Bats Global Markets Announces Launch Of Debt Refinancing Transaction Expected...
Bats Global Markets, Inc. (Bats: BATS), a leading global operator of exchanges and services for financial markets, today announced plans to refinance its existing $656 million Term Loan B facilities...
View ArticleNigerian Stock Exchange Weekly Report For Week Ending 10 June 2016
A turnover of 959.917 million shares worth N7.871 billion in 17,561 deals were traded this week by investors on the floor of the Exchange in contrast to a total of 1.263 billion shares valued at...
View ArticleUS Federal Agencies Permit Reduced Content Resolution Plan Submissions For...
The Federal Reserve Board and the Federal Deposit Insurance Corporation (FDIC) on Friday permitted 84 firms with limited U.S. operations to file reduced content resolution plans for their next three...
View ArticleWeekly Top 5 Papers â June 10, 2016
1. My Finance Job Market Advice by Peter Iliev (Pennsylvania State University – Department of Finance)read more...
View ArticleCFTC Extends No-Action Relief To SEFs And DCMs From Certain CFTC Regulations...
The U.S. Commodity Futures Trading Commission’s (CFTC) Division of Market Oversight (DMO) and Division of Clearing and Risk (together, the Divisions) today issued a no-action letter extending the...
View ArticleSIFMA Market Close Recommendations For The U.S. Independence Day In The U.S.,...
SIFMA has confirmed its previous holiday recommendations for the trading of U.S. dollar-denominated fixed-income securities in the U.S., the UK, and Japan in observance of the U.S. Independence Day...
View ArticleCFTC Commitments Of Traders Reports Update
The current reports for the week of June 7, 2016 are now available.read more...
View ArticleNasdaq Files Form 8-K Reporting The Appointment Of Officer
On June 10, 2016, Nasdaq filed a Form 8-K with the U.S. Securities and Exchange Commission reporting the appointment of Michael Ptasznik as Executive Vice President, Corporate Strategy and Chief...
View ArticleShadow Banking in China: An Opportunity for Financial Reform
Shadow Banking in China examines this rapidly growing sector in the Chinese economy, and what it means for your investments. Written by two world-class experts in Chinese banking, including the Chief...
View ArticleMean field games of timing and models for bank runs. (arXiv:1606.03709v1...
The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time setting. We briefly...
View ArticleUnravelling the Asymmetric Volatility Puzzle: A Novel Explanation of...
This paper discusses a novel explanation for asymmetric volatility based on the anchoring behavioral pattern. Anchoring as a heuristic bias causes investors focusing on recent price changes and price...
View ArticleIncentivizing Resilience in Financial Networks. (arXiv:1606.03595v1 [q-fin.EC])
When banks extend loans to each other, they generate a negative externality in the form of systemic risk. They create a network of interbank exposures by which they expose other banks to potential...
View ArticleMarket Microstructure During Financial Crisis: Dynamics of Informed and...
We implement a market microstructure model including informed, uninformed and heuristic-driven investors, which latter behave in line with loss-aversion and mental accounting. We show that the...
View ArticleOsaka Securities Exchange: Latest Update Of Deliverable Bonds And Conversion...
Deliverable bonds and conversion factors of JGB Futures (5-year, 10-year & 20-year)read more...
View ArticleHong Kong's Securities And Futures Commission: Keynote Speech At ASIFMA-GFMA...
A speech entitled “Liquidity Risk Management of Investment Funds" delivered by Ms Julia Leung on 14 June 2016 was posted on the SFC website today.
View ArticleASIC Reports On ASX's Listing Standards
ASIC has today released its assessment report on the listing standards of the Australian Securities Exchange Limited (ASX), which concludes that up to this point in time ASX has met its statutory...
View ArticleREVISION: Pricing Under Rough Volatility
From an analysis of the time series of volatility using recent high frequency data, Gatheral, Jaisson and Rosenbaum previously showed that log-volatility behaves essentially as a fractional Brownian...
View ArticleAccuity Recognized As A Category Leader In 2016 RiskTech Quadrant®...
Accuity, the leading global provider of risk and compliance, payments and know-your-customer (KYC) solutions, now incorporating FircoSoft, the leading global provider of watch list filtering solutions,...
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