U.S. Treasury: Report On U.S. Portfolio Holdings Of Foreign Securities
The findings from the annual survey of U.S. portfolio holdings of foreign securities at year-end 2015 were released today and posted on the Treasury web site at...
View ArticleAlberta Securities Commission Adopts Crowdfunding Rule Enabling...
The Alberta Securities Commission (ASC) announced today that it has adopted Multilateral Instrument 45-108 Crowdfunding (MI 45-108). The new rule is available immediately and introduces a crowdfunding...
View ArticleA Vision For Data At The SEC - Commissioner Kara M. Stein - Keynote Address...
Thank you, Michael [Barr], for that kind introduction. Thank you also to the University of Michigan and the Office of Financial Research for organizing this important conference. I am pleased to be...
View ArticleManaging Systemic Risk in Financial Networks. (arXiv:1610.09542v1 [q-fin.RM])
To quantify and manage systemic risk in the interbank market, we propose a weighted, directed random network model. The vertices in the network are financial institutions and the weighted edges...
View ArticleMultifractal cross wavelet analysis. (arXiv:1610.09519v1 [q-fin.ST])
Complex systems are composed of mutually interacting components and the output values of these components are usually long-range cross-correlated. We propose a method to characterize the joint...
View ArticleUnderstanding the Tracking Errors of Commodity Leveraged ETFs....
Commodity exchange-traded funds (ETFs) are a significant part of the rapidly growing ETF market. They have become popular in recent years as they provide investors access to a great variety of...
View ArticleUnderstanding the Non-Convergence of Agricultural Futures via Stochastic...
This paper studies the market phenomenon of non-convergence between futures and spot prices in the grains market. We postulate that the positive basis observed at maturity stems from the futures...
View ArticleEquitable retirement income tontines: Mixing cohorts without discriminating....
There is growing interest in the design of pension annuities that insure against idiosyncratic longevity risk while pooling and sharing systematic risk. This is partially motivated by the desire to...
View ArticleShenzhen Stock Exchange Market Bulletin 31 October, 2016, Issue 36
Shenzhen Stock Exchange recently organized the first training session for lecturers of Shenzhen-Hong Kong Stock Connect Program in Shenzhen together with Hong Kong Exchanges and Clearing Limited and...
View ArticleJPX Published An English Version Of JPX Working Papers, Vol.14...
JPX Working Papers highlight research and studies on changes in the market and regulatory environment with the aim of raising competitiveness. Conducted by officers and employees of JPX, its...
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Japan's Financial Services Agency: Sixth Issue Of The GLOPAC Newsletter
The Global Financial Partnership Center (GLOPAC) announces the sixth issue of the Newsletter. Please see the GLOPAC Newsletter (vol.6) (PDF:277KB) for details.
View ArticleJapan Exchange Group: Status Of Acquisition Of Own Shares
Japan Exchange Group, Inc. hereby announces the status of matters regarding acquisition of own shares pursuant to the provisions of its Articles of Incorporation and Article 459, Paragraph 1 of the...
View ArticleTokyo Financial Exchange: Trading Volume In October 2016
The trading volume of Three-month Euroyen futures in October was 133,954 ( â³ 48.5% MoM / â³ 16.3% YoY) and its average daily volume was 6,698 . See the TABLE 1 for the composition of the trading...
View ArticleOpening Address By YBhg Datoâ Ahmad Fairuz Zainol Abidin, Deputy Chief...
Attached is the Opening Address by YBhg Dato’ Ahmad Fairuz Zainol Abidin, Deputy Chief Executive of the Securities Commission Malaysia delivered at ASLI’s 21st Malaysian Capital Market Summit this...
View ArticleMarket Moves To Adopt TriOptima's triResolve Margin Service In Anticipation...
TriOptima, a leading provider of OTC derivatives post-trade risk management services and infrastructure, announces today that an increasing number of financial institutions are joining the triResolve...
View ArticleSGX Iron Ore Monthly Report â October 2016
FULL MONTHLY REPORT AVAILABLE HEREread more...
View ArticleTokyo Commodity Exchange: Final Settlement Price Of Crude Oil For October...
Final settlement price of Dubai Crude Oil for October 2016 contract is 31,980 yen.read more...
View ArticleJapan Exchange Group: Trading Overview In October 2016
Japan Exchange Group released Trading Overview in October 2016.read more...
View ArticleEquity Futures Trading Increases Rapidly On Nasdaq Dubai
Activity on Nasdaq Dubai’s equity futures market increased significantly in its second month, with 103,393 contracts traded in October, up 567% from 15,508 in September.read more...
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