BISX Passes Fund Listing Milestone With Listing Of Over 50 Funds
The Bahamas International Securities Exchange (BISX) is pleased to announce the listing of the following funds:read more...
View ArticleESMA Updates EMIR Q&A And Validation Rules
The European Securities and Markets Authority (ESMA) published today an update of its Q&As on practical questions regarding the European Markets Infrastructure Regulation (EMIR) following the...
View ArticlePublic Pension Capital Acquires Viteos Fund Services
Public Pension Capital (PPC) and FiveW Capital today announced they, together with Viteos management, have acquired Viteos Fund Services, a leading provider of middleâ and backâoffice technology...
View ArticleESMA Updates Q&A On MiFIR Data Reporting
The European Securities and Markets Authority (ESMA) has published today the updated Questions and Answers (Q&As) document regarding data reporting under the Market in Financial Instruments...
View ArticleOneChicago Announces Trading Volume For March 2017
OneChicago, LLC (OCX), a securities finance exchange, today announced its March 2017 volume of 1,469,494, an increase of 2% year-over-year. OneChicago is a CFTC and SEC regulated exchange offering...
View ArticleDoubly Reflected BSDEs and ${\cal E}^{f}$-Dynkin games: beyond the...
We formulate a notion of doubly reflected BSDE in the case where the barriers $\xi$ and $\zeta$ do not satisfy any regularity assumption. Under a technical assumption (a Mokobodzki-type condition), we...
View ArticleSharp Target Range Strategies with Application to Dynamic Portfolio...
A family of sharp target range strategies is presented for portfolio selection problems. Our proposed strategy maximizes the expected portfolio value within a target range, composed of a conservative...
View ArticleHow Wave - Wavelet Trading Wins and "Beats" the Market....
The purpose of this paper is to showcase trading strategies that give solutions to three difficult and intriguing problems in business finance, economics and statistics. The paper discusses trading...
View ArticleNon-Analytic Solution to the Fokker-Planck Equation of Fractional Brownian...
This paper derives the non-analytic solution to the Fokker-Planck equation of fractional Brownian motion using the method of Laplace transform. Sequentially, by considering the fundamental solution of...
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The Best of the Aleph Blog, Part 29
Photo Credit: Hanan Cohen || Anyone need a copy?read more...
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Prudential treatment of problem assets - definitions of non-performing...
Press release about "Prudential treatment of problem assets - definitions of non-performing exposures and forbearance" report by the Basel Committee, 4 April 2017.
View ArticlePrudential treatment of problem assets - definitions of non-performing...
The Basel Committee on Banking Supervision has today released the final guidance on the Prudential treatment of problem assets - definitions of non-performing exposures and forbearance. The definitions...
View ArticleBats Launches New Benchmark Indices For Ten European Markets - Bats Indices...
Bats Europe (Bats), a CBOE Holdings, Inc. company and the region’s largest equities exchange operator, today announced the launch of new benchmark indices for ten additional European markets. Bats now...
View ArticleAbu Dhabi Global Market Seeks Public Consultation On Enhancements To Its...
The Abu Dhabi Global Market (ADGM), together with the ADGM Financial Services Regulatory Authority (FSRA) and the ADGM Registration Authority (RA), today issued a public consultation paper inviting...
View ArticlePEGAS: The CEGH Hub Is The Reference Market In Central Eastern Europe
The pan-European gas trading platform PEGAS, operated by Powernext, has published a new position paper in response to the study initiated by E-Control on the performance of the Austrian gas market and...
View ArticleCME Group Reached Average Daily Volume Of 16.9 Million Contracts In March...
CME Group, the world's leading and most diverse derivatives marketplace, today announced that March 2017 average daily volume (ADV) reached 16.9 million contracts, up 18 percent from a March 2016. CME...
View ArticleUK Parliament: Lords Debates Parliamentary Scrutiny Of Brexit
Members of the House of Lords will debate two motions on parliamentary scrutiny of Brexit in the House of Lords on Tuesday 4 April. read more...
View ArticleESMA Proposes Updates To Endorsement Guidelines For 3rd Country Credit Ratings
The European Securities and Markets Authority (ESMA) has published a consultation paper (CP) on updating its Guidelines on the application of the endorsement regime under the CRA (Credit Rating...
View ArticleWall Street Horizon’s Complete Enchilada Corporate Event Data Service...
Wall Street Horizon, the corporate events surveillance expert, today announced that its complete Enchilada corporate event dataset is now available through Interactive Brokers’ IB Trader Workstation...
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