Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance

2006 ◽  
Author(s):  
Jorge Antonio Chan-Lau
Keyword(s):  
Financial Market ◽  
Market Surveillance

A Commonsense Knowledge-Enabled Textual Analysis Approach for Financial Market Surveillance

2016 ◽  
Vol 28 (2) ◽  
pp. 278-294 ◽  
Author(s):  
Xin Li ◽  
Kun Chen ◽  
Sherry X. Sun ◽  
Terrance Fung ◽  
Huaiqing Wang ◽  
...  
Keyword(s):  
Financial Market ◽  
Textual Analysis ◽  
Analysis Approach ◽  
Commonsense Knowledge ◽  
Market Surveillance

A Taxonomy of Financial Market Manipulations: Establishing Trust and Market Integrity in the Financialized Economy through Automated Fraud Detection

2017 ◽  
Vol 32 (3) ◽  
pp. 251-269 ◽  
Author(s):  
Michael Siering ◽  
Benjamin Clapham ◽  
Oliver Engel ◽  
Peter Gomber
Keyword(s):  
Financial Markets ◽  
Financial Market ◽  
High Frequency ◽  
Fraud Detection ◽  
Vast Number ◽  
Market Surveillance ◽  
Market Abuse ◽  
Market Participants ◽  
Speculative Trading

Financial market manipulations represent a major threat to trust and market integrity in capital markets. Manipulations contribute to mispricing, market imperfections and an increase in transaction costs for market participants and in costs of capital for issuers. Manipulations are facilitated by increased transaction velocity, speculative trading and abusive usage of new trading technologies, i.e., they are directly linked to financial sector changes that drive financialization. Research at the intersection of financialization and IS might support regulatory authorities and market operators in improving market surveillance and helping to detect fraudulent activities. However, confusing terminology is prevalent on financial markets with respect to different manipulation techniques and their characteristics, which hampers efficient fraud detection. Furthermore, recognizing manipulations is challenging given the large number of information sources and the vast number of trades occurring not least because of high-frequency traders. Therefore, automated market surveillance tools require a comprehensive taxonomy of financial market manipulations as a basis for appropriate configuration. Based on a cluster analysis of SEC litigation releases, a review of the latest market abuse regulation and academic studies, we develop a taxonomy of manipulations that structures and details existing manipulation techniques and reveals how these techniques differ along several dimensions. In a case study, we show how the taxonomy can be utilized to guide the development of appropriate decision support systems for fraud detection.

scholarly journals Machine Learning in Financial Market Surveillance: A Survey

IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Shweta Tiwari ◽  
Heri Ramampiaro ◽  
Helge Langseth
Keyword(s):  
Machine Learning ◽  
Financial Market ◽  
Market Surveillance

External Factors of Big Business Transformation in Russia

2005 ◽  
pp. 72-89 ◽  
Author(s):  
Ya. Pappe ◽  
Ya. Galukhina
Keyword(s):  
Financial Market ◽  
Capital Market ◽  
Business Groups ◽  
External Factors ◽  
Big Business ◽  
Business Transformation ◽  
Global Standards ◽  
The World ◽  
Principal Subject

The paper is devoted to the role of the global financial market in the development of Russian big business. It proves that terms and standards posed by this market as well as opportunities it offers determine major changes in Russian big business in the last three years. The article examines why Russian companies go abroad to attract capital and provides data, which indicate the scope of this phenomenon. It stresses the effects of Russian big business’s interaction with the world capital market, including the modification of the principal subject of Russian big business from integrated business groups to companies and the changes in companies’ behavior: they gradually move away from the so-called Russian specifics and adopt global standards.

Russian Banking Sector under World Financial Market Uncertainty: Problems and Prospects

2008 ◽  
pp. 4-19 ◽  
Author(s):  
A. Ulyukaev ◽  
E. Danilova
Keyword(s):  
Emerging Markets ◽  
Financial Market ◽  
Banking Sector ◽  
Financial System ◽  
Local Market ◽  
Market Uncertainty ◽  
Balanced Growth ◽  
Banking Sector Development ◽  
The World ◽  
The Usa

The authors point out that the local market crisis - on the USA substandard loan market - has led to the uncertainty of the world financial market. It has caused the growing demand for liquidity in the framework of the world financial system. The Russian banking sector seems to be more stable under negative changes than banking systems of other emerging markets. At the same time one can assume that the crisis will become the factor of qualitative shift in the character of the Russian banking sector development - the shift from impetuous to more balanced growth.

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