ESMA And EBA To Hold Joint Open Hearing On Securitisation Regulation
The European Securities and Markets Authority (ESMA) and the European Banking Authority (EBA) will hold a joint public hearing on the new EU Securitisation Regulation. The hearing will cover the two...
View ArticleCryptoRuble: From Russia with Love. (arXiv:1801.05760v1 [q-fin.GN])
We discuss Russia's underlying motives for issuing its government-backed cryptocurrency, CryptoRuble, and the implications thereof and of other likely-soon-forthcoming government-issued...
View ArticleEvaluating the role of risk networks on risk identification, classification...
Modern society heavily relies on strongly connected, socio-technical systems. As a result, distinct risks threatening the operation of individual systems can no longer be treated in isolation....
View ArticlePart 1: Training Sets & ASG Transforms. (arXiv:1801.05752v1 [q-fin.CP])
In this paper, I discuss a method to tackle the issues arising from the small data-sets available to data-scientists when building price predictive algorithms that use monthly/quarterly macro-financial...
View ArticleA subordinated CIR intensity model with application to Wrong-Way risk CVA....
Credit Valuation Adjustment (CVA) pricing models need to be both flexible and tractable. The survival probability has to be known in closed form (for calibration purposes), the model should be able to...
View ArticleNumerical analysis on quadratic hedging strategies for normal inverse...
The authors aim to develop numerical schemes of the two representative quadratic hedging strategies: locally risk minimizing and mean-variance hedging strategies, for models whose asset price process...
View ArticleThe Stretch to Stray on Time: Resonant Length of Random Walks in a Transien....
First-passage times in random walks have a vast number of diverse applications in physics, chemistry, biology, and finance. In general, environmental conditions for a stochastic process are not...
View ArticleWeiss Announces First Bitcoin and Cryptocurrency Grades by U.S. Rating Agency
PALM BEACH GARDENS, Fla., Jan. 17, 2018 /PRNewswire/ -- Weiss Ratings, the nation's leading independent rating agency of financial institutions, will issue letter grades on cryptocurrencies, including...
View Article3 (Possible) Reasons the Crypto Markets Tanked This Week
What do you get when you mix regulatory threats, an immature market infrastructure and an influx of new investors? Lots of red on the trading screens.
View ArticleBlockchain Bloat: How Ethereum Clients are Tackling Storage Issues
With long-term fixes like sharding a ways off, ethereum developers are making the software run more efficiently to ease growing storage requirements.
View ArticleReport: South Korea Mulls Closure of Domestic Crypto Exchanges
South Korea is considering to ban all cryptocurrency exchanges or just those that have violated the law, and vows to make a decision today.
View ArticleColorado New Bill Encourages State to Adopt Blockchain for Data Security
A new state bill introduced to the Colorado Senate is looking at using blockchain technology to secure private data from cyberattacks.Â
View ArticleEnterprise Blockchain Is Ready to Go Live in 2018
2018 will be the year enterprise blockchain goes live and businesses can move from experimenting to production, says Oracle's Mark Rakhmilevich.
View ArticleCboe Conducts First Settlement Of Cboe Bitcoin Futures
Cboe Global Markets, Inc. (Cboe: CBOE | Nasdaq: CBOE), one of the world's largest exchange holding companies, today announced the settlement of January expiry Cboe bitcoin (XBT) future.read more...
View ArticleBermuda Monetary Authority - Risks Of Initial Coin Offerings (ICOs)
The Bermuda Monetary Authority issued a press release today entitled Risks of Initial Coin Offerings (ICOs). The article stated:Bermuda Monetary Authority (BMA) is committed to providing a regulatory...
View ArticleContego Chosen By Open Banking To Help Kickstart Retail Banking Revolution
Contego, the RegTech and compliance specialist, has been chosen by The Open Banking Implementation Entity (the ‘OBIE’), the body created by the UK’s largest personal and small business current account...
View ArticleDeutsche Börse AG: Bank Markazi Filed Complaint Against Deutsche...
In the context of the ongoing disputes regarding assets of the Central Bank of Iran ("Bank Markazi"), Clearstream Banking S.A., Luxembourg ("Clearstream"), a 100 per cent subsidiary of Deutsche Börse...
View ArticleESMA Consults On Potential CFD And Binary Options Measures To Protect Retail...
The European Securities and Markets Authority (ESMA) has published a call for evidence on potential product intervention measures relating to the provision of contracts for differences (CFDs),...
View ArticleWeiss Announces First Bitcoin and Cryptocurrency Grades by U.S. Rating Agency...
Weiss Announces First #Bitcoin and #Cryptocurrency Grades by U.S. Rating Agency https://t.co/yQFgMm8wEq @WeissRatings â moneyscience (@moneyscience) Januaryâ¦
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