MoneyScience News |
- Published / Preprint: 31Mar/Guidance on external audits of banks issued by the Basel Committee
- Blog Post: TheFinancialServicesClub: Basel III: a mess of regulatory conflicts?
- Blog Post: WealthandCapitalMarketsBlog: Sizing the Retail Investor Market: An Analysis of Western European Market
- Published / Preprint: 31Mar/New approach for measuring counterparty credit risk exposures finalised by the Basel Committee
- Published / Preprint: A Note on the Quantile Formulation. (arXiv:1403.7269v1 [q-fin.PM])
- Published / Preprint: Information theoretic approach for accounting classification. (arXiv:1401.2954v2 [q-fin.GN] UPDATED)
- Blog Post: TheAlephBlog: Sorted Weekly Tweets
| Published / Preprint: 31Mar/Guidance on external audits of banks issued by the Basel Committee Posted: 31 Mar 2014 03:57 AM PDT Press release about "Guidance on external audits of banks issued by the Basel Committee" (31 March 2014) Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: Basel III: a mess of regulatory conflicts? Posted: 31 Mar 2014 03:52 AM PDT I chaired a meeting recently between counterparty banks. The focus of the discussions was Basel III and, specifically, three new regulatory ratios required for banks to manage:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Mar 2014 03:28 AM PDT In the second of three reports that analyze the retail investor market, this report addresses six Western European countries with respect to their retail investor market, country’s overall economic health, regulatory drivers, and wealth management market maturity and sophistication. Celent will conclude by stating its findings on these six countries and in which of these countries wealth... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Mar 2014 02:17 AM PDT Press release about the "New approach for measuring counterparty credit risk exposures finalised by the Basel Committee" (31 March 2014) Visit MoneyScience for the Complete Article.    |
| Published / Preprint: A Note on the Quantile Formulation. (arXiv:1403.7269v1 [q-fin.PM]) Posted: 30 Mar 2014 05:55 PM PDT Many investment models in discrete or continuous-time settings boil down to maximizing an objective of the quantile function of the decision variable. This quantile optimization problem is known as the quantile formulation of the original investment problem. Under certain monotonicity assumptions, several schemes to solve such quantile optimization problems have been proposed in the literature.... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Mar 2014 05:55 PM PDT In this paper we consider an information theoretic approach for the accounting classification process. We propose a matrix formalism and an algorithm for calculations of information theoretic measures associated to accounting classification. The formalism may be useful for further generalizations, and computer based implementation. Information theoretic measures, mutual information and symmetric... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Sorted Weekly Tweets Posted: 30 Mar 2014 07:20 AM PDT Rest of the Worldread more... Visit MoneyScience for the Complete Article.    |
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