Abu Dhabi Global Market Revises Capital Requirements Of Managers Of...
The Financial Services Regulatory Authority (FSRA) of Abu Dhabi Global Market (ADGM) has revised the capital requirements applicable to managers of collective investment funds (CIF) with immediate...
View ArticleNasdaq Dubai To Launch ‘Market Site’, The Premier Hub For Capital...
Nasdaq Dubai, the region’s international stock exchange, today announced it will create a premier platform for capital market, economic, and business thought leadership. Named ‘Market Site’, the venue...
View ArticleScarcity effects of QE: A transaction-level analysis in the Bund market
This paper investigates the scarcity effects of quantitative easing (QE) policies, drawing on intra-day transaction-level data for German government bonds, purchased under the public sector purchase...
View Article[1704.02160] A systemic shock model for too big to fail financial institutions
A systemic shock model for too big to fail financial institutions https://t.co/H4XdAMmBRY â Quant News (@QuantNews_com) April 10, 2017
View ArticleITG Releases March 2017 U.S. Trading Volume
NEW YORK, April 10, 2017 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading independent broker and financial technology provider, today announced that March 2017 U.S. trading volume was 3.7 billion shares...
View ArticleCity, University Of London’s HCID Open Day, April 27th 2017
On 27th April 2017, City, University of London’s Centre for Human Computer Interaction Design (HCID) will be hosting its annual HCID Open Day.read more...
View ArticleNasdaq March 2017 Volumes, 1Q17 Estimated Revenue Capture And Listings...
Nasdaq (Nasdaq:NDAQ) today reported monthly volumes for March 2017, as well as quarterly volumes, number of listings and estimated revenue capture for the quarter ending March 31, 2017, on its investor...
View ArticleCFTC’s Market Risk Advisory Committee Announces Agenda For April 25...
The U.S. Commodity Futures Trading Commission’s (Commission) Market Risk Advisory Committee (MRAC) will hold a public meeting on April 25, 2017 at the CFTC's Washington, DC, headquarters (see CFTC...
View ArticleA fractional reaction-diffusion description of supply and demand....
We suggest that the broad distribution of time scales in financial markets could be a crucial ingredient to reproduce realistic price dynamics in stylised Agent-Based Models. We propose a fractional...
View ArticleGood Deal Hedging and Valuation under Combined Uncertainty about Drift and...
We study robust notions of good-deal hedging and valuation under combined uncertainty about the drifts and volatilities of asset prices. Good-deal bounds are determined by a subset of risk-neutral...
View ArticleOn absence of steady state in the Bouchaud-M\'ezard network model....
In the limit of infinite number of nodes (agents), the It\^o-reduced Bouchaud-M\'ezard network model of economic exchange has a time-independent mean and a steady-state inverse gamma distribution. We...
View ArticleMonetary policy's rising FX impact in the era of ultra-low rates
We show that the FX impact of monetary policy has been growing significantly. We use a high-frequency event study of the joint response of fixed income instruments and exchange rates to monetary policy...
View ArticleTesla Just Passed GM to Become America’s Most Valuable Carmaker
Tesla Just Passed GM to Become Americaâs Most Valuable Carmaker https://t.co/TBHFAPU7J6 â moneyscience (@moneyscience) April 11, 2017
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World Federation Of Exchanges Looks Ahead To 34th IOMA Clearing &...
The World Federation of Exchanges (“WFE”), which represents more than 200 market infrastructure providers including exchanges and CCPs, will hold its 34th IOMA Clearing & Derivatives Conference...
View ArticleRestructuring Of REITs And Closed End Funds Listed On The Nigerian Stock...
The Nigerian Stock Exchange (“The Exchange” or “NSE”) is pleased to notify the market about its proposed changes to the framework regarding the trading of Real Estate Investment Trusts (REITs); and...
View ArticleEBA Finds German Waiver On Covered Bonds Justified
The European Banking Authority (EBA) published today an Opinion addressed to the German Federal Financial Services Supervisory Authority (BaFin) following the Competent Authority's notification of its...
View ArticleFSB Consults On Framework For Post-Implementation Evaluation Of The Effects...
The Financial Stability Board (FSB) today published for consultation the main elements of a Proposed Framework for Post-Implementation Evaluation of the Effects of the G20 Financial Regulatory...
View ArticleTISE Gains Recognition From German Regulator, BaFin
The International Stock Exchange (TISE) has received recognition from the German Federal Financial Supervisory Authority, BaFin (Bundesanstalt für Finanzdienstleistungsaufsicht).read more...
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