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DUBLIN, Ireland -- Research and Markets (http://www.researchandmarkets.com/reports/c76373) has announced the addition of Advanced Portfolio Attributio...
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The OCC, Board, FDIC, and SEC (individually, an ``Agency,'' and collectively, ``the Agencies'') are requesting comment on a proposed rule that would implement Section 619 of the Dodd-Frank Wall Street Reform and Consumer Protection Act (``Dodd-Frank Act'') which contains certain prohibitions and restrictions on the ability of a banking entity and nonbank financial company supervised by the Board to engage in proprietary trading and have certain interests in, or relationships with, a hedge fund or private equity fund.
... regime requirement for banking entities, analysis and reporting of quantitative metrics by banking e...; (ii) Comprehensive Profit and Loss Attribution; (iii) VaR and Stress VaR; (iv) Risk Factor Sensit...
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Business/Technology Editors
SIA Technology Management Conference & Exhibit
Booth #1740
NEW YORK--(BUSINESS WIRE)--June 19, 2002
Bullrun Financ...
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...823-825. 4. The statute requires attribution of any costs for which the source can be identifie... Rate Commission's view that when causal analysis is limited by insufficient data, the statute envis...
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LOS ANGELES -- CMS BondEdge, an Interactive Data division (NYSE: IDC), and provider of fixed income portfolio analytics with more than 25 years of exp...
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This study tests three competing hypotheses for explaining lethal violence that is conceptualized as the combination of both suicide and homicide. These three hypotheses differ on how lethal violence can be expressed as either suicide or homicide. Suicide and homicide data, from 1989 to 1991, were obtained from the Multiple Cause of Death study conducted by the National Center for Health Statistics. A bivariate analysis shows that there is a positive correlation between suicide and homicide rates for 458 large counties in the US. A weighted least square regression analysis reveals that the attribution hypothesis is supported by the results. Counties with a higher degree of others-blame-worthiness are more likely to express violence as homicide. Neither the socialization nor the social d...
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HAMILTON, N.J. -- New Jersey-based Bullrun Financial (http://www.bullrunfinancial.com), a leader in delivering real-time portfolio performance measure...
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WASHINGTON, Jan. 18 /U.S. Newswire/ -- The following is a statement regarding the new teen driving analysis, for attribution to Lt. Colonel Jim Champagne, chair of the Governors Highway Safety Association (GHSA):
The AAA Foundation for Traffic Safety today released an important new analysis of crash data involving teenage drivers. The surprising finding is that teen drivers are killing other people in much greater numbers than they are killing themselves. Highway safety programs to date have largely focused on the effects of these crashes on the teen drivers themselves, but this analysis shows that programs need to focus on the impact on others as well.
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Traditional quantitative methods used in finance, developed to control market risks accumulated by human traders, do not incorporate quality control. Finance is moving from manual to computer numerical control (CNC). The authors view trading systems that employ CNC as machines with variable outputs-outputs that can be inspected using statistical process control (SPC). Using a sample trading system, they find that quality metrics generate an investment signal contrary to that generated by the traditional metrics of finance. To manage trading machines, SPC can be used in conjunction with classical financial metrics to control risk in systematic trading and investment.
...* Performance attribution analysis, which breaks down data on past returns a...
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The 'Cambridge History of Arabic Literature: Religion, Learning and Science in the Abbasid Period' identifies Al-Mu afa b. Imran as the author of the first tabaqat work in Arabic, the 'Kitab Tabaqat al-muhaddithin.' However, an analysis of different sources reveals that such an attribution is baseless. Nonetheless, Al-Mu afa b. Imran occupies a special place in local Mosuli scholarship. He has been cited as the source of many Mosuli teachings during the late second and third Islamic centuries.