MoneyScience News |
- Rothko work been sold for $86.9m the highest price ever fetched by a piece of contemporary art at auction http://t.co/WhDgpNci #tcm
- Blog Post: TheFinancialServicesClub: Banks and corporates live in the twentieth century
- RT @Yousif_Hasan: 4 US #banks hold a staggering 95.9% of U.S. #derivatives http://t.co/2ryk873g #quant
- Research Library: Variation in Systemic Risk at US Banks During 1974-2010
- RT @davos: Women are 40% of workers, 1% of global wealth. @FASNGO on how women can lead the way to a new #Africa http://t.co/Xq3GAxHk
- Research Library: Contagion during the Greek Sovereign Debt Crisis (pdf)
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @wsbeunh @iebusiness
- Blog Post: Falkenblog: Group Selection Makes a Comeback
- Published / Preprint: Central Counterparty Risk. (arXiv:1205.1533v1 [q-fin.RM])
- Published / Preprint: A multivariate piecing-together approach with an application to operational loss data. (arXiv:1205.1617v1 [math.ST])
- Published / Preprint: Singularity strength based characterization of financial networks. (arXiv:1205.1710v1 [q-fin.ST])
- Published / Preprint: Characterizing price index behavior through fluctuation dynamics. (arXiv:1205.1711v1 [physics.data-an])
- RT @analyticbridge: White paper: Working with big data: http://t.co/qX7GaYSG
- Blog Post: rob_daly: SEC Eyes Customer Protection Status for Brokers
- Flash-Crash Story Looks More Like a Fairy Tale - http://t.co/gp3Nn4K9 #tcm
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @hftreview @itrsgroup @nyse_arca @moneyscience
- Blog Post: iMFdirect: Fiscal Consolidation: Striking the Right Balance
- Vendor News: ITG Releases April 2012 US Trading Volumes
| Posted: 09 May 2012 04:14 AM PDT moneyscience: Rothko work been sold for $86.9m the highest price ever fetched by a piece of contemporary art at auction http://t.co/WhDgpNci #tcm Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: Banks and corporates live in the twentieth century Posted: 09 May 2012 02:00 AM PDT I was surprised or not to have a long discussion with some bankers and corporates about personalisation last night.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 09 May 2012 01:09 AM PDT moneyscience: RT @Yousif_Hasan: 4 US #banks hold a staggering 95.9% of U.S. #derivatives http://t.co/2ryk873g #quant Visit MoneyScience for the Complete Article.    |
| Research Library: Variation in Systemic Risk at US Banks During 1974-2010 Posted: 09 May 2012 12:49 AM PDT Armen Hovakimian Baruch College - Zicklin School of Business Edward J. Kane Boston College - Department of Finance; National Bureau of Economic Research (NBER) Luc Laeven International Monetary Fund (IMF); Centre for Economic Policy Research (CEPR) April 23, 2012 Abstract This paper proposes a theoretically sound and easy-to-implement way to measure the systemic and stand-alone risk of... Visit MoneyScience for the Complete Article.    |
| Posted: 09 May 2012 12:48 AM PDT moneyscience: RT @davos: Women are 40% of workers, 1% of global wealth. @FASNGO on how women can lead the way to a new #Africa http://t.co/Xq3GAxHk Visit MoneyScience for the Complete Article.    |
| Research Library: Contagion during the Greek Sovereign Debt Crisis (pdf) Posted: 09 May 2012 12:39 AM PDT Mark Mink and Jakob De Haany De Nederlandsche Bank University of Groningen Abstract Using an event study approach, we examine the impact of news about Greece and news about a Greek bailout on bank stock prices in 2010 using data for 48 banks included in the European stress tests. We identify the twenty days with extreme returns on Greek sovereign bonds and categorise the news events during... Visit MoneyScience for the Complete Article.    |
| Posted: 09 May 2012 12:29 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @wsbeunh @iebusiness Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Group Selection Makes a Comeback Posted: 08 May 2012 07:32 PM PDT E.O. Wilson's latest book The Social Conquest of Earth is a relatively short, profound read on group selection. Wilson is the famed myrmecologist whose book Sociobiology really got the evolutionary biology field going in the seventies. This is a rather major intellectual revolution, as there used to be conensus that group selection was empirically irrelevant (Dawkin's Selfish Gene) and also... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Central Counterparty Risk. (arXiv:1205.1533v1 [q-fin.RM]) Posted: 08 May 2012 05:34 PM PDT A clearing member of a Central Counterparty (CCP) is exposed to losses on their default fund and initial margin contributions. Such losses can be incurred whenever the CCP has insufficient funds to unwind the portfolio of a defaulting clearing member. This does not necessarily require the default of the CCP itself. In this note we aim to quantify the risk a financial institution has when facing a... Visit MoneyScience for the Complete Article.    |
| Posted: 08 May 2012 05:34 PM PDT The univariate piecing-together approach (PT) fits a univariate generalized Pareto distribution (GPD) to the upper tail of a given distribution function in a continuous manner. We propose a multivariate extension. First it is shown that an arbitrary copula is in the domain of attraction of a multivariate extreme value distribution if and only if its upper tail can be approximated by the upper... Visit MoneyScience for the Complete Article.    |
| Posted: 08 May 2012 05:34 PM PDT Financial markets are well known examples of multi-fractal complex systems that have garnered much interest in their characterization through complex network theory. The recent studies have used correlation based distance metrics for defining and analyzing financial networks. In this work the singularity strength is employed to define a distance metric and the existence of hierarchical structure... Visit MoneyScience for the Complete Article.    |
| Posted: 08 May 2012 05:34 PM PDT We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through the use of wavelets belonging to Daubechies basis. The fact that these basis sets satisfy vanishing moments conditions makes them ideal to extract local polynomial trends, through the low pass or... Visit MoneyScience for the Complete Article.    |
| RT @analyticbridge: White paper: Working with big data: http://t.co/qX7GaYSG Posted: 08 May 2012 09:42 AM PDT fin_tech: RT @analyticbridge: White paper: Working with big data: http://t.co/qX7GaYSG Visit MoneyScience for the Complete Article.    |
| Blog Post: rob_daly: SEC Eyes Customer Protection Status for Brokers Posted: 08 May 2012 09:23 AM PDT read more... Visit MoneyScience for the Complete Article.    |
| Flash-Crash Story Looks More Like a Fairy Tale - http://t.co/gp3Nn4K9 #tcm Posted: 08 May 2012 07:24 AM PDT fin_tech: Flash-Crash Story Looks More Like a Fairy Tale - http://t.co/gp3Nn4K9 #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 08 May 2012 05:55 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @hftreview @itrsgroup @nyse_arca @moneyscience Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Fiscal Consolidation: Striking the Right Balance Posted: 08 May 2012 05:24 AM PDT By David Liptonread more... Visit MoneyScience for the Complete Article.    |
| Vendor News: ITG Releases April 2012 US Trading Volumes Posted: 08 May 2012 05:09 AM PDT NEW YORK, May 8, 2012 /PRNewswire/ -- ITG (NYSE: ITG), a leading independent execution and research broker, today announced that April 2012 US trading volume was 3.5 billion shares and average daily volume (ADV) was 176 million shares. This compares to 3.8 billion shares and ADV of 171 million shares in March 2012 and 3.6 billion shares and ADV of 182 million shares in April 2011. There were 20... Visit MoneyScience for the Complete Article.    |
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