Mandatory Notification Of Trades - Oslo Børs VPS Holding ASA
In connection with a monthly share savings plan for employees of subsidiaries, Oslo Børs VPS Holding has sold a total of 2018 shares. New holding is 2280 shares. Employees paid a share price of NOK...
View ArticleDistributed Ledger Technology â Panacea Or Flash In The Pan?, Speech By...
Is distributed ledger technology (DLT) a hype in need of demystifying? Is it a panacea that can heal the ailments of the financial industry, or it is a flash in the pan that will be forgotten in a few...
View ArticleEuropean Commission - Capital Markets Union: Taking Stock Of The Progress...
The Commission is today taking stock of the progress made in the first six months since the adoption of the Capital Markets Union Action Plan and it is publishing the first CMU status report.read more...
View ArticleNew Data On OTC Equity Trading Now Available, FINRA Announces - Additional...
The Financial Industry Regulatory Authority (FINRA) today announced that expanded data on over-the-counter (OTC) trading in equity securities is now live, extending FINRA's trading-volume transparency...
View ArticleFINRA Decision Bars James Van Doren For Unethical Conduct; Registered...
The Financial Industry Regulatory Authority (FINRA) announced today a decision barring James Van Doren from the securities industry for unethical conduct involving money laundering and a scheme to...
View ArticleBM&FBOVESPA Begins Trading 19 New Unsponsored Level I BDR Programs -...
BM&FBOVESPA today began trading 19 new Unsponsored Level I BDR programs (BDR NP), issued by Deutsche Bank SA PN. BDRs are securities issued in Brazil by depository institutions and which have...
View ArticleEntropy and credit risk in highly correlated markets. (arXiv:1604.07042v1...
We compare two models of corporate default by calculating the Jeffreys-Kullback-Leibler divergence between their predicted default probabilities when asset correlations are either high or low. Our main...
View ArticleExtreme Concurrent Portfolio Losses in Credit Risk. (arXiv:1604.06917v1...
Within the framework of the Merton model, we consider the problem of concurrent portfolio losses in two non-overlapping credit portfolios. In order to explore the full statistical dependence structure,...
View ArticleOn the Optimal Dividend Problem for Insurance Risk Models with...
This paper concerns an optimal dividend distribution problem for an insurance company with surplus-dependent premium. In the absence of dividend payments, such a risk process is a particular case of...
View ArticleISE ETF Ventures Recognized As âMost Proactive Exchange For ETF...
ISE ETF Ventures has received the award for “Most Proactive Exchange for ETF Options/Derivatives” at the 12th annual Global ETF Awards, marking the sixth consecutive year ISE ETF Ventures has earned...
View ArticleSGX Welcomes Zhongrong International As Derivatives Trading Member
Singapore Exchange (SGX) is pleased to welcome Hong Kong-based Zhongrong International Futures Company Limited as the newest trading member in its derivatives market.read more...
View ArticleRARE Infrastructure Joins mFund Service
RARE Infrastructure, an affiliate of Legg Mason (the responsible entity for RARE’s funds), has today admitted two new infrastructure funds to ASX’s mFund Settlement Service. This brings the total...
View ArticleREVISION: Optimal Execution with Nonlinear Transient Market Impact
We study the problem of the optimal execution of a large trade in the propagator model with nonlinear transient impact. From brute force numerical optimization of the cost functional, we find that the...
View ArticleREVISION: Discrete Homotopy Analysis for Optimal Trading Execution with...
Optimal execution in financial markets is the problem of how to trade a large quantity of shares incrementally in time in order to minimise the expected cost. In this paper we study the problem of the...
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Patrick Lencioni Pinpoints the Three Essential Virtues of Ideal Team Players...
In his first new book in nearly four years, bestselling author and acclaimed storyteller Patrick Lencioni returns with a compelling new title that furthers his innovative work with teams. In...
View ArticleLondon Stock Exchange Group Plc Blocklisting Application
Application has been made to the UKLA and the London Stock Exchange for a block listing totalling 2,000,000 ordinary shares of 6 79/86 pence each to trade on the London Stock Exchange and to be...
View ArticleMisys Launches Misys FinCloud
Misys today announced it is launching Misys FinCloud, a new range of Cloud solutions and global Cloud environment offering Misys clients the highest standards of security, performance and operating...
View ArticleLondonâs Position As Home Of RMB Issuance Confirmed As Hungary Lists...
London Stock Exchange today saw the second RMB denominated government bond of a non-Chinese issuer admitted to trading on its markets. The Hungarian Government mandated the Bank of China to arrange an...
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