SIFMA Develops Model Documents For Compliance With New MSRB Rule G-42
SIFMA has developed a suite of model documents designed to aid municipal advisors in compliance with new MSRB Rule G-42, on duties of non-solicitor municipal advisors. The Rule will be implemented on...
View ArticleRemarks From The 2016 FINRA Annual Conference, Richard G. Ketchum, FINRA...
Good morning and welcome to FINRA’s Annual Conference, this year is notable in several ways, including the quality of the program and roster of speakers and attendees. Each year when we come together...
View ArticleNational Futures Association CEO Daniel Roth To Retire - Board Begins Search...
NFA announced today that President and CEO Daniel Roth has announced his plan to retire in the coming year. NFA's Board of Directors has authorized the formation of a committee to conduct a search for...
View ArticleWeekly Announcements â May 23, 2016
We are pleased to announce Max Planck Institute for Comparative Public Law & International Law (MPIL) has started a Law Research Centers Papers series within the Legal Scholarship Network...
View ArticleDeutsche Asset Management To Switch Three ETFs To The Bats ETF Marketplace...
Bats Global Markets, Inc. (Bats: BATS), the #1 U.S. market for the trading of exchange-traded funds (ETFs), today announced that Deutsche Asset Management is switching the primary listing of three...
View ArticleThe Jacobi Stochastic Volatility Model. (arXiv:1605.07099v1 [q-fin.MF])
We introduce a novel stochastic volatility model where the squared volatility of the asset return follows a Jacobi process. It contains the Heston model as a limit case. We show that the...
View ArticleA note on optimal expected utility of dividend payments with proportional...
In this paper, we consider the problem of maximizing the expected discounted utility of dividend payments for an insurance company that controls risk exposure by purchasing proportional reinsurance. We...
View ArticleFirst Nordic Crowdfunded Campaign Now Listed On Stock Exchange, Becomes...
Swedish company reconstruction firm FrontOffice Nordic AB, which raised almost €600,000 from crowdfunding investors on FundedByMe in February 2016, has been listed on the Nordic Growth Market (NGM)...
View ArticleStatement of Dissent by Commissioner J. Christopher Giancarlo on the...
Statement of Dissent by Commissioner J. Christopher Giancarlo on the Cross-Border Application of the Margin Requirements
View ArticleConcurring Statement of Commissioner Sharon Y. Bowen Regarding Cross-Border...
Concurring Statement of Commissioner Sharon Y. Bowen Regarding Cross-Border Margin Rule
View ArticleStatement of Chairman Timothy Massad on the Cross-Border Application of the...
Statement of Chairman Timothy Massad on the Cross-Border Application of the Margin Requirements for Uncleared Swaps
View ArticleStatement Of CFTC Chairman Timothy Massad On The Cross-Border Application Of...
I am pleased that today, the Commission has adopted a cross-border approach to our rule setting margin for uncleared swaps.read more...
View ArticleEBA Publishes Final Guidelines On Stress Tests For Deposit Guarantee Schemes
Related documents:read more...
View ArticleCFTC Issues Final Cross-Border Margin Rule
The U.S. Commodity Futures Trading Commission (CFTC) today adopted a rule implementing a cross-border approach to the CFTC’s margin requirements for uncleared swaps (Final Rule). Published in January...
View ArticleEndace Presents Results Of A Field Study Comparing The Accuracy Of GPS And...
Endace, a global leader in high-speed network monitoring and recording technology, announced today that it has joined the STAC Benchmark Council.read more...
View ArticleStatement Of Dissent By CFTC Commissioner J. Christopher Giancarlo On The...
I respectfully dissent from the final rule on the cross-border application of margin requirements for uncleared swaps.read more...
View ArticleA Statement From The Majority Common Shareholders About The Decision By A...
Board members representing the majority of common shareholders in TradingScreen feel compelled, in light of other parties communicating erroneous information about the company's internal affairs, to...
View ArticleU.S. Department of the Treasury: Remarks By Acting Assistant Secretary For...
Good afternoon. I would like to thank SIFMA for inviting me here today to speak at this year’s Fixed Income Market Structure Market Seminar. As always, we appreciate the opportunity to engage with...
View ArticleConcurring Statement Of CFTC Commissioner Sharon Y. Bowen Regarding...
Margin and capital are two of the most important tools for risk mitigation for the derivatives markets. Thus it is very important that we get our rules on margin and capital right in order to...
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