MoneyScience News |
- Blog Post: TheFinancialServicesClub: How many banks are driving blind?
- Published / Preprint: 06Mar/Basel III monitoring results published by the Basel Committee
- Blog Post: WealthandCapitalMarketsBlog: Sizing the Retail Investor Market ' An Analysis of the North and Latin American Markets
- Blog Post: TheAlephBlog: On the '770â³ Account
- Published / Preprint: On the Hawkes Process with Different Exciting Functions. (arXiv:1403.0994v1 [math.PR])
- Published / Preprint: Recovering from Derivatives Funding: A consistent approach to DVA, FVA and Hedging. (arXiv:1403.1086v1 [q-fin.PR])
- Published / Preprint: On the Frequency of Drawdowns for Brownian Motion Processes. (arXiv:1403.1183v1 [q-fin.PR])
- Guest post: Do you have to be Abnormal to beat the Market ? By Peter Urbani, CEO KnowRisk Consulting
- Blog Post: iMFdirect: The Trillion Dollar Question: Who Owns Emerging Market Government Debt
- Event: The 3rd CVA Conference
- Event: The 3rd Interest Rate Conference
| Blog Post: TheFinancialServicesClub: How many banks are driving blind? Posted: 06 Mar 2014 03:39 AM PST Building on yesterday’s chat about London versus Europe, there’s more to this than initially meets the eye, as it’s also Europe versus Banks.read more... Visit MoneyScience for the Complete Article.      |
| Published / Preprint: 06Mar/Basel III monitoring results published by the Basel Committee Posted: 06 Mar 2014 02:05 AM PST Press release about "Basel III monitoring results published by the Basel Committee" (6 March 2014) Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2014 12:46 AM PST Celent’s upcoming report, Sizing the Retail Investor Market – An Analysis of the North and Latin American Markets, is the first of two reports that analyze the retail investor market. This report addresses four countries across North America and Latin America with respect to their overall economic health, regulatory drivers, retail investor population (including growth, breakdown,... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: On the '770â³ Account Posted: 05 Mar 2014 11:08 PM PST A letter from a reader:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Mar 2014 05:38 PM PST The Hawkes process is a simple point process, whose intensity function depends on the entire past history and is self-exciting and has the clustering property. The Hawkes process is in general non-Markovian. The linear Hawkes process has immigration-birth representation. Based on that, Fierro et al. recently introduced a generalized linear Hawkes model with different exciting functions. In this... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Mar 2014 05:38 PM PST The inclusion of DVA in the fair-value of derivative transactions has now become standard accounting practice in most parts of the world. Furthermore, some sophisticated banks are including an FVA (Funding Valuation Adjustment), but since DVA can be interpreted as a funding benefit the oft-debated issue regarding a possible double-counting of funding benefits arises, with little consensus as to... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Mar 2014 05:38 PM PST Drawdowns measuring the decline in value from the historical running maxima over a given period of time, are considered as extremal events from the standpoint of risk management. To date, research on the topic has mainly focus on the side of severity by studying the first drawdown over certain pre-specified size. In this paper, we extend the discussion by investigating the frequency of drawdowns,... Visit MoneyScience for the Complete Article.    |
| Guest post: Do you have to be Abnormal to beat the Market ? By Peter Urbani, CEO KnowRisk Consulting Posted: 05 Mar 2014 12:10 PM PST In Mel Brooks's classic 1974 comedy, Young Frankenstein, the grandson of the original Dr Frankenstein (Gene Wilder) dispatches his faithful assistant Igor (brilliantly played by Marty Feldman) to steal a brain for his creation from a nearby laboratory. In his usual fashion Igor bungles it and brings back the wrong brain. When it becomes apparent that all is not well with the monster, Dr... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: The Trillion Dollar Question: Who Owns Emerging Market Government Debt Posted: 05 Mar 2014 11:18 AM PST By Serkan Arslanalp and Takahiro Tsudaread more... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Mar 2014 06:40 AM PST Location: London, United Kingdom; Date: March 19th, 2014; This Conference will focus on the practical aspects of CVA through its ever changing complex evolution. Now the compliance deadline has passed we will examine the impact of regulatory changes and capital charges on running a CVA desk. The latest CVA modelling techniques will be presented, however this conference will also... Visit MoneyScience for the Complete Article.    |
| Event: The 3rd Interest Rate Conference Posted: 05 Mar 2014 06:31 AM PST Location: London, United Kingdom; Date: March 12th, 2014; read more... Visit MoneyScience for the Complete Article.    |
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