Arbitrage-Free Regularization. (arXiv:1710.05114v1 [q-fin.MF])
We introduce a path-dependent geometric framework which generalizes the HJM modeling approach to a wide variety of other asset classes. A machine learning regularization framework is developed with the...
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Loss Leader or Value Creator? Deconstructing Amazon Prime
I am an Amazon Prime member and have been one for a long time, and I am completely hooked. Not only do I (and my family) use Amazon Prime for items ranging from tissue paper to big screen televisions,...
View ArticleIntroduction and Keynote Remarks: Commissioner Quintenz before the Federal...
Introduction and Keynote Remarks: Commissioner Quintenz before the Federal Reserve Bank of Chicagoâs Fourth Annual Conference on CCP Risk Management
View ArticleCFTCâs LabCFTC Releases Primer on Virtual Currencies
The Commodity Futures Trading Commissionâs LabCFTC today released, âA CFTC Primer on Virtual Currencies.â
View ArticleNavigating dark liquidity (How Fisher catches Poisson in the Dark)....
In order to reduce signalling, traders may resort to limiting access to dark venues and imposing limits on minimum fill sizes they are willing to trade. However, doing this also restricts the liquidity...
View ArticlePreliminary steps toward a universal economic dynamics for monetary and...
We consider the relationship between economic activity and intervention, including monetary and fiscal policy, using a universal dynamic framework. Central bank policies are designed for growth without...
View ArticleDisruptive firms. (arXiv:1710.06132v1 [q-fin.EC])
This study proposes the concept of disruptive firms: they are firms with market leadership that deliberate introduce new and improved generations of durable goods that destroy, directly or indirectly,...
View ArticleReview of all members' implementation of the LCR completed by the Basel...
Press release about the Basel Committee completing review of all members' implementation of the LCR (18 October 2017). The Basel Committee on Banking Supervision today published assessment reports on...
View ArticleRegulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III...
The Basel Committee is publishing the "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Australia", October 2017.
View ArticleRegulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III...
The Basel Committee is publishing the "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Brazil", October 2017.
View ArticleRegulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III...
The Basel Committee is publishing the "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Canada", October 2017.
View ArticleRegulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III...
The Basel Committee is publishing the "Regulatory Consistency Assessment Programme (RCAP) - Assessment of Basel III LCR regulations - Switzerland", October 2017.
View ArticleThirteenth progress report on adoption of the Basel regulatory framework
The Basel Committee is publishing the thirteenth progress report on adoption of the Basel regulatory framework, October 2017.
View ArticlePrudential policy considerations under expected loss provisioning: lessons...
Prudential policy considerations under expected loss provisioning: lessons from Asia, FSI Insights No 5, 18 October 2017
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Walk My Mind - Listen to my "Walkcast"
Walk My Mind describes itself as an organization that "provides a platform that fosters walking, learning, listening and community." The company's website features "walkcasts" with educators and...
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Spectral Conditions for Existence and Uniqueness of Recursive Utilities....
We study existence, uniqueness and computability of solutions for a class of discrete time recursive utilities models. By combining two streams of the recent literature on recursive preferences---one...
View ArticleScanning Your Environment
When organizations fall behind the competition, we often hear people describe how the enterprise had become increasingly insular in recent years. Managers focused on enhancing operational efficiency,...
View ArticleUnstoppable: Transforming Your Mindset to Create Change, Accelerate Results,...
Where do you fall on your organization's performance spectrum?read more...
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