Departments
Players
New Broom at the Common Fund
Plus: Pioneer Gets New Challenge...Hot
Derivatives Hedge Fund is Born...Big Ticket Integrator...To Profit From
an Ill Wind
Shorts
Chalk up another vote for Precommitment
Is Your Wardrobe Ready for Casual Fridays?
Plus: Sumitomo Online...Wacky
Wisconsin.
Regulatory Watch
Has FASB Laid Another Egg?
Test Drive
Risk Management Debuts on the Internet
http:www.integral.com's debut this month promises small corporates
swift and low-cost risk management analysis. By Maureen Callahan, Ph.D.
Roundtable
Regional Banks and Derivatives
How do you spell plain vanilla?
Columns
Credit Risk
Credit Derivatives Primer
Blythe Masters explains how credit derivatives are simpler
than you think
Pension Funds
Defining Time Horizons
Murali Ramaswami explains how risk can change when viewed
through time perspectives.
Mortgage-Backeds
Prepayment Model Risk
Teri Geske warns what can happen when your model's prepayment
assumptions go awry. |
|
Features
Resolving the Dealer-User Conflict
End-Users Speak Out
A roundtable discussion with: Bill Miller, director
of General Motors Investment Management Corporation; Sue Becht, treasurer
of Duke Power; Kevin MacKenzie, associate general counsel of Freddie Mac;
Kathleen Mullarkey, general counsel for the Federal Farm Credit Bank.
Defending Principals & Practices
A talk with Ernest Patrikis, first vice president at
the Federal Reserve Bank of New York.
The Drafting Committee Responds
Gay Evans, managing director, Bankers Trust International
and Lewis Teel, executive vice president, Bank of America.
Fire Over Chicago
The Collateral Management Wars.
Both the CME and the CBOT think their systems will
solve collateral headaches. Probably only one will survive. But what about
the banks that are already in the business? By Simon Boughey
Welcome to the 'Mature' Job
The Gold Rush may be over, but job hunting isn't the wasteland
of two years ago. By John Thackray
End-User Profile
Northern Exposure
With a big appetite for finance in a small capital
market, Ontario's surefooted treasury must employ creative derivative strategies
to get what it needs. By Simon Boughey |