SIFMA Statement On EMSAC Recommendations On Trading Venue Regulations And...
SIFMA today issued the following statement from Randy Snook, SIFMA executive vice president of business policies and practices, on the Equity Market Structure Advisory Committee’s (EMSAC) subcommittee...
View ArticleRandom factor approach for large sets of equity time-series....
Factor models are commonly used in financial applications to analyze portfolio risk and to decompose it to loadings of risk factors. A linear factor model often depends on a small number of...
View ArticleMultidimensional matching. (arXiv:1604.05771v1 [q-fin.EC])
We present a general analysis of multidimensional matching problems with transferable utility, paying particular attention to the case in which the dimensions of heterogeneity on the two sides of the...
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Japan's Financial Services Agency: Exchange Of Letters On Cooperation In The...
The Financial Services Agency (FSA) and the Certified Public Accountants and Auditing Oversight Board (CPAAOB) exchanged the Letters on cooperation in the area of audit oversight with the Haut Conseil...
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SIX Swiss Exchange: Trading Commences On XBTR, A Bilateral Trading Platform...
On April 15 trading commenced on XBTR, the bilateral trading platform for structured products from SIX Swiss Exchange. The two participants of the platform, Leonteq and Credit Suisse became the first...
View ArticleMoscow Exchange: New Screen For Market Data
Moscow Exchange switches to a new screen displaying online market data and end-of-day results to finalise the transfer to domain name moex.com. To view the new screen, please visit...
View ArticleThai Bourse Promotes Listed Firmsâ Quality Via Sustainability...
The Stock Exchange of Thailand (SET) continues to underline its commitment to develop Thai listed firms’ quality towards sustainable growth by conducting an annual exchange-wide sustainability...
View ArticleTestimony On Continued Oversight Of The SECâs Offices And Divisions -...
Chairman Garrett, Ranking Member Maloney, and Members of the Subcommittee:read more...
View ArticleOpenBondX Electronic Trading Platform Rolls Out New Rebate - Fee Structure...
Recently-launched electronic bond-trading venue OpenBondX, LLC (www.openbondx.com) is implementing an innovative pricing strategy that previously has helped transform other markets.read more...
View ArticleMGEX Records Top 25 Daily Electronic Volume
MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), reports an electronic volume of 15,341 from Wednesday, making it the 24th-best day on the electronic daily volume...
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