Departments
Players
Leeson's Turn
Plus: Paul Tudor Jones quits the
software business...Triple-A Sub Guru Flies Solo...Harpal Sandhu's Internet
Vision Thing
Shorts
Does the World Need Another Internet Index? Maybe So.
Plus: Coopers & Lybrand's
weighty marketing tool...No dealer liability fix...Software Pirates Get
Amnesty...Surveys show strong upsurge of users.
Regulatory Watch
The Fed's New Risk Report Card
The most restrictive investment policies in the country have
dealers eating dust.
Test Drive
Energy Dealers: Your Software Is Ready Now
Reviews: ZAI*NET, Sava Risk Management,
Primo Systems, Triple Point Tech. Inc., SHL Systems House.
Roundtable
Regional Banks and Derivatives
How do you spell plain vanilla?
Columns
Models
Making VAR More Flexible
Mark Garman explains how delta value-at-risk can help traders
and risk managers use VAR more effectively.
Corporations
Myths That Aren't
Christopher Bourdain responds to an article by NYU professor
Ian Giddy in our February Issue. |
|
Features
Adapting VAR to the Corporate Jungle
Corporates and pension funds are trying to transplant value-at-risk
techniques from the banking world. Will the graft take, or is VAR too rarefied
a thing for the real world?
By Karen Spinner
Masters of FX
Trading the New FX Markets.
By
Barclay Leib
Guarding GE's FX Downside.
By Susan
Arterian
The World According to Leo Melamed
Interview by Joe Kolman |
