EEX Holds Final TCAP Auction Before CAP2 Auctions Begin In September
In today’s primary market auction on behalf of the European Commission and the participating EU Member States, a volume of 1,712,500 EUA has been auctioned at a price of EUR 4.55 per EUA on the EEX...
View ArticleOslo Børs Imposes A Violation Charge On Oxxy Group PLC
At its meeting on 17 August 2016, Oslo Børs resolved to impose a violation charge on Oxxy Group PLC of NOK 1,000,000 for not disclosing material information in the admission process. The information...
View ArticleVienna Stock Exchange: UBM Switches To Top Segment Prime Market
The stocks of UBM DEVELOPMENT AG will start trading on the prime market – the premium segment of the Vienna SE – as of Monday, 22 August 2016. UBM DEVELOPMENT AG has been listed on the standard market...
View Article18Aug/International capital flows and financial vulnerabilities in emerging...
This note analyses the exposure of emerging market economies to international capital flow risks, paying particular attention to vulnerabilities in the non-financial corporate sector. It stresses the...
View ArticleS&P Dow Jones Risk & Volatility Index Dashboard - August 2016
Download this month's dashboard read more...
View ArticleHKEX To Roll Out Volatility Control Mechanism For Its Securities Market
Hong Kong Exchanges and Clearing Limited (HKEX) is set to roll out its Volatility Control Mechanism (VCM) - a measure designed to protect market integrity by preventing extreme price volatility arising...
View Article18Aug/Harmonisation of the Unique Product Identifier (UPI) - second...
Press release about CPMI and IOSCO issuing a second report on "Harmonisation of the Unique Product Identifier (UPI)", 18 August 2016
View Article18Aug/Harmonisation of the Unique Product Identifier - second consultative...
CPMI and IOSCO are issuing the second consultative report on "Harmonisation of the Unique Product Identifier", August 2016. This consultative report is one part of the CPMI-IOSCO Harmonisation Group's...
View ArticleHarmonisation of the Unique Product Identifier (UPI) Second consultative...
The Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) have today published for public comment a second consultative report on...
View ArticleHarmonisation Of The Unique Product Identifier (UPI) - Second Consultative...
The Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) have today published for public comment a second consultative report on...
View ArticleIOSCO consults on good practices for the termination of investment funds in...
18 August 2016 - The Board of the International Organization of Securities Commissions today published a consultation report on Good Practices for the Termination of Investment Funds, which proposes a...
View ArticleIOSCO Consults On Good Practices For The Termination Of Investment Funds In...
The Board of the International Organization of Securities Commissions today published a consultation report on Good Practices for the Termination of Investment Funds, which proposes a set of good...
View ArticleNasdaq Extends Market Surveillance Contract With BM&FBOVESPA - The...
Nasdaq, Inc. (Nasdaq:NDAQ) has announced today the extension of their contract regarding BM&FBOVESPA’s – the largest stock exchange in Latin America – use of the SMARTS Market Surveillance...
View ArticleAn Announcement Of The Issuance Of The Board Of Saudi Arabiaâs Capital...
As part of the Capital Market Authority's efforts to develop the Capital Market in the Kingdom and protect investors, regulate and monitor the work and activities of the entities subject to the control...
View ArticleCanadian Securities Regulators Seek Comment in Advance Of Move To T+2...
The Canadian Securities Administrators (CSA) today published proposed amendments to National Instrument 24-101 Institutional Trade Matching and Settlement in addition to CSA Consultation Paper 24-402...
View ArticleA Semi-Analytic Approach To Valuing Auto-Callable Accrual Notes....
We develop a semi-analytic approach to the valuation of auto-callable structures with accrual features subject to barrier conditions. Our approach is based on recent studies of multi-assed binaries,...
View ArticleFilling the gaps smoothly. (arXiv:1608.05145v1 [q-fin.CP])
The calibration of a local volatility models to a given set of option prices is a classical problem of mathematical finance. It was considered in multiple papers where various solutions were proposed....
View ArticleCFTC Charges Forex Capital Markets, LLC With Undercapitalization, Failing To...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil enforcement action in the U.S. District Court for the Southern District of New York against Forex Capital Markets, LLC (FXCM),...
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