EEX New Participants: GETEC Energie AG, Vattenfall Energy Trading GmbH, DELTA...
GETEC Energie AG, Vattenfall Energy Trading GmbH, DELTA Energy B.V. and Macquarie Bank Limited (London Branch) have additionally been admitted to exchange trading for Financial German-Austrian Wind...
View ArticleBorsa Italiana Monthly Update September 2016
Click here to download Borsa Italiana's monthly update for September 2016.
View ArticleOffice Of The Comptroller Of The Currency Reports Bank Trading Revenue...
Trading revenue of U.S. commercial banks and savings associations rose to $6.9 billion in the second quarter of 2016 from $5.8 billion in the previous quarter, and $5.5 billion in the second quarter a...
View ArticleIntercontinental Exchange Completes Acquisition Of S&P Global’s...
Intercontinental Exchange (NYSE: ICE), a leading operator of global exchanges and clearing houses and provider of data and listings services, announced it has today completed its all-cash acquisition...
View ArticleOlivier Blanchard, Equilibrium, Complexity, And The Future Of Macroeconomics
I have observed and appreciated Olivier Blanchardâs intellectual journey over the last decade. It began in August 2008, with what must be regarded as one of the worst-timed papers in the history of...
View ArticleCFTC Charges Jody Dupont Of South Carolina And His Company, Open Range...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil enforcement action charging Defendants Jody Dupont of Anderson, South Carolina, and his company, Open Range Trading LLC(Open Range),...
View ArticleUS Task Forces Begin Review Of Faster Payments Solution Proposals
Members of the two national task forces convened by the Federal Reserve to make payments faster and more secure have begun to review and discuss 19 specific proposals submitted by interested task force...
View ArticleMGEX To Auction Historic Cash Table
MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), will be making seven Cash Tables available to the public through an online auction. read more...
View ArticleBahamas International Securities Exchange Hurricane Closure Procedures
The Bahamas International Securities Exchange Limited (BISX) wishes to inform the public that due to the threat of Hurricane Matthew and the issuance of a Hurricane Warning for New Providence, BISX’s...
View ArticleUS Agencies Post Public Sections Of "Targeted Submissions" For...
The Federal Reserve Board and the Federal Deposit Insurance Corporation (FDIC) on Tuesday posted the public portions of the required "targeted submissions" for the eight systemically important,...
View ArticleAutorité Des Marchés Financiers Announces Members Of Mining...
The Autorité des marchés financiers (the “AMF”) has announced the members of its Mining Advisory Committee.read more...
View ArticleExponential utility maximization under model uncertainty for unbounded...
We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of non-dominated...
View ArticleInventory growth cycles with debt-financed investment. (arXiv:1610.00955v1...
We propose a continuous-time stock-flow consistent model for inventory dynamics in an economy with firms, banks, and households. On the supply side, firms decide on production based on adaptive...
View ArticleSharpe portfolio using a cross-efficiency evaluation. (arXiv:1610.00937v1...
The Sharpe ratio is a way to compare the excess returns (over the risk free asset) of portfolios for each unit of volatility that is generated by a portfolio. In this paper we introduce a robust Sharpe...
View ArticleThe Long Bond, Long Forward Measure and Long-Term Factorization in...
This paper proves existence of the long bond, long forward measure and long-term factorization of the stochastic discount factor (SDF) of Alvarez and Jermann (2005) and Hansen and Scheinkman (2009) in...
View ArticleA hybrid approach to assess systemic risk in financial networks....
We propose a credit risk approach in which financial institutions, modelled as a portfolio of risky assets characterized by a probability of default and a correlation matrix, are the nodes of a network...
View ArticleGreat Advice For Writing Cover Letters
You are applying for that job you would really love to nab. You have created a strong resume. Now comes the cover letter. What should it say? How should you communicate your skills and experiences in...
View ArticleASIC Remakes And Repeals 'Sunsetting' Class Orders On Markets And Securities
ASIC has remade ten legislative instruments and repealed three that are due to expire ('sunset') in 2016 and 2017, following public consultation.read more...
View ArticleNew Zealand's Financial Markets Authority2016 KiwiSaver Report Shows Growth...
Total money in KiwiSaver funds continues to grow, but at a much slower pace than the previous two years as both returns and numbers of new members decline.read more...
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