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Appendices Wintersemester 2014 / 2015 Prof. Reto Francioni

Appendices Wintersemester 2014 / 2015 Prof. Reto Francioni. Exchanges. Appendices. 1 Sources / Literature 2 Abbreviations 3 Glossary. 1 Sources. Price Discovery on Exchanges Eurex Market Model: http://www.eurexchange.com/exchange-en/trading/market-model /

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Appendices Wintersemester 2014 / 2015 Prof. Reto Francioni

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  1. AppendicesWintersemester 2014 / 2015Prof. RetoFrancioni Exchanges

  2. Appendices • 1 Sources / Literature • 2 Abbreviations • 3 Glossary

  3. 1Sources • Price Discovery on Exchanges • EurexMarket Model: http://www.eurexchange.com/exchange-en/trading/market-model/ • Xetra Market Model: http://xetra.com/xetra/dispatch/en/kir/navigation/xetra/300_trading_clearing/100_trading_platforms/100_xetra/200_market_model • Francioni, R/ Schwarz, R.: Equity Markets in Action: The Fundamentals of Liquidity, Market Structure & Trading: The Fundamentals of Liquidity, Market Structure and Trading. Wiley, 2004 • SWX Swiss Exchange Nov 2002??? • SIX Exchange Regulation: http://www.six-exchange-regulation.com/index.html • Deutsche Bank Capital Markets: http://cbs.db.com/new/content/capital_markets.html • Klemperer, P.: Auctions: Theoryand Practice. Princeton University Press, 2004. • Schwarz, R./Francioni, R./Weber, B.: The Equity Trader Course. Wiley, 2006 • Harris, L.:´Trading and Exchanges: Market Microstructure for Practitioners. Oxford University Press, 2002 • EurexTrading Interfaces: http://www.eurexchange.com/exchange-en/technology/new-trading-architecture/system-documentation/176058/?frag=176066 • Xetra Trading Interfaces: http://xetra.com/xetra/dispatch/de/binary/gdb_content_pool/imported_files/public_files/10_downloads/31_trading_member/10_Products_and_Functionalities/20_Stocks/50_Xetra_Market_Model/marktmodell_aktien.pdf • Xetra Release: 13:http://xetra.com/xetra/dispatch/de/binary/gdb_content_pool/imported_files/public_files/10_downloads/31_trading_member/10_Products_and_Functionalities/20_Stocks/50_Xetra_Market_Model/marktmodell_aktien.pdf • SIX Trading Guide: http://www.six-swiss-exchange.com/download/participants/regulation/trading_guides/guide_order_book_trading_swxess_de.pdf

  4. 1Sources (cont.) • Value Chain of Securities Trading • Deutsche Börse AG (Hrsg.): The Global Derivatives Market. An Introduction. 2008: http://deutsche-boerse.com/INTERNET/MR/mr_presse.nsf/0/4F21175CC535F7D5C1257457002D55F7/$File/2008-04%20DB_WP%20GlobalDerivativesMarket.pdf?OpenElement • Kanning, T.: Dauerbaustelle Deutsche Börse, F.A.Z. Rhein-Main-Zeitung, 31.01.2013: http://www.faz.net/aktuell/rhein-main/stellenabbau-dauerbaustelle-deutsche-boerse-12044110.html • BIS Quarterly Review, December 2012: http://www.bis.org/publ/qtrpdf/r_qt1212.htm • Reck, M.: Building Blocks of Securities Markets: Processes and Systems. Simmons, 2002. • Francioni, R./Schwartz, R.: Equity Markets in Action: The Fundamentals of Liquidity, Market Structure and Trading. Wiley, 2004. • Deutsche Börse AG (Hrsg.): Praxishandbuch Börsengang. Gabler 2006. • Deutsche Börse AG Listing: http://xetra.com/xetra/dispatch/en/kir/navigation/xetra/200_listing • Deutsche Bank Banking and Securities: https://www.deutsche-bank.de/de/content/company/corporate_banking_and_securities.htm • Eurexchange: http://www.eurexchange.com/exchange-de/ressourcen/ • Eurex Group: http://www.eurexgroup.com/group-de/ • Eurex Clearing: http://www.eurexclearing.com/clearing-en/ • E-Finance Lab (Bernd Mack): http://www.efinancelab.de/no_cache/team/?user_wiwipubs_pi2[showUid]=953&user_wiwipubs_pi2[name]=Bernd_Mack • Zülch, H./Hoffmann, S./Wünsch, M.: IFRS 7 – Angaben zu Finanzinstrumenten: Kommentierung, Best Practice und Checklisten. Wiley, 2010. • Clearstream Settlement: http://www.clearstream.com/ci/dispatch/en/kir/ci_nav/1_settlement • Deutsche Börse IT: http://deutsche-boerse.com/it/dispatch/de/kir/gdb_navigation/technology/05_Ueber_Deutsche__Boerse_T • Clearstream Collateral Management: http://www.clearstream.com/ci/dispatch/en/kir/ci_nav/3_gsf/015_collateral_mgt

