Cinnober Expands Investment In Real-Time Clearing For Banks - Establishes...
The Board of Cinnober has decided to further develop its business area for sales of real-time clearing technology and services to large international banks, so-called client clearing. To focus fully on...
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Weird Begets Weird
Photo Credit: Steve Rotman || What could be weirder than President Trump?!read more...
View ArticleSEC: Movie Producer Charged With Defrauding Hedge Fund Investors
The Securities and Exchange Commission today charged a former movie producer and self-proclaimed private equity executive with defrauding investors in hedge funds and using the money he stole to...
View ArticleVIX Futures Volume In Non-U.S. Trading Hours Sets New Daily Record
CBOE Futures Exchange, LLC (CFE®) today announced record volume was set in futures contracts on the CBOE Volatility Index® (VIX® Index) traded in non-U.S. trading hours with an estimated 263,663...
View ArticleMondo Visione 2016 Exchange Forum Panellist Select Milano'sâ Bepi...
For over 400 years the Hansa States traded with each other in what could loosely be described as an early version of the European Union, without a common currency. In the UK As the future European...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleFinancial Stability Oversight Council To Meet November 16
On Wednesday, November 16, Secretary of the Treasury Jacob J. Lew will preside over a meeting of the Financial Stability Oversight Council (Council) at the Treasury Department. The agenda will include...
View ArticleNasdaq Announces End-Of-Month Open Short Interest Positions In Nasdaq Stocks...
At the end of the settlement date of October 31, 2016, short interest in 2,327 Nasdaq Global MarketSM securities totaled 7,603,044,420 shares compared with 7,496,240,405 shares in 2,334 Global Market...
View ArticleCBOE: VIX Futures Volume In Non-U.S. Trading Hours Sets New Daily Record
CBOE Futures Exchange, LLC (CFE®) today announced record volume was set in futures contracts on the CBOE Volatility Index® (VIX® Index) traded in non-U.S. trading hours with an estimated 263,663...
View ArticleâBuilt on Solid Foundationsâ
Featured in Captive Review’s Global Report, Beecher Carlson’s Jason Flaxbeard and Olga Collins discuss the ins and outs of captive structures.read more...
View ArticleA Finite Volume - Alternating Direction Implicit Approach for the Calibration...
Calibration of stochastic local volatility (SLV) models to their underlying local volatility model is often performed by numerically solving a two-dimensional non-linear forward Kolmogorov equation. We...
View ArticleUnexpected Default in an Information Based Model. (arXiv:1611.02952v1 [math.PR])
This paper provides sufficient conditions for the time of bankruptcy (of a company or a state) for being a totally inaccessible stopping time and provides the explicit computation of its compensator in...
View ArticleDisentangling wrong-way risk: pricing CVA via change of measures and drift...
A key driver of Credit Value Adjustment (CVA) is the possible dependency between exposure and counterparty credit risk, known as Wrong-Way Risk (WWR). At this time, addressing WWR in a both sound and...
View ArticleThe missing assets and the size of Shadow Banking: an update....
In a recent paper, using data from Forbes Global 2000, we have observed that the upper tail of the firm size distribution (by assets) falls off much faster than a Pareto distribution. The missing mass...
View ArticleCME Group Declares Dividend
CME Group Inc., the world's leading and most diverse derivatives marketplace, today declared a fourth-quarter dividend of $0.60 per share, payable December 28, 2016, to shareholders of record as of...
View ArticleCFTC Submits Proposed Consent Order To Federal Court in Chicago That Would...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that it submitted a proposed Consent Order that would resolve its civil enforcement action in the U.S. District Court for the...
View ArticleTokyo Commodity Exchange: Trading Session Resumed For All Markets
Trading session for all markets resumed at 10:45 JST after temporary suspension today.read more...
View ArticleUS Justice Department: Futures Trader Pleads Guilty To Illegally Manipulating...
A British futures trader pleaded guilty today to U.S. fraud and spoofing charges in connection with an over five-year scheme to defraud, which included his role in the May 6, 2010, “Flash Crash,” when...
View ArticleItâs Déjà Vu All Over Again As Markets Take...
The Mondo Visione Exchange Forum kicks off today against a background of exchange mergers, increased electronification of markets, uncertainty in Europe as to what Brexit means and a new world order in...
View ArticleNew OMX Copenhagen Benchmark Portfolio Selected - New Portfolio Of The OMX...
Nasdaq (Nasdaq:NDAQ) announced today the results of the semi-annual review of the OMX Copenhagen Benchmark Index, (Nasdaq Copenhagen: OMXCB), which will become effective with the market open on...
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