SIFMA AMG Submits Comments To The SEC On The BCP Recordkeeping Proposal
SIFMA’s Asset Management Group (“SIFMA AMG”) today announced it has submitted a comment letter to the Securities and Exchange Commission (“SEC”) regarding the SEC’s proposal to require registered...
View ArticleLazard, Evercore and the TSLA/SCTY Deal: Keystone Kops or Crafty Bankers?
It is get easy to get outraged by events around you, even when that outrage is not merited. I have learned, through hard experience, that writing when outraged can be cathartic but it can also be...
View ArticleThe dividend problem with a finite horizon. (arXiv:1609.01655v1 [math.PR])
We characterise the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend...
View ArticleCriteria for the Absense and Existence of Arbitrage in Multidimensional...
We derive abstract as well as deterministic conditions for the absence and existence of free lunch with vanishing risk, arbitrage, generalized arbitrage, and unbounded profit with bounded risk in a...
View ArticleSecurities Lending Strategies, Valuation of Term Loans using Option Theory....
We develop models to price long term loans in the securities lending business. These longer horizon deals can be viewed as contracts with optionality embedded in them and can be priced using...
View ArticleBM&FBOVESPA Market Holiday - Independence Day
There will be no trading or settlement on BM&FBOVESPA's markets on September 7.
View ArticleCME Group Announces CME Authorization To Provide OTC Clearing And Settlement...
CME Group, the world's leading and most diverse derivatives marketplace, today announced that Chicago Mercantile Exchange Inc. has been granted authorization to provide OTC clearing and settlement...
View ArticleASIC: Morgan Stanley Pays $123,750 In Infringement Notice Penalty
Morgan Stanley Australia Securities Limited (“Morgan Stanley”) has paid a penalty of $123,750 to comply with an infringement notice given to it by the Markets Disciplinary Panel (“MDP”).read more...
View ArticleMoscow Exchange - Foreign Fund Flows - Equity Market Report August 2016
Click here to download full details.read more...
View ArticleLime Brokerage And Vela Trading Technologies Announce Product Integration -...
Lime Brokerage (Lime), a Wedbush Company, and Vela Trading Technologies (Vela), a global leader in high performance trading and market data technology, are pleased to announce the integration of...
View ArticleTMX Group CEO Lou Eccleston To Present At The 2016 Scotiabank Financials Summit
TMX Group CEO Lou Eccleston will present at the 17th annual Scotiabank Financials Summit at the Fairmont Royal York Hotel in Toronto.read more...
View ArticleAFME Calls For Greater Harmonisation Of EU Regulations On Asset Segregation...
AFME has today published a new report entitled “Principles of Asset Segregation, Due Diligence and Collateral Management” which calls for greater harmonisation of asset segregation across European...
View ArticleCME Group Recognized As Central Counterparty In Mexico
CME Group, the world's leading and most diverse derivatives marketplace, today announced that Chicago Mercantile Exchange Inc. obtained full recognition as a foreign central counterparty (CCP) in...
View ArticleIFDP 2016-1178: Bad Bad Contagion
Juan M. Londono | Bad contagion, the downside component of contagion in international stock markets, has negative implications for financial stability. I propose a measure for the occurrence and...
View ArticleESAs Highlight Main Risks For The EU Financial System
The Joint Committee of the European Supervisory Authorities (ESAs) published today its September 2016 Report on Risks and Vulnerabilities in the EU Financial System. read more...
View ArticleSEC Names Sarah G. Ten Siethoff Deputy Associate Director In The Division Of...
The Securities and Exchange Commission today announced that Sarah G. ten Siethoff has been named Deputy Associate Director in the Division of Investment Management’s Rulemaking Office. As Deputy...
View ArticleCFTC Charges Fan Wang with Making False Reports in Connection with Commodity...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil injunctive enforcement action in the U.S. District Court for the Southern District of New York against Fan Wang a.k.a. Alex Wang, a...
View ArticleCapital Market Authority: Announcement Of The Board Of Directors And Senior...
The Capital Market Authority announces the Board of Directors and Senior Executives Trading Restriction Periods according to Article (50) of the Listing Rules as the following: For companies which its...
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