Nigerian Stock Exchange Weekly Report For 24 February 2017
A total turnover of 765.656 million shares worth N9.717 billion in 12,468 deals were traded this week by investors on the floor of the Exchange in contrast to a total of 1.073 billion shares valued at...
View ArticleReadout From A Treasury Spokesperson Of Secretary Mnuchin’s Call With...
U.S. Treasury Secretary Steven Mnuchin spoke by phone today with Italian Finance Minister Pier Carlo Padoan. Secretary Mnuchin looks forward to working closely with Italy at the upcoming G-7 Finance...
View ArticleMIAX Options - March 1, 2017 Fee Changes
Effective March 1, 2017, pending SEC approval, the MIAX Options Fee Schedule will be amended. A summary of the March 1, 2017 transaction fee changes is attached. For full details, please review the...
View ArticleReadout From A Treasury Spokesperson Of Secretary Mnuchin’s Call With...
U.S. Treasury Secretary Steven Mnuchin spoke by phone today with French Finance Minister Michel Sapin. Secretary Mnuchin welcomed the opportunity to work with France, through the G-20 and bilaterally,...
View ArticleBM&FBOVESPA Trading hours: Check The Trading, Trade Registration And...
The Exchange announces the trading, trade registration and post trade hours for Ash Wednesday.read more...
View ArticleESAs: Competent Authorities Responsible For The Authorisation And Supervision...
Pursuant to Article 11(1) of CSDR, each Member State shall designate the competent authority responsible for carrying out the duties under CSDR for the authorisation and supervision of CSDs established...
View ArticleCFTC Commitments Of Traders Reports Update
The current reports for the week of February 21, 2017 are now available.
View ArticleSpeech of Commissioner Sharon Y. Bowen before the Lawyers for Empowerment and...
Speech of Commissioner Sharon Y. Bowen before the Lawyers for Empowerment and the Advancement of Diversity (LEAD), Reed Smith, New York, NY
View ArticleReadout From A Treasury Spokesperson Of Secretary Mnuchin’s Meetings...
Earlier today, Secretary Mnuchin participated in a phone call with the Chair of the Puerto Rico Financial Oversight and Management Board, José Carrión III, and a separate meeting with the Governor of...
View ArticleRemarks At The “SEC Speaks” Conference 2017: Remembering The...
Thank you very much, Stephanie [Avakian] and Dave [Grim], for your kind introduction.[1]read more...
View ArticleSupreme Court Of Canada Agrees No Jury Trials For Securities Offences
The Supreme Court of Canada has dismissed two appeals from Alberta defendants seeking a right to trial by jury for Securities Act offences. This decision upholds the December 2015 ruling by the Alberta...
View ArticleImproving Investor Engagement, Rick A. Fleming, Investor Advocate, U.S....
Good afternoon. Thank you, Dave (Grim), for your kind introduction. It is a pleasure to be speaking at my third SEC Speaks conference, which happens to fall on the three-year anniversary of my...
View ArticleSpeech Of CFTC Commissioner Sharon Y. Bowen Before The Lawyers For...
Commissioner Bowen’s Background and Career Pathread more...
View ArticleThe Capital Markets: Evolution of the Financial Ecosystem
Written by the former President of BNY Mellon Capital Markets, LLC for both financial professionals and novices, The Capital Markets provides a comprehensive macro view of the marketplace and how its...
View ArticleBIS- Committee On Payments And Market Infrastructures: Distributed Ledger In...
The Committee on Payments and Market Infrastructures has published a report on Distributed ledger technology in payment clearing and settlement. The report provides an analytical framework for central...
View ArticleEconomic inequality and mobility for stochastic models with multiplicative...
In this article, we discuss a dynamical stochastic model that represents the time evolution of income distribution of a population, where the dynamics develop from an interplay of multiple economic...
View ArticleProbability density of lognormal fractional SABR model. (arXiv:1702.08081v1...
Instantaneous volatility of logarithmic return in the lognormal fractional SABR model is driven by the exponentiation of a correlated fractional Brownian motion. Due to the mixed nature of driving...
View ArticleThe short-term price impact of trades is universal. (arXiv:1702.08029v1...
We analyze a proprietary dataset of trades by a single asset manager, comparing their price impact with that of the trades of the rest of the market. In the context of a linear propagator model we find...
View ArticleObligations with Physical Delivery in a Multi-Layered Financial Network....
This paper provides a general framework for modeling financial contagion in a system with obligations in multiple illiquid assets. In so doing, we develop a multi-layered financial network that extends...
View ArticleA Unified Approach for Drawdown (Drawup) of Time-Homogeneous Markov...
Drawdown (resp. drawup) of a stochastic process, also referred as the reflected process at its supremum (resp. infimum), has wide applications in many areas including financial risk management,...
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