GTR Analytics - Actual Traded Price Transparency In The OTC Market
Financial Machineries GTR Analytics is the first Best Execution OTC datafeed of all derivatives transactions captured and published since the start of Dodd Frank and EMIR regulations. Access to the...
View ArticleTokyo Commodity Exchange: Revised Component Weight Percentage Of Nikkei-TOCOM...
The Tokyo Commodity Exchange, Inc. (“TOCOM” or the “Exchange”) today announced revised weightings of the Nikkei-TOCOM Commodity Index components, effective June 1, 2016, as indicated below.read more...
View ArticleSGX Welcomes Quam Securities As Securities Trading Member
Singapore Exchange (SGX) today welcomed Hong Kong-based broker, Quam Securities Company Limited, to its securities market as a trading member. read more...
View ArticleNew EU Finance Opportunities For SMEs And Technological Innovation Ahead
At the “Innovative Enterprise Conference” in The Hague, the creation of a new EU Securitisation Instrument for European banks was announced by Commissioner Carlos Moedas, EIF Chief Executive Pier Luigi...
View ArticleCompanies Begin Scheduling AGMs With SGX And CSIS Calendar - 97 Companies...
Singapore Exchange (SGX) and the Chartered Secretaries Institute of Singapore (CSIS) have launched an online calendar for listed companies to indicate their tentative Annual General Meeting (AGM)...
View ArticleTokyo Financial Exchange: Rollover Of Leading Contract Month For Three-month...
Tokyo Financial Exchange has decided to shift the leading contract month for Euroyen futures from the current September 2016 contracts to the December 2016 contracts, effective from 30 March 2016.For...
View ArticleOffice Of The Comptroller Of The Currency Shares Its Perspective On...
The Office of the Comptroller of the Currency (OCC) today published its perspective on responsible innovation in the federal banking system and solicited feedback on what more it could do to support...
View ArticleSEC: Navistar International And Former CEO Misled Investors About Advanced...
The Securities and Exchange Commission today charged Navistar International Corp. with misleading investors about its development of an advanced technology truck engine that could be certified to meet...
View ArticleS&P Dow Jones Indices Market Attributes: Index Dashboard Europe
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IFDP 2016-1160: Managerial Compensation under Privately-Observed
Qi Liu and Bo Sun | This paper studies how private information in hedging outcomes affects the design of managerial compensation when hedging instruments serve as a double-edged sword in that they may...
View ArticleCFTC Charges Georgia Resident Hendrik A. Van Beuningen And His Company,...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil enforcement action in the U.S. District Court for the Northern District of Georgia, charging Defendants Hendrik A. Van Beuningenof...
View ArticleCanadian Securities Regulators Seek Comment On Proposed Proxy Voting Protocols
Canadian Securities Administrators (CSA) today published CSA Multilateral Staff Notice 54-304 Final Report on Review of the Proxy Voting Infrastructure and Request for Comments on Proposed Meeting Vote...
View ArticleBGC Partners Updates Its Outlook For The First Quarter Of 2016
BGC Partners, Inc. (NASDAQ: BGCP) ("BGC Partners," "BGC," or the "Company,") a leading global brokerage company servicing the financial and real estate markets, today announced that it has updated its...
View Article2015 Enforcement Report - Report Highlights IIROC's Focus On Strengthening...
The Investment Industry Regulatory Organization of Canada (llROC) today published its annual Enforcement Report outlining the actions it has taken to prosecute and sanction investment firms and...
View ArticleLow-traffic limit and first-passage times for a simple model of the...
We consider a simplified model of the continuous double auction where prices are integers varying from $1$ to $N$ with limit orders and market orders, but quantity per order limited to a single share....
View ArticleDeterministic Income with Deterministic and Stochastic Interest Rates....
We consider an individual or household endowed with an initial capital and an income, modeled as a deterministic process with a continuous drift rate. At first, we model the discounting rate as the...
View ArticleOn the properties of the Lambda value at risk: robustness, elicitability and...
Recently, financial industry and regulators have enhanced the debate on the good properties of a risk measure. A fundamental issue is the evaluation of the quality of a risk estimation. On one hand a...
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