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EPEX SPOT Power Trading Results Of April 2017 - Belgian Day-Ahead Market...
In April 2017, a total volume of 45.5 TWh was traded on EPEX SPOT’s Day-Ahead and Intraday power markets (April 2016: 42.5 TWh).Day-Ahead marketsIn April 2017, power trading on the Day-Ahead markets on...
View ArticleDeutsche Börse Cash Market: Happy Birthday To The FinTech Hub!
Deutsche Börse's FinTech Hub in Frankfurt is celebrating its first birthday. Four financial sector start-ups officially moved into the hub at the beginning of May 2016, and have been based there...
View ArticleThe impact of macroprudential housing finance tools in Canada
This paper combines loan-level administrative data with household-level survey data to analyze the impact of recent macroprudential policy changes in Canada using a microsimulation model of mortgage...
View ArticleThe impact of warnings published in a financial stability report on loan-to...
This paper shows how central bank communications can play a role in macroprudential supervision. We document how specific warnings about real estate markets, published in the Central Bank of Chile's...
View ArticleEvaluating the impact of macroprudential policies on credit growth in Colombia
Macroprudential tools have been used around the world to counter potential risks and imbalances in the financial sector. Colombia is a good example of a country that has employed a variety of...
View ArticlePrudential policies and their impact on credit in the United States
We analyze how two types of recently used prudential policies affected the supply of credit in the United States. First, we test whether the U.S. bank stress tests had any impact on the supply of...
View ArticleThe impact of macroprudential policies and their interaction with monetary...
This paper summarises the results of a joint research project by eight central banks in the Americas region to evaluate the effectiveness of macroprudential tools and their interaction with monetary...
View ArticleACER Launched Three Calls For Expression Of Interest For The Establishment Of...
The Agency launched three calls for expression of interest for the establishment of a reserve list of Contract Staff for the following positions:read more...
View ArticleMonthly Report: Eurex Product Array Sees Volume Boost Post French Poll
Global capital market relief at the result of the first round of the French election prompted rallies in equity markets around Europe, while fixed income markets also saw sharp corrections. The moves...
View ArticleLondon Real Estate Exchange Limited (“IPSX Group”): Appointment...
IPSX Group today announces the appointment of Michael Higgins (non-executive Chairman) together with Imogen Joss and Alan Ramsay as non-executive directors of IPSX UK Limited (“IPSX UK”). read more...
View ArticleIntercontinental Exchange Reports April Statistics; ICE ADV Up 26% Y/Y Driven...
Intercontinental Exchange, Inc. (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, today reported April 2017 trading volume and related...
View ArticleCFTC Charges Arizona Resident Cory Williams And His Company, Williams...
The U.S. Commodity Futures Trading Commission (CFTC) today announced the filing of a civil enforcement action in the U.S. District Court for the District of Arizona against Cory Williams of Gilbert,...
View ArticleNasdaq April 2017 Volumes
Nasdaq (Nasdaq:NDAQ) today reported monthly volumes for April 2017, on its investor relations website. read more...
View ArticleOTC Markets Group Announces First Quarter 2017 Financial Results
First Quarter 2017 Highlights:read more...
View ArticleIntercontinental Exchange Announces 2017 Investor Day
Intercontinental Exchange, Inc. (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, today announced it will host an Investor Day on Friday...
View ArticleASX Monthly Activity Report – April 2017
The value of ASX-listed stocks, as measured by the All Ordinaries Index, rose 0.7% in April 2017. This performance was lower than most major markets, including Hong Kong up 2.1 %, Japan up 1.5%,...
View ArticleThe Payoff Region of a Strategic Game and Its Extreme Points....
The range of a payoff function in an $n$-player finite strategic game is investigated using a novel approach, the notion of extreme points of a non-convex set. A basic structural characteristic of a...
View ArticleAlgorithmic trading in a microstructural limit order book model....
We propose a microstructural modeling framework for studying optimal market making policies in a FIFO (first in first out) limit order book (LOB). In this context, the limit orders, market orders, and...
View ArticleBayesian Portfolio Selection. (arXiv:1705.01407v1 [q-fin.MF])
We present a Bayesian portfolio selection strategy, which uses the Capital Asset Pricing Model (CAPM). We propose a strategy which will mimic the market if the market is information efficient. However,...
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