The theory of optimal trading under proportional transaction costs has been considered from a variety of perspectives. In this paper, Richard Martin shows that all results can be interpreted using a...
Lack of hysteria does not equal complacency, says securities regulator
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Off-the-shelf energy trading and risk management (ETRM) systems are more popular than ever before, according to Energy Risk’s annual software survey. However, companies say they still require sig...
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After five years of work, a group of 19 big banks still get a failing grade from supervisors on their ability to pull together and report counterparty exposures. Is it all a question of cost? Fiona ...
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A second no-action relief period that exempted Sefs from issuing confirmations expired on November 29, leaving forex traders unsure whether Sefs can handle the requirement
Structured Products Advances in Technology Guide & Directory 2013
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As insurers look for ways to improve the speed of their modelling calculations, some are turning to microprocessors originally developed for computer graphics in games consoles to increase calculati...
Crunch time for data
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.