The Asset Liability Management problem of a nuclear operator : a numerical...
We numerically study an Asset Liability Management problem linked to the decommissioning of French nuclear power plants. We link the risk aversion of practitioners to an optimization problem. Using...
View ArticleMultinomial VaR Backtests: A simple implicit approach to backtesting expected...
Under the Fundamental Review of the Trading Book (FRTB) capital charges for the trading book are based on the coherent expected shortfall (ES) risk measure, which show greater sensitivity to tail risk....
View ArticleWhat Comes After Denial? Thoughs On Donald Trumpâs Movement
I really find the state liberal view of reality to be just about intolerable. But I find the Republican view of reality to be just as intolerable, if not more. State liberal politicians and those who...
View ArticleBermuda Stock Exchange Joins WFE Board
The Bermuda Stock Exchange (BSX) is pleased to announce that it has been appointed to the Board of Directors of the World Federation of Exchanges (WFE), the global association that represents more than...
View ArticleNZX Ralec Judgment â A âNil-All Drawâ
NZX welcomes the judgment released today by the High Court of Wellington in respect of the long-running NZX Ralec litigation. The litigation related to the acquisition of the Clear Grain Exchange...
View ArticleDeepening Industry Regulation And Constantly Improving The Quality Of...
Recently, Shenzhen Stock Exchange (‘SZSE’) promulgated the Guidelines on Information Disclosure of Seed and Planting, Construction Machinery and Decoration Sectors (‘the Guidelines’). SZSE, by putting...
View ArticleSEC: JPMorgan Chase Paying $264 Million To Settle FCPA Charges
The Securities and Exchange Commission today announced that JPMorgan Chase & Co. has agreed to pay more than $130 million to settle SEC charges that it won business from clients and corruptly...
View ArticleFederal Reserve Board Orders JPMorgan Chase & Co. To Pay $61.9 Million...
The Federal Reserve Board on Thursday ordered JPMorgan Chase & Co. to pay a $61.9 million civil money penalty for unsafe and unsound practices related to the firm's practice of hiring individuals...
View ArticleOpening Remarks To The Government-Business Forum On Small Business Capital...
Thank you, Keith and Sebastian. I also want to welcome everyone to today’s Government-Business Forum on Small Business Capital Formation. I especially want to thank all of the panelists, moderators...
View ArticleCFTC: Federal Court In Chicago Orders U.K. Resident Navinder Singh Sarao To...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that Judge Andrea R. Wood of the U.S. District Court for the Northern District of Illinois entered a Consent Order against Navinder...
View ArticleUS Justice Department: JPMorganâs Investment Bank In Hong Kong Agrees...
JPMorgan Securities (Asia Pacific) Limited (JPMorgan APAC), a Hong Kong-based subsidiary of multinational bank JPMorgan Chase & Co. (JPMC), agreed to pay a $72 million penalty for its role in a...
View ArticleEGX Wins FEAS Chairmanship
In a new step that reflects EGX growing position regionally and internationally, the General Assembly of the Federation of Euro-Asian Stock Exchanges (FEAS), in presence of 29 head of European, Asian...
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Speech By Federal Reserve Governor Lael Brainard At "Evolution Of...
Watch live at https://www.facebook.com/newyorkfed/ read more...
View ArticleESMA Chair Says Safeguarding Investors Is Key To Capital Markets...
The European Securities and Markets Authority (ESMA) Chair, Steven Maijoor, today gave a speech entitled "Safeguarding investors is key to ensuring the Capital Markets Union’s success" at the Börse...
View ArticleETF Industry Leader, Innovator Dave Nadig Named CEO Of ETF.com - Created...
Bats Global Markets, Inc. (Bats: BATS), the #1 U.S. market for exchange-traded fund (ETF) trading, today named Dave Nadig CEO of the company’s ETF.com division as he rejoins the firm where he played a...
View ArticleThomson Reuters Eikon Platform Helps Investors Identify Timely Litigation...
Investors can now find real-time insight into whether an entity, market or industry is the subject of litigation at the exact time a lawsuit is filed – and assess the likely impact on its stock price –...
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At the Cato Instituteâs 34th Annual Monetary Conference (Panel 1)
Photo Credit: Luis Guillermo Pineda Rodas read more...
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At the Cato Instituteâs 34th Annual Monetary Conference (Panel 2)
Photo Credit: Jeff Upsonread more...
View ArticleOCC Comment Letter: Extension Of The Transitional Periods Related To Own...
As an update to its application to be recognized as a Qualifying Central Counterparty, OCC submitted a comment letter on November 16th to the European Commission supporting their draft regulation to...
View ArticleFinancial Stability Board Agrees 2017 Workplan
The Financial Stability Board (FSB) met in London today to discuss current vulnerabilities ongoing policy work and its work plan for 2017. read more...
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