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  • KVH To Offer Private Network Service To IBM SoftLayer Cloud Environments

    Date 23/10/2014

    KVH Co. Ltd., Asia’s leading information delivery platform headquartered in Tokyo, Japan, today announced a new service called "KVH etherXEN for SoftLayer" that provides customers a dedicated Ethernet network connection from their own IT infrastructure and data centers to IBM’s SoftLayer cloud services. With faster and more consistent network performance, KVH etherXEN for SoftLayer is a guaranteed private network that brings enterprise customers new opportunities for creating hybrid-computing solutions that merge private infrastructure with SoftLayer’s cloud environments on dedicated bare metal servers. This service will be available in December 2014.

  • New Zealand's Financial Markets Authority Warns Consumers About Cold-Calling Investment Offers And ‘Big Win’ Scams

    Date 23/10/2014

    The Financial Markets Authority (FMA) is warning New Zealand consumers and investors to be wary of cold-calls asking them to buy shares or put their money into offshore firms.

  • Skin In The Game: Aligning The Interests Of Sponsors And Investors, SEC Commissioner Luis A. Aguilar

    Date 22/10/2014

    Today, the Commission considers Congressionally-mandated, multi-agency credit risk retention rules that are intended to address a glaring flaw of the asset-backed securities (ABS) market revealed by the financial crisis: the misalignment of interests between the ABS securitizer and the ABS investor.

  • Six Federal Agencies Jointly Approve Final Risk Retention Rule

    Date 22/10/2014

    Six federal agencies approved a final rule requiring sponsors of securitization transactions to retain risk in those transactions. The final rule implements the risk retention requirements in the Dodd-Frank Wall Street Reform and Consumer Protection Act (Dodd-Frank Act).

  • CFTC Swaps Report Update

    Date 22/10/2014

    The CFTC Swaps Report provides a detailed weekly snapshot of the gross notional outstanding as of the penultimate Friday prior to the CFTC Swaps Report’s Wednesday publication date, as well as a detailed weekly total of the transaction volume (on both a ticket volume and dollar volume basis) ending that same penultimate Friday, in two asset classes (interest rate swaps, credit default swaps).