Deutsche Börse Cash Market: Ossiam Japan Minimum Variance ETF...
A new equity index fund issued by Ossiam has been tradable in Deutsche Börse’s XTF segment via Xetra and Börse Frankfurt since Wednesday, 9 March.read more...
View ArticleESAs Publish Final Draft Technical Standards On Margin Requirements For...
The Joint Committee of the European Supervisory Authorities (EBA, EIOPA, ESMA - ESAs) published the final draft Regulatory Technical Standards (RTS) outlining the framework of the European Market...
View ArticleA $10 billion hedge fund is bracing for a 2008-type event
A $10 billion hedge fund is bracing for a 2008-type eventhttps://t.co/9LPap8dHe5 â moneyscience (@moneyscience) March 8, 2016
View ArticleSecurities Commission Malaysia: Court Of Appeal Jails Former Directors For...
The Court of Appeal today unanimously upheld convictions against Dato’ Phillip Wong Chee Kheong, 54, and Francis Bun Lit Chun, 46, former directors of the Impetus Group of Companies for manipulating...
View ArticleDGCX Welcomes INTL FCStone Into Its Member Community
The Dubai Gold & Commodities Exchange (DGCX) is pleased to welcome INTL FCStone Commodities DMCC as a Trade Member of the Exchange. INTL FCStone Inc., including its subsidiaries, is a leader in...
View ArticleAbu Dhabi Security Exchange Suspend And Cancelled All Of Today Trading On...
Due to the disruption of weather condition that prevailed in the Emirate of Abu Dhabi, and has led to power outage and disruption of communication lines for some brokerage firms operating in the...
View ArticleDGCX Boosts Global Connectivity With Stellar Trading Systems
The Dubai Gold & Commodities Exchange (DGCX) today announced that Stellar Trading Systems, a multi-asset trading software and services specialist, has become an approved Independent Software Vendor...
View ArticleCLERHP To Start Trading On MAB Tomorrow - First Company To Start Trading On...
The Coordination and Admissions Committee of the Mercado Alternativo Bursátil (MAB) has submitted to the Board of Directors a favourable report on CLERHP ESTRUCTURAS,stating that the company is...
View ArticleJapanâs Financial Services Agency: Fourth Meeting Of The Working Group...
The Working Group on Corporate Disclosure of the Financial System Council will hold its fourth meeting on March 14th, 2016 as follows.read more...
View ArticleTwo New SOCIMIs (REITs) To Start Trading On MAB - Inversiones Doalca And Jaba...
The Coordination and Admissions Committee of the Mercado Alternativo Bursátil (MAB) has submitted to the Board of Directors a favourable report on Inversiones Doalca SOCIMI and Jaba I Inversiones...
View ArticleRival Systems Reduces Latency By 25 Percent, Widening Gap With Competition
Chicago-based Rival Systems (Rival), a trading software company established last year, announced today that the latest version of its platform further reduces latency by 25 percent. The significant...
View ArticleUK Financial Conduct Authority Publishes A Discussion Paper On The Client...
The Financial Conduct Authority (FCA) has today published a Discussion Paper (DP), which seeks feedback on the FCA Client Assets sourcebook, specifically the client money distribution rules (CASS 7A),...
View ArticleEuropean Stability Mechanism (ESM) Adds â¬1 Billion To 2020 Bond In...
The European Stability Mechanism (ESM) today conducted a tap auction of a €4 billion 5-year bond maturing on 3 November 2020. An additional €992.75 million was issued, bringing the total size of the...
View ArticleDFM Company Shareholders Approve 2015 Financial Statements
The shareholders of Dubai Financial Market Company (PJSC) have approved the Balance Sheet and Income Statement for the fiscal year ending 31 December 2015, during the Annual General Meeting held on...
View ArticleKeynote Address Delivered At The 2016 International Womenâs Day...
It is my pleasure to be at this august gathering on a special day set aside to celebrate women all over the world. It is commendable that the Nigerian Stock Exchange is joining the rest of the world to...
View ArticleDeutsche Börse AG To Divest International Securities Exchange...
Deutsche Börse AG (“Deutsche Börse”) and NASDAQ, Inc. (“NASDAQ”) have today entered into an agreement regarding the sale of International Securities Exchange Holdings, Inc. (“ISE”), operator of three...
View ArticleCME Group Announces Singaporean Team Wins 13th Annual Trading Challenge -...
CME Group, the world's leading and most diverse derivatives marketplace, today announced the winners of its 13th annual CME Group Trading Challenge, including the first-place winners from Nanyang...
View ArticleCapital Valuation Adjustment and Funding Valuation Adjustment....
In the aftermath of the 2007 global financial crisis, banks started reflecting into derivative pricing the cost of capital and collateral funding through XVA metrics. Here XVA is a catch-all acronym...
View ArticleInteracting Default Intensity with Hidden Markov Process. (arXiv:1603.02902v1...
In this paper we consider a reduced-form intensity-based credit risk model with a hidden Markov state process. A filtering method is proposed for extracting the underlying state given the observation...
View ArticleSmall-time asymptotics for basket options -- the bi-variate SABR model and...
We compute a sharp small-time estimate for the price of a basket call under a bi-variate SABR model with both $\beta$ parameters equal to $1$ and three correlation parameters, which extends the work of...
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