Doubts about "Choice Overload"
Edmund Andrews has written a good article about the research of Stanford Professor Itamar Simonson and colleagues. Andrews discusses how Simonson's latest work challenges the commonly held view about...
View ArticleEmpirical analysis on daily cash flow time series and its implications for...
Cash management models determine policies based either on the statistical properties of daily cash flow or on forecasts. Usual assumptions on the statistical properties of daily cash flow include...
View ArticleThe Asset Liability Management problem of a nuclear operator : a numerical...
We numerically study an Asset Liability Management problem linked to the decommissioning of French nuclear power plants. We link the risk aversion of practitioners to an optimization problem. Using...
View ArticleMultinomial VaR Backtests: A simple implicit approach to backtesting expected...
Under the Fundamental Review of the Trading Book (FRTB) capital charges for the trading book are based on the coherent expected shortfall (ES) risk measure, which show greater sensitivity to tail risk....
View ArticleWhat Comes After Denial? Thoughs On Donald Trump’s Movement
I really find the state liberal view of reality to be just about intolerable. But I find the Republican view of reality to be just as intolerable, if not more. State liberal politicians and those who...
View ArticleBermuda Stock Exchange Joins WFE Board
The Bermuda Stock Exchange (BSX) is pleased to announce that it has been appointed to the Board of Directors of the World Federation of Exchanges (WFE), the global association that represents more than...
View ArticleCFTC Staff Issues Results Of Supervisory Stress Test Of Clearinghouses
The Staff of the U.S. Commodity Futures Trading Commission (CFTC) today issued a report detailing the results of a supervisory stress test of major clearinghouses. The purpose of the analysis was to...
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Design Your Way to a Better Life
Dave Evans and Bill Burnett have written a terrific new book titled, Designing Your Life: How to Build a Well-Lived, Joyful Life. Evans and Burnett discuss how people are often encouraged to find...
View ArticleEBA Seeks Views On How To Review The Maturity Ladder For Liquidity Reporting
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View ArticleCBOE, C2 And CFE Trading Schedule For The Thanksgiving Day Holiday
CBOE Holdings, Inc. (NASDAQ: CBOE) today announced the following trading schedule for Chicago Board Options Exchange© (CBOE©), C2 Options Exchange (C2) and CBOE Futures Exchange (CFE©) in observance of...
View ArticleEBA: Consultation On Amending ITS On Additional Monitoring Metrics For...
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View ArticleThomson Reuters To Present At The 2016 RBC Capital Markets TMT Deep Dive...
Jim Smith, president and chief executive officer of Thomson Reuters (TSX/NYSE: TRI), will present at the RBC Capital Markets TMT Deep Dive Conference in Toronto on Tuesday, November 29, 2016 at 11:00...
View ArticleCFTC Division Of Market Oversight Reminds Market Participants Of The Upcoming...
The U.S. Commodity Futures Trading Commission’s (CFTC) Division of Market Oversight (Division) today reminds all participants in CFTC-regulated derivatives markets of the upcoming scheduled expiration...
View ArticleBats Europe Expands Reach Of New UK Indices - Bats’ Real-Time Benchmark...
Bats Europe (Bats), the region’s largest stock exchange operator, today announced that data for its UK-focused indices, which were launched this summer, is available via the following leading market...
View ArticleMoney Market Funds: Presidency And European Parliament Reach Agreement
On 14 November 2016, the presidency reached provisional agreement with representatives of the European Parliament on a draft regulation on money market funds (MMFs), aimed at making such products more...
View ArticleExamining The Dodd-Frank Act And The Future Of Financial Regulation, Rick A....
Thank you, David [Lynn], for that kind introduction. I also want to thank Jim Allen and the sponsoring organizations for extending the invitation to speak, and to all of you for participating in this...
View ArticleFederal Court Orders IB Capital FX, LLC, Michel Geurkink, And Emad Echadi To...
The U.S. Commodity Futures Trading Commission (CFTC) obtained a Consent Order against Defendants IB Capital FX, LLC (a/k/a IB Capital FX (NZ) LLP) d/b/a IB Capital (IB Capital), Michel Geurkink, and...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleTreasury International Capital Data For September
The U.S. Department of the Treasury today released Treasury International Capital (TIC) data for September 2016. The next release, which will report on data for October 2016, is scheduled for December...
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