  5. 2 Abbreviations

  6. 2 Abbreviations (cont.)

  7. 2 Abbreviations (cont.)

  8. 2 Abbreviations (cont.)

  9. 3Glossary The Glossary is intended forinformation purposes only and is designed to help the students to understand the terminology used in this lecture. In some cases, the way in which the terms are used may differ from how the terms may be applied in another context. The descriptions given are not to be considered as legally binding definitions of the terminology used. Some definitions given here are based on those used by IFRS. Specific sources of definitions are: 1 * Downes, J. (2006): DictionaryofFinanceand Investment Terms, New York: Barron‘s. 2 ** Deutsche Börse AG (2012): Annual Report 2011: http://deutsche-boerse.com/dbg/dispatch/en/binary/gdb_content_pool/imported_files/public_files/10_downloads/12_db_annual_reports/2011/10_complete_version/Annual_Report_2011.pdf 3 *** Deutsche Börse AG (2009): White Paper. A Blueprintfor Market SafetyandIntegrity: http://deutsche-boerse.com/dbg/dispatch/de/binary/gdb_content_pool/imported_files/public_files/10_downloads/11_about_us/Public_Affairs/The_Global_Derivatives_Market_0909.pdf 4 **** Clearstream Banking AG (2012): Clearstream Customer Handbook: http://www.clearstream.com/ci/dispatch/en/cicbinary/CICDownloads/Clearstream/Customer_Information/Clearstream_Banking_Luxembourg/Customer_Handbook/hbecomp.pdf/hbecomp.pdf?yawlang=en 5 ***** Deutsche Börse AG (2012) Where helpful for better understanding of the topics, more than one definition is used.

  10. 3 Glossary - A 1)= without putting own money at stake

  11. 3 Glossary - A (cont.)

  12. 3 Glossary - B

  13. 3 Glossary - B (cont.)

  14. 3 Glossary - C

  15. 3 Glossary - C (cont.)

  16. 3 Glossary - C (cont.)

  17. 3 Glossary - C (cont.)

  18. 3 Glossary - C (cont.)

  19. 3 Glossary - C (cont.)

  20. 3 Glossary - D

  21. 3 Glossary - E

  22. 3 Glossary - E (cont.)

  23. 3 Glossary - F

  24. 3 Glossary - G

  25. 3 Glossary - H

  26. 3 Glossary - I

  27. 3 Glossary - I (cont.)

  28. 3 Glossary - L

  29. 3 Glossary - M

  30. 3 Glossary - M (cont.)

  31. 3 Glossary - M (cont.)

  32. 3 Glossary - N

  33. 3 Glossary - O

  34. 3 Glossary - P

  35. 3 Glossary - Q

  36. 3 Glossary - R

  37. 3 Glossary - S

  38. 3 Glossary - S (cont.)

  39. 3 Glossary - T

  40. 3 Glossary - U, V, W

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