US Federal Agencies Announce Wells Fargo Has Remediated Resolution Plan...
The Federal Deposit Insurance Corporation (FDIC) and the Federal Reserve Board on Monday announced that Wells Fargo had adequately remediated the deficiencies in its 2015 resolution plan. As a result,...
View ArticleSEC: Investment Bank VP Charged With Insider Trading
The Securities and Exchange Commission today charged a vice president in the risk management department of a New York-based investment bank with insider trading on confidential information he learned...
View ArticleStrong order 1/2 convergence of full truncation Euler approximations to the...
We study convergence properties of the full truncation Euler scheme for the Cox-Ingersoll-Ross process in the regime where the boundary point zero is inaccessible. Under some conditions on the model...
View ArticleValue-at-Risk Diversification of $\alpha$-stable Risks: The Tail-Dependence...
We consider the problem of risk diversification of $\alpha$-stable heavy tailed risks. We study the behaviour of the aggregated Value-at-Risk, with particular reference to the impact of different tail...
View ArticleAsymptotic multivariate expectiles. (arXiv:1704.07152v1 [q-fin.RM])
In [16], a new family of vector-valued risk measures called multivariate expectiles is introduced. In this paper, we focus on the asymptotic behavior of these measures in a multivariate regular...
View ArticleThe effect of heterogeneity on financial contagion due to overlapping...
We consider a model of financial contagion in a bipartite network of assets and banks recently introduced in the literature, and we study the effect of power law distributions of degree and...
View ArticlePairs Trading under Drift Uncertainty and Risk Penalization....
In this work, we study the dynamic portfolio optimization problem related to the pairs trading, which is an investment strategy that matches a long position in one security with a short position in an...
View ArticleReal Calm: Handle stress and take back control
Real Calm is your guide to getting rid of stress for good. The unrelenting demands of everyday life never stop, and stress is a natural byproduct of modern life; you cannot change that, but you can...
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ITG to Offer Conditional Orders for POSIT Alert in Europe
Alert Global Momentum Continues with Record Crossing in Europe and Asia Pacific NEW YORK and LONDON, April 25, 2017 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading independent broker and financial...
View ArticleTokyo Commodity Exchange: Final Settlement Prices Of April 2017 Mini Contract
Final Settlement Prices of April 2017 Mini contract Platinum Mini : 3,447yen(per gram)
View ArticleEsprow Launches ETP GEMS, The Global Exchanges And Markets Simulation...
Esprow Pte. Ltd., a global provider of enterprise testing technology for the financial markets, announces the launch of ETP GEMS, its Global Exchanges and Markets Simulation platform to enable market...
View ArticleLeading Global Transaction Banks Kick Off Blockchain Proof Of Concept With...
SWIFT, in collaboration with leading global transaction banks, is developing a proof of concept (PoC) application that will test whether distributed ledger technology (DLT) can be used by banks to...
View ArticleKx Powers Large-Scale In-Memory Research At Squarepoint Capital
Kx Systems, a subsidiary of First Derivatives (FD) plc, announces that Squarepoint Capital, a global systematic investment manager, has significantly expanded its use of Kx technology for investment...
View ArticleOpus Opens New Singapore Office To Support Growth For Compliance & Risk...
Opus, the leading provider of innovative compliance and risk management solutions, announced today the opening of a new Asia Pacific office in Singapore. Opus is expanding its presence in Asia to help...
View ArticleENSO Expands Broker Vote Tool To Offer Leading MiFID II Research Solution...
ENSO, a NEX Group business and leading portfolio finance and centralized treasury management solution for the buy-side, announces today that it plans to expand the ENSO Broker Vote tool (“Broker Vote”)...
View ArticleTwelfth progress report on adoption of Basel III standards published by the...
Press release about the Basel Committee publishing twelfth progress report on adoption of Basel III standards (25 April 2017).
View ArticleTwelfth progress report on adoption of the Basel regulatory framework
The Basel Committee is publishing the twelfth progress report on adoption of the Basel regulatory framework, April 2017.
View ArticleABG Sundal Collier Goes Live With Fidessa's Trading Platform - Multi-Asset...
Fidessa group plc (LSE: FDSA) today announced that ABG Sundal Collier (ABGSC) has implemented Fidessa's workflow platform to support its brokerage services across both equities and derivatives. ABGSC...
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