Insurance valuation: a computable multi-period cost-of-capital approach....
We present an approach to market-consistent multi-period valuation of insurance liability cash flows based on a two-stage valuation procedure. First, a portfolio of traded financial instrument aimed at...
View ArticleA Principal-Agent Model of Trading Under Market Impact -Crossing networks...
We use a principal-agent model to analyze the structure of a book-driven dealer market when the dealer faces competition from a crossing network or dark pool. The agents are privately informed about...
View Article2016 Valuation Handbook: Industry Cost of Capital
The 2016 Valuation Handbook – Industry Cost of Capital provides valuation professionals with the same type of rigorous industry-level analysis previously published in the green-cover...
View ArticleOsaka Exchange: Trading Suspension Of Today's Night Session And...
In order to prepare for the cutover to the Next J-GATE, OSE suspends trading in today’s night session (Trading day: July 19, 2016). Orders with a validity period of more than one day which were...
View ArticleNew Zealand's Financial Markets Authority Discontinues Proceedings Against...
The Financial Markets Authority (FMA) has elected to discontinue the proceeding against Archer Capital (Pty) Limited (Archer) and Healthcare Industry Limited (HIL). The defendants, Archer and HIL,...
View ArticleMonetary Authority Of Singapore Proposes Further Revisions To Risk Based...
The Monetary Authority of Singapore (MAS) today published its third consultation paper on proposed revisions to the Risk-Based Capital (RBC) framework for insurers, taking into account feedback from...
View ArticleHong Kong Monetary Authority/Hong Kong Securities And Futures Commission:...
The Hong Kong Monetary Authority (HKMA) and the Securities and Futures Commission (SFC) today published further conclusions on proposals to introduce mandatory clearing and expand mandatory reporting...
View ArticleSGX Securities Market To Open Per Normal On 15 July
Singapore Exchange (SGX) today said that its securities market will open per normal on 15 July, following a market disruption yesterday.read more...
View ArticleSETL Completes Initial Funding And Announces Board Appointments
SETL, the London based institutional payment and settlement infrastructure based on blockchain technology, announced the completion of its first round of private fundraising today.read more...
View ArticleMonetary Authority Of Singapore: Separate Subsidiary Will Strengthen...
The Monetary Authority of Singapore (MAS) said today that SGX’s move to transfer its regulatory functions to a separate subsidiary company is an important step in strengthening the safeguards to manage...
View ArticleSGX To Transfer Regulation Unit To Subsidiary Company With Separate Board
Singapore Exchange (SGX) will establish a separate subsidiary company (RegCo) to undertake all the front-line regulatory functions it currently performs. The move aims to further enhance the...
View ArticleETFGI Reports ETFs/ETPs Listed In Asia Pacific Ex Japan Gathered 3 Billion US...
ETFGI the leading independent research and consultancy firm on trends in the global ETF/ETP ecosystem, today reported ETFs/ETPs listed in Asia Pacific ex Japan gathered US$3 billion in net new assets...
View ArticleAbu Dhabi Global Market And China Securities Regulatory Commission Sign...
The Financial Services Regulatory Authority (FSRA) of the Abu Dhabi Global Market (ADGM) and the China Securities Regulatory Commission (CSRC) entered into a Memorandum of Understanding (MoU) to...
View ArticleUK's Financial Conduct Authority Publishes New Data On Interest Rates And...
The FCA has today published the second set of data showing the lowest interest rates offered by 32 providers of easy access cash savings accounts and easy access cash ISAs. The data is part of the...
View ArticleMoscow Exchange: Risk Parameters For CHF/RUB
The following risk parameters will be applied for new currency pair CHF/RUB (Swiss Franc/Russian Ruble)read more...
View ArticleCinnober Chosen For Major Design Study
Cinnober has signed an agreement with a major international exchange group to conduct a comprehensive design study for utilizing Cinnober’s technology for real-time clearing for listed derivatives as...
View ArticleSafeshare Global Wins ‘Insurance Start-Up Of The Year’ At The...
We are extremely proud to have won ‘Insurance Start-up of the Year’ at The British Insurance Awards 2016 at a packed Royal Albert Hall last night.read more...
View ArticleBorsa İstanbul: Systems And Operations Functioning Without Interruption Or...
The systems and operations of Borsa Ä°stanbul, Istanbul Custody and Settlement Bank, Central Registry Agency together with all our stakeholders are functioning without any interruption and problem. On...
View ArticleDFM Enrols “Union Brokerage Company” To “Margin...
Dubai Financial Market (DFM) today announced that “Union Brokerage Company” has been accredited to provide Margin Trading service, lifting the total number of DFM brokerage firms providing this service...
View ArticleLondon Metal Exchange Price Exclusivity Falls On Global Stage - By Jason...
Globally, base metal trading has expanded since the sale of the London Metal Exchange (LME) to the HKEx. Taking the two main exchanges for base metals - the LME and the Shanghai Futures Exchange (SHFE)...
View Article