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Washington, DC – The Commodity Futures Trading Commission (CFTC) announced the filing of a civil enforcement action in the U.S. District Court for the Northern District of Illinois against James...
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Washington, DC – The Commodity Futures Trading Commission (CFTC) today issued an Order filing and settling charges against Deutsche Bank AG (DB AG) and Deutsche Bank Securities Inc. (DBSI)...
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Washington, DC — The Commodity Futures Trading Commission (CFTC) today issued an Order filing and settling charges against UBS AG (UBS), requiring UBS to pay a $15 million civil monetary penalty...
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Washington, DC – The Commodity Futures Trading Commission (CFTC) today issued an Order filing and settling charges against Deutsche Bank Securities Inc. (DBSI) for attempted manipulation of the...
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Washington, DC – The Commodity Futures Trading Commission (CFTC) today issued an Order filing and simultaneously settling charges against AMP Global Clearing LLC (AMP), a registered Futures...
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Washington DC — The Commodity Futures Trading Commission (CFTC) filed a civil enforcement action in the U.S. District Court for the Southern District of New York, charging Lon Olen Friedrichsen of...
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Washington - The Commodity Futures Trading Commission (CFTC) today announced that the Honorable Jack B. Weinstein of the U.S. District Court for the Eastern District of New York entered a...
View ArticleSMSG Advice - Response To ESMAâs Consultation Paper On Draft Regulatory...
Executive summary read more...
View ArticleThe European Central Bank And The South African Reserve Bank Sign A...
The European Central Bank (ECB) and the South African Reserve Bank (SARB) on Monday in Buenos Aires signed a Memorandum of Understanding on cooperation in the field of central banking. The Memorandum...
View ArticleIIROC, Prosper Canada And CARP Congratulate Manitoba Government For...
The Investment Industry Regulatory Organization of Canada (IIROC), Prosper Canada and CARP today praised the Government of Manitoba for introducing legislation to give IIROC more effective tools to...
View ArticleSEC: Keynote Address, ICI 2018 Mutual Funds And Investment Management...
Good morning. Thank you, Susan [Olson], for that kind introduction.[1]Â I want to thank everyone here for the opportunity to speak with you today. It is not every day that I can talk with so many of the...
View ArticleKyber Network Opens Its Decentralized Crypto-Exchange To The Public - At A...
Kyber Network, a highly anticipated decentralized cryptocurrency exchange who conducted one of the most successful crowdfunding events of 2017, has today announced that their public beta is open to the...
View ArticleIsraeli Regulator: Utility Tokens Shouldn't Be Deemed Securities
The Israel Securities Authority also proposed an ICO sandbox in a recent report now in the hands of the agency's chair, who will decide how to proceed
View Article14 Thai Banks Back Blockchain Platform to Digitize Contracts
Fourteen Thai banks will cooperate in the Thailand Blockchain Community Initiative, which will digitize letters of guarantee on a shared blockchain.
View ArticleSpatial risk measures and rate of spatial diversification....
An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance industry. Koch (2017) introduced a notion of spatial...
View ArticleJumping VaR: Order Statistics Volatility Estimator for Jumps Classification...
This paper proposes a new integrated variance estimator based on order statistics within the framework of jump-diffusion models. Its ability to disentangle the integrated variance from the total...
View ArticleApproximation of Some Multivariate Risk Measures for Gaussian Risks....
Gaussian random vectors exhibit the loss of dimension phenomena, which relate to their joint survival tail behaviour. Besides, the fact that the components of such vectors are light-tailed complicates...
View ArticleUniversal features of price formation in financial markets: perspectives from...
Using a large-scale Deep Learning approach applied to a high-frequency database containing billions of electronic market quotes and transactions for US equities, we uncover nonparametric evidence for...
View ArticleLarge-Scale Dynamic Predictive Regressions. (arXiv:1803.06738v1 [stat.ME])
We develop a novel "decouple-recouple" dynamic predictive strategy and contribute to the literature on forecasting and economic decision making in a data-rich environment. Under this framework,...
View ArticleModeling stock markets through the reconstruction of market processes....
There are two possible ways of interpreting the seemingly stochastic nature of financial markets: the Efficient Market Hypothesis (EMH) and a set of stylized facts that drive the behavior of the...
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