Capital Markets

Interpolating commodity futures prices with Kriging

a cura di Andrea Pallavicini e Andrea Maran

4 anni fa

Commodity markets may quote the prices of futures contracts for different maturity dates and different delivery periods. If we select a specific delivery period, we can group the prices at different maturities within a single term ...more »
FTX Exchange Lists WallStreetBets Futures to Capitalize on Investing Movement
4 anni fa

Cryptocurrency derivatives exchange FTX has listed a WallStreetBets (WSB) index quarterly futures contract in a bid to capitalize on the retail trading fervor that exploded in recent days... https://www.coindesk.com/wall-street-bets-futures-dogecoin-ftx
ESMA CONSULTS ON APPROPRIATENESS AND EXECUTION-ONLY UNDER MIFID II
4 anni fa

The European Securities and Markets Authority (ESMA), the EU’s securities regulator, today launches a consultation on guidelines on the application of certain aspects... https://www.esma.europa.eu/press-news/esma-news/esma-consults-appropriateness-and-execution-only-under-mifid-ii
Guidelines on liquidity stress testing in UCITS and AIFs
4 anni fa

The following competent authorities comply or intend to comply with ESMA’s Guidelines on liquidity stress testing in UCITS and AIFs... https://www.esma.europa.eu/file/111268/download?token=-0Wju7JW
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds
4 anni fa

The dynamic properties of sovereign bonds in emerging market economies and their associated risk premiums. We focus on the interaction between credit and currency risks, ie the Twin Ds, reflected in local currency bonds issued by sovereigns in ...more »
Moving from IBORs to Alternative Risk Free Rates

a cura di Veronica Falco, Marco Bianchetti, Umberto Cherubini

4 anni fa

Abstract In this short note we briefly review the state of the art of the ongoing transition from interbank rates (IBORs) to alternative risk free rates, with a focus on LIBOR and EUR benchmark rates. This note is ...more »
CFTC AND ESMA SIGN ENHANCED MOU RELATED TO CERTAIN RECOGNIZED CENTRAL COUNTERPARTIES
4 anni fa

Through the MOU, ESMA and the CFTC express their desire for enhanced cooperation as to the larger U.S. CCPs operating in the European Union with ...more »
Un anno record per le piattaforme di invoice trading in Italia

a cura di Giancarlo Giudici

4 anni fa

La recessione causata dall’epidemia Covid-19 sta impattando fortemente sui pagamenti delle fatture commerciali. Secondo lo European Payment Report 2020 di Intrum il 35% delle aziende europee sta accettando tempi più lunghi per il ...more »
ESMA REGISTERS DTCC DATA REPOSITORY (IRELAND) PLC AS TRADE REPOSITORY UNDER EMIR AND SFTR
4 anni fa

DTCC Data Repository (Ireland) PLC is based in Ireland and this registration is part of the DTCC Group strategy to ensure it continues to offer services to EU clients after the end of the transition ...more »