Departments
Players
Controlling GTE's Global Risk
Plