Nasdaq And Citi Announce Pioneering Blockchain And Global Banking Integration...
Nasdaq, Inc. (Nasdaq:NDAQ) and Citi (NYSE: C) Treasury and Trade Solutions announced yesterday a new integrated payment solution that enables straight through payment processing and automates...
View ArticleFESE: Response To Commission Consultation On European Supervisory Authorities
FESE has primarily worked with ESMA as they are the ESA focused on financial markets issues and are comprised of the National Competent Authorities that supervise exchanges. Overall, our view of the...
View ArticleSEC And MSRB To Hold Webinar On Series 50 Exam For Municipal Advisors
The Securities and Exchange Commission (SEC) and the Municipal Securities Rulemaking Board (MSRB) today announced a joint educational webinar to assist municipal advisors with understanding their...
View ArticleSIFMA Statement On DOL Decision Not To Delay Fiduciary Rule
SIFMA today released the following statement from Kenneth E. Bentsen, Jr, SIFMA president and CEO, on Department of Labor Secretary Acosta’s decision not to further delay the fiduciary rule beyond June...
View ArticleFirms Elect Large-Firm Governor To FINRA Board Of Governors
The Financial Industry Regulatory Authority (FINRA) announced the results of voting that took place at its Special Meeting on May 19, 2017, to elect one Large-Firm Governor to the FINRA Board of...
View ArticleUnited States Files Complaint Against Fiat Chrysler Automobiles For Alleged...
The Department of Justice, on behalf of the Environmental Protection Agency (EPA), today filed a civil complaint in federal court in Detroit, Michigan, against FCA US LLC, Fiat Chrysler Automobiles...
View ArticleSTOXX Changes Composition Of Benchmark Indices
STOXX Ltd., the operator of Deutsche Boerse Group’s index business, and a global provider of innovative and tradable index concepts, today announced the new composition of STOXX Benchmarks and their...
View ArticleMIAX Options: Consolidated Audit Trail (“CAT”) Fee Dispute...
MIAX Options filed with the Securities and Exchange Commission a rule filing to adopt MIAX Options Rule 1713 (Consolidated Audit Trail – Fee Dispute Resolution) that will establish the procedures for...
View ArticleOffice Of The Comptroller Of The Currency: Michael Sullivan Named Senior...
Acting Comptroller of the Currency Keith A. Noreika today announced that Michael Sullivan will become the agency’s Senior Deputy Comptroller for Economics on June 11, 2017.read more...
View ArticleCFTC Unanimously Approves Amendments To Recordkeeping Requirements
The U.S. Commodity Futures Trading Commission today unanimously approved a final rule amending Regulation 1.31. The amendments modernize and make technology neutral the form and manner in which...
View ArticleCBOE Holdings’ Exchanges Trading Schedule For Memorial Day Holiday
CBOE Holdings, Inc. (BATS: CBOE | NASDAQ: CBOE) today announced the following trading schedules for Chicago Board Options Exchangeâ (CBOEâ), C2 Options Exchange (C2), CBOE Futures Exchange (CFEâ) and...
View ArticleLicensing Overview: What New Zealand's Financial Markets Authority Found And...
Common issues, hints for new applicants and a guide to the Financial Markets Authority’s (FMA) future focus are included in a review of the regulator’s first two and a half years of licensing.read more...
View ArticleCME Group Declares Dividend
CME Group Inc. (NASDAQ-NMS: CME), the world's leading and most diverse derivatives marketplace, today declared a second-quarter dividend of $0.66 per share, payable June 26, 2017, to shareholders of...
View ArticleOptimal Dividends in the Dual Risk Model under a Stochastic Interest Rate....
Optimal dividend strategy in dual risk model is well studied in the literatures. But to the best of our knowledge, all the previous works assumes deterministic interest rate. In this paper, we study...
View ArticleData and uncertainty in extreme risks; a nonlinear expectations approach....
Estimation of tail quantities, such as expected shortfall or Value at Risk, is a difficult problem. We show how the theory of nonlinear expectations, in particular the Data-robust expectation...
View ArticleSensitivity analysis of the utility maximization problem with respect to...
We study the sensitivity of the expected utility maximization problem in a continuous semi-martingale market with respect to small changes in the market price of risk. Assuming that the preferences of...
View ArticleHerding boosts too-connected-to-fail risk in stock market of China....
The crowd panic and its contagion play non-negligible roles at the time of the stock crash, especially for China where inexperienced investors dominate the market. However, existing models rarely...
View ArticleCan Everyone Benefit from Social Integration?. (arXiv:1705.08033v1 [q-fin.EC])
There is no matching mechanism that satisfies integration monotonicity and stability. If we insist on integration monotonicity, not even Pareto optimality can be achieved: the only option is to remain...
View ArticleUsing Macroeconomic Forecasts to Improve Mean Reverting Trading Strategies....
A large class of trading strategies focus on opportunities offered by the yield curve. In particular, a set of yield curve trading strategies are based on the view that the yield curve mean-reverts....
View ArticleHKEX: Trading Continues During Black Rainstorm Warning
Hong Kong Exchanges and Clearing Limited (HKEX) announced that the Black Rainstorm Warning has not affected trading in the securities and derivatives markets, which continue to operate as normal....
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