Detection of intensity bursts using Hawkes processes: an application to high...
Given a stationary point process, an intensity burst is defined as a short time period during which the number of counts is larger than the typical count rate. It might signal a local non-stationarity...
View ArticleSecurities Commission Malaysia Files Civil Suit Against Datoâ...
Securities Commission Malaysia (SC) has filed a civil suit at the Kuala Lumpur High Court against Dato’ Sreesanthan Eliathamby for insider trading involving the shares of Worldwide Holdings Bhd...
View ArticleCategorical Statistics for Communication Research
Categorical Statistics for CommunicationResearchpresents scholars with a discipline-specific guide to categorical data analysis. The text blends necessary background information and formulas for...
View ArticleCategorical Statistics for Communication Research
Categorical Statistics for CommunicationResearchpresents scholars with a discipline-specific guide to categorical data analysis. The text blends necessary background information and formulas for...
View ArticleJapan's Financial Services Agency: The First Meeting Of The Task Force On...
The Task Force on Fair Disclosure Rule of the Financial System Council will hold its first meeting on October 21st, 2016 as follows.read more...
View ArticleShanghai Futures Exchange Launches New Market Surveillance Platform Powered...
Nasdaq (Nasdaq:NDAQ) have officially announced that Shanghai Futures Exchange (SHFE), one of the world’s largest futures markets, has launched a new market surveillance platform powered by SMARTS,...
View ArticleSystemic Risk Council Comments On The Financial Stability Board's...
On October 15, 2016, the Systemic Risk Council submitted a comment letter to the Financial Stability Board (FSB) on its recent Consultative Document, in which the FSB proposed policy recommendations...
View ArticleSIX Interbank Clearing: QR Code To Replace The Currently Used Inpayment Slips
The Board of Directors of SIX Interbank Clearing Ltd has decided to revise the inpayment slip with data code planned for mid-2018. In order to take account of the progressing digitalization, market...
View ArticleETFGI Reports Assets Invested In ETFs/ETPs Listed Globally Reached A New...
ETFGI, the leading independent research and consultancy firm on trends in the global ETF/ETP ecosystem, today reported assets invested in ETFs/ETPs listed globally reached a new record high US$3.408...
View Article19Oct/Harmonisation of critical OTC derivatives data elements (other than UTI...
Press release about CPMI and IOSCO issuing consultative report on "Harmonisation of key OTC derivatives data elements (other than UTI and UPI) - second batch", 19 October 2016
View Article19Oct/Harmonisation of critical OTC derivatives data elements (other than UTI...
G20 Leaders agreed in 2009 that all over-the-counter (OTC) derivatives contracts should be reported to trade repositories (TRs) as part of their commitment to reforming OTC derivatives markets with the...
View ArticleHKEX: Trading Continues During Black Rainstorm Warning
Hong Kong Exchanges and Clearing Limited (HKEX) announced that the Black Rainstorm Warning has not affected trading in the securities and derivatives markets, which continue to operate as normal....
View ArticleHKEX: Stock Exchange Participants' Market Share Report
Updated: 21/09/2016 read more...
View ArticleThe European Association Of CCP Clearing Houses (EACH) Responds To The...
The EACH response to the consultative report on Resilience and Recovery of CCP is published today. EACH welcomes that CPMI-IOSCO has undertaken to provide clarification in order to ensure a consistent...
View ArticleHarmonisation Of Critical OTC Derivatives Data Elements (Other Than UTI And...
The Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) have today published for public comment a consultative report...
View ArticleeClerx And FIA Tech Announce Strategic Partnership - Agreement Combines The...
eClerx and FIA Technology Services, Inc. (FIA Tech) announced a partnership today to improve efficiency across FIA Tech’s operations, data processing, and other industry utility-based services. read...
View ArticleTokyo Stock Exchange To Begin Calculating Tokyo Stock Exchange REIT Net Total...
The Tokyo Stock Exchange has been calculating and publishing the Tokyo Stock Exchange REIT Net Total Return Index and will begin calculating the Tokyo Stock Exchange REIT Net Total Return US Dollar...
View ArticleOsaka Exchange: Handling Of TSE REIT Index Futures Contracts In Connection...
Today, Tokyo Stock Exchange, Inc. (TSE) started gathering public comments concerning the transition in calculation methodology from “full-market capitalization weighting” to “free-float adjusted market...
View ArticleUpdate On SGXâs Proposed Acquisition Of The Baltic Exchange
Singapore Exchange (“SGX”) today announced that a Court hearing has been fixed for 7 November 2016 to sanction the proposed scheme of arrangement under Part 26 of the UK Companies Act (“Scheme”) for...
View ArticleJapan's Financial Services Agency: Comments For The Insurance Capital...
The FSA submitted comments to the Insurance Association of Insurance Supervisors (IAIS) regarding the ICS Second Public Consultation.read more...
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