ECC To Introduce Direct Clearing Participant Membership For Spot Markets
European Commodity Clearing AG (ECC) has introduced a new membership model - the Direct Clearing Participant Model (DCPM).read more...
View ArticleBorsa Italiana Monthly Update August 2016
Click here to download Borsa Italiana's monthly update for August 2016.
View ArticleEuronext Announces Volumes For August 2016
Euronext, the leading pan-European exchange in the Eurozone, today announced trading volumes for August 2016.read more...
View ArticleS+T AG And Leifheit AG To Be Included In Selection Indices Of Deutsche...
On Monday, Deutsche Börse announced changes to its selection indices, which will become effective on 19 September 2016. The shares of S+T AG will be included in the TecDAX index and will replace the...
View ArticleNon-Gaussian analytic option pricing: a closed formula for the L\'evy-stable...
We establish an explicit pricing formula for a class of non-Gaussian models (the Levy-stable, or Log-Levy model with finite moments and stability parameter between 1 and 2) allowing a straightforward...
View ArticleMultivariate Mixed Tempered Stable Distribution. (arXiv:1609.00926v1 [q-fin.ST])
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting...
View ArticleDetermining Optimal Stop-Loss Thresholds via Bayesian Analysis of Drawdown...
Stop-loss rules are often studied in the financial literature, but the stop-loss levels are seldom constructed systematically. In many papers, and indeed in practice as well, the level of the stops is...
View ArticleOption-Based Pricing of Wrong Way Risk for CVA. (arXiv:1609.00819v1 [q-fin.PR])
The two main issues for managing wrong way risk (WWR) for the credit valuation adjustment (CVA, i.e. WW-CVA) are calibration and hedging. Hence we start from a novel model-free worst-case approach...
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Europe Entrapped
Today Europe finds itself in a crisis that casts a dark shadow over an entire generation. The seriousness of the crisis stems from one core political contradiction at the heart of the European project:...
View ArticleBM&FBOVESPA Becomes First Exchange To Join R3 Distributed Ledger Consortium
BM&FBOVESPA has joined financial innovation firm R3’s partnership to design and apply distributed and shared ledger-inspired technologies to global financial markets.read more...
View ArticlePalestine Securities Exchange (PEX) Profits Exceeds USD 162m In The First...
First half financial results showed that thirty nine of forty nine listed companies achieved a net profit of 165,522,201USD, the eight loss making companies recorded a total loss of (2,964,008 USD)....
View ArticleDeutsche Börse: New Brent Crude Oil ETC From BNP Paribas...
A new exchange traded commodity (ETC) issued by BNP Paribas Arbitrage Issuance B.V. has been tradable on Xetra and Börse Frankfurt since Tuesday.read more...
View ArticleDTCC And Senior Risk Managers Share Insights On Systemic Risks
Executives from The Depository Trust & Clearing Corporation (DTCC) joined more than 60 risk and operations professionals, representing approximately 30 DTCC clients, to discuss key issues related...
View ArticleThe European Financial Stability Facility (EFSF Raises â¬1 Billion...
The European Financial Stability Facility (EFSF) on Tuesday raised €1 billion in a tap of its 31 May 2047 bond, completing its funding needs for the third quarter of the year.read more...
View ArticlePEX Monthly Investor Newsletter-August 2016
Click here to download the July edition of the PEX Monthly Investor Newsletter.
View ArticleDO&CO Joins Austrian Leading Index ATX For The First Time
Today’s review of the composition and calculation parameters of Austrian stock indices – in accordance with the Index Rules – resulted in the adjustments set out below. All changes take effect on...
View ArticleCFTC Signs MOU with Two Mexican Authorities to Enhance Supervision of...
The U.S. Commodity Futures Trading Commission (CFTC) announced today that CFTC Chairman Timothy Massad signed a Memorandum of Understanding (MOU) with the Comisión Nacional Bancaria y de Valores...
View ArticleCFTC Signs MOU With Two Mexican Authorities To Enhance Supervision Of...
The U.S. Commodity Futures Trading Commission (CFTC) announced today that CFTC Chairman Timothy Massad signed a Memorandum of Understanding (MOU) with the Comisión Nacional Bancaria y de Valores (CNBV)...
View ArticleSEC Charges CEO And Paid Promoter With Fraudulently Promoting Stock Of Las...
The Securities and Exchange Commission today charged the CEO of a sexual health products retailer and a paid promoter with orchestrating fraudulent promotional campaigns to tout the company’s...
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