Extreme Concurrent Portfolio Losses in Credit Risk. (arXiv:1604.06917v1...
Within the framework of the Merton model, we consider the problem of concurrent portfolio losses in two non-overlapping credit portfolios. In order to explore the full statistical dependence structure,...
View ArticleOn the Optimal Dividend Problem for Insurance Risk Models with...
This paper concerns an optimal dividend distribution problem for an insurance company with surplus-dependent premium. In the absence of dividend payments, such a risk process is a particular case of...
View ArticleISE ETF Ventures Recognized As âMost Proactive Exchange For ETF...
ISE ETF Ventures has received the award for “Most Proactive Exchange for ETF Options/Derivatives” at the 12th annual Global ETF Awards, marking the sixth consecutive year ISE ETF Ventures has earned...
View ArticleSGX Welcomes Zhongrong International As Derivatives Trading Member
Singapore Exchange (SGX) is pleased to welcome Hong Kong-based Zhongrong International Futures Company Limited as the newest trading member in its derivatives market.read more...
View ArticleRARE Infrastructure Joins mFund Service
RARE Infrastructure, an affiliate of Legg Mason (the responsible entity for RARE’s funds), has today admitted two new infrastructure funds to ASX’s mFund Settlement Service. This brings the total...
View ArticleREVISION: Optimal Execution with Nonlinear Transient Market Impact
We study the problem of the optimal execution of a large trade in the propagator model with nonlinear transient impact. From brute force numerical optimization of the cost functional, we find that the...
View ArticleREVISION: Discrete Homotopy Analysis for Optimal Trading Execution with...
Optimal execution in financial markets is the problem of how to trade a large quantity of shares incrementally in time in order to minimise the expected cost. In this paper we study the problem of the...
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Patrick Lencioni Pinpoints the Three Essential Virtues of Ideal Team Players...
In his first new book in nearly four years, bestselling author and acclaimed storyteller Patrick Lencioni returns with a compelling new title that furthers his innovative work with teams. In...
View ArticleLondon Stock Exchange Group Plc Blocklisting Application
Application has been made to the UKLA and the London Stock Exchange for a block listing totalling 2,000,000 ordinary shares of 6 79/86 pence each to trade on the London Stock Exchange and to be...
View ArticleMisys Launches Misys FinCloud
Misys today announced it is launching Misys FinCloud, a new range of Cloud solutions and global Cloud environment offering Misys clients the highest standards of security, performance and operating...
View ArticleLondonâs Position As Home Of RMB Issuance Confirmed As Hungary Lists...
London Stock Exchange today saw the second RMB denominated government bond of a non-Chinese issuer admitted to trading on its markets. The Hungarian Government mandated the Bank of China to arrange an...
View ArticleDeutsche Börse Receives ETF Awards In London And New York
Deutsche Börse was recognised as “Best European ETF Stock Exchange 2015” at the ETF.com Europe Awards in London.read more...
View ArticleESMA Publishes Response To Commission Green Paper On Retail Financial Services
The European Securities and Markets Authority (ESMA) has today published its response to the European Commission’s Green Paper on Retail Financial Services (the ‘Green Paper’).read more...
View ArticleFinansinspektionen: New Rules For Insider Reporting And Insider Lists
New rules for insiders will be issued on 3 July 2016. New rules have been added regarding insider lists, the term ”insider person” has been replaced by the term ”person discharging managerial...
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Dalian Commodity Exchange Adopts New Measures To Prevent Risks
Dalian Commodity Exchange (DCE) issued a notice today (the 21st) to announce that according to the relevant provisions in the “Measures of Dalian Commodity Exchange for Risk Management”, it will,...
View ArticleJapan Exchange Group: Calculation And Publication Of JPX/S&P CAPEX &...
Japan Exchange Group, Tokyo Stock Exchange and S&P Dow Jones Indices today announced the launch of JPX/S&P CAPEX & Human Capital Indexread more...
View ArticleWestpac MNI China Consumer Sentiment Indicator Edges Slightly Lower In April...
Chinese consumer sentiment eased slightly in April, although improvements across a range of spending gauges in the survey point to a better outlook for retail sales and consumption expenditure in...
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