securitisation framework with capital treatment for "simple, transparent and comparable" securitisations published by the Basel Committee (11 July 2016)
View Article11Jul/Revisions to the securitisation framework
The standard published today sets out additional criteria for differentiating the capital treatment of STC securitisations from that of other securitisation transactions. The additional criteria, for...
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