Departments
Players
Bob Citron Points the Finger
Plus: Brooksley Born's Long March
to the CFTC...CMRA's James McNabb...NYCE's Charles Minaar...Inventure's
Mark Simon
Shorts
The Wall Street Journal and the Derivatives Professor
Plus: Style Investors, Listen
Up...Book Reviews
Regulatory Watch
Is Financial Sleaze Corrupting the Internet?
Plus: Ho-Hum Derivatives Study
by GAO...Early XMas Present from Feds
Test Drive
McSystem
INSSINC's Orchestra: Can a mass-marketed product really fit
your needs?
Tech Notes
Internet-enabled Risk Management Using Java and CORBA.
Columns
Valuation
Multidimensional Risk
Gifford Fong explains how to build a realistic, multidimensional
view of the risks lurking in portfolios.
Risk Management
From VAR to SPAR
Miral Kim-E proposes Stock Price at Risk (SPAR) to help corporate
risk managers express market risk in terms of shareholder value.
Fixed Income
Asset/Liability Systems Strategy
Townsend Walker explains how to choose the right asset/liability
management system. |
|
Features
Growing Pains
Monte Carlo, that Old Faithful of financial analytics, is more widely
available today than ever before. But here's the catch: its long-standing
limitations are more worrisome in today's maturing markets.
By Karen Spinner
The EMU Threat
European Monetary Union may seem miles and years away. But don't let
it sneak up on you.
By Simon Boughey
Getting Ready for the Big FASB
Showdown
Bankers fret about earnings volatility...futures industry honchos do
last-minute lobbying...security analysists grope with the new comprehensive
income account category...will swaps lose out to mortgage-backed securities?
By Lang Gibson
The World According to John Hull
Interview by Joe Kolman |
