Jay Rajarathinam To Join TMX Group As Chief Information Officer
TMX Group Limited today announced the appointment of Jay Rajarathinam as Chief Information Officer, effective immediately.read more...
View ArticleSIFMA President And CEO Kenneth E. Bentsen, Jr. Remarks At The 2016 Atlantic...
Good afternoon. I’m Ken Bentsen, president and CEO of SIFMA. Thank you all for being here at today’s event and thank you to the Atlantic Council for hosting this important event. It is truly a...
View ArticleCalPERS Reports Preliminary 2015-16 Fiscal Year Investment Returns
The California Public Employees' Retirement System (CalPERS) today reported a preliminary 0.61 percent net return on investments for the 12-month period that ended June 30, 2016. CalPERS assets at the...
View ArticleCanadian Securities Regulators Publish Results Of Continuous Disclosure...
The Canadian Securities Administrators (CSA) today published Staff Notice 51-346 Continuous Disclosure Review Program Activities for the fiscal year ended March 31, 2016, which summarizes the results...
View ArticleTreasury International Capital Data For May
The U.S. Department of the Treasury today released Treasury International Capital (TIC) data for May 2016. The next release, which will report on data for June 2016, is scheduled for August 15,...
View ArticleCanadian Securities Regulators Recognize Three Trade Repositories
Securities regulators in Alberta, British Columbia, New Brunswick, Nova Scotia and Saskatchewan (the approving jurisdictions) today announced the approval of recognition orders for three derivatives...
View ArticleISDA Americas Credit Derivatives Determinations Committee: Commonwealth Of...
The International Swaps and Derivatives Association, Inc. (ISDA) today announced that its Americas Credit Derivatives Determinations Committee resolved that a failure to pay credit event occurred in...
View ArticleFinancial Stability Oversight Council Meeting July 18
U.S. Secretary of the Treasury Jacob J. Lew today convened a meeting of the Financial Stability Oversight Council (Council) in an executive session at the Treasury Department. read more...
View ArticleEuropean Commission: Remarks By Vice-President Dombrovskis At The Atlantic...
Ladies and gentlemen,read more...
View ArticleThe MiG Report - TSX, TSX Venture Exchange
Please click here for the June 2016 MiG Report.
View ArticleBecoming a Better Listener
Judah Pollack and Olivia Fox Cabane have written an interesting article for Fast Company about how to become a better listener. Pollack and Cabane explain how our mind works while we are listening to...
View ArticleOn an Optimal Extraction Problem with Regime Switching. (arXiv:1602.06765v2...
This paper studies an optimal irreversible extraction problem of an exhaustible commodity in presence of regime shifts. A company extracts a natural resource from a reserve with finite capacity, and...
View ArticleExtracting Geography from Trade Data. (arXiv:1607.05235v1 [q-fin.TR])
The gravity equation has been successful in establishing a connection between the amount of trade between two countries, their respective gross domestic products and "distance" (a complex notion...
View ArticleNumerical and analytical methods for bond pricing in short rate convergence...
In this survey paper we discuss recent advances on short interest rate models which can be formulated in terms of a stochastic differential equation for the instantaneous interest rate (also called...
View ArticleStatistical Industry Classification. (arXiv:1607.04883v1 [q-fin.PM])
We give complete algorithms and source code for constructing (multilevel) statistical industry classifications, including methods for fixing the number of clusters at each level (and the number of...
View ArticleMultiple risk factor dependence structures: Distributional properties....
We introduce a class of dependence structures, that we call the Multiple Risk Factor (MRF) dependence structures. On the one hand, the new constructions extend the popular CreditRisk+ approach, and as...
View ArticleA form of multivariate Pareto distribution with applications to financial...
A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V.,...
View ArticleSunday Emails from a Chairman
Building People provides a glimpse into the mind of one of Asia's keenest and most effective business leaders. Before becoming Chairman of Changi Airport Group and Surbana Jurong, author Mun Leong Liew...
View ArticleVisual Six Sigma: Making Data Analysis Lean, 2nd Edition
Visual Six Sigma provides the statistical techniques that help you get more information from your data. A unique emphasis on the visual allows you to take a more active role in data-driven decision...
View ArticleJapan Exchange Group (JPX) Launches Next Generation Technology Suite Powered...
Japan Exchange Group (JPX) and Nasdaq have officially announced that JPX has gone live with their new next-generation derivatives trading system for the JPX subsidiary, Osaka Exchange. This is a...
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