Wednesday, July 8, 2015

MoneyScience News

MoneyScience News

The Mob's IT Department

Posted: 08 Jul 2015 04:52 AM PDT

Organised crime and information technology - http://t.co/d3ufNhUVax — moneyscience (@moneyscience) July 8, 2015

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Vendor News: Toyo Securities selects Fidessa for wholesale agency trading

Posted: 08 Jul 2015 01:06 AM PDT

Blog Post: TheAlephBlog: Avoid Indexed Life Insurance Products

Posted: 08 Jul 2015 12:06 AM PDT

Photo Credit: Purple Slogread more...

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Vendor News: Infosys Selected as a Strategic Technology Services Partner of Deutsche Bank

Posted: 07 Jul 2015 10:46 PM PDT

Infosys (NYSE: INFY), a global leader in consulting, technology, outsourcing and next-generation services, including be-spoke development, application maintenance services, digital and mobility, package implementation, and testing services, has announced that it has signed a multi-year agreement with Deutsche Bank.

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Published / Preprint: âCancel if close to marketâ: The curious case of market manipulation

Posted: 07 Jul 2015 10:25 PM PDT



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Published / Preprint: Effects of return expectation on mutual fundsâ risk exposures

Posted: 07 Jul 2015 10:25 PM PDT



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Published / Preprint: A simple scheme for allocating capital in a foreign exchange proprietary trading firm

Posted: 07 Jul 2015 10:25 PM PDT



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Published / Preprint: The Effects of Leverage Requirements and Fire Sales on Financial Contagion via Asset Liquidation Strategies in Financial Networks. (arXiv:1507.01847v1 [q-fin.RM])

Posted: 07 Jul 2015 05:37 PM PDT

This paper provides a framework for modeling the financial system with multiple illiquid assets when liquidation of illiquid assets is caused by failure to meet a leverage requirement. This extends the network model of Cifuentes, Shin & Ferrucci (2005) which incorporates a single asset with fire sales and capital adequacy ratio. This also extends the network model of Feinstein (2015) which...

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Published / Preprint: Banking Networks and Leverage Dependence: Evidence from Selected Emerging Countries. (arXiv:1507.01901v1 [q-fin.ST])

Posted: 07 Jul 2015 05:37 PM PDT

We use bank-level balance sheet data from 2005 to 2010 to study interactions within the banking system of five emerging countries: Argentina, Brazil, Mexico, South Africa, and Taiwan. For each country we construct a financial network based on the leverage ratio dependence between each pair of banks, and find results that are comparable across countries. Banks present a variety of leverage ratio...

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Blog Post: WealthandCapitalMarketsBlog: A vital utility in the OTC derivatives industry

Posted: 07 Jul 2015 05:17 AM PDT

Leading OTC derivatives industry participants including banks and post-trade services providers are backing the creation of an creating an OTC post-trade infrastructure utility. This hub will help automate the margin management in the industry and is also expected to reduce the disputes around margining. Until recently, moving important functions to utilities was often frowned upon. In several...

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FX Option Performance - an interview with Jessica James

Posted: 07 Jul 2015 04:51 AM PDT

Jessica James discusses her new book FX Option Performance. Her co-authors are Jonathan Fullwood and Peter Billington. To get 30% off your copy of this title, order now direct at wiley.com and enter our promo code MON30 at the checkout.read more...

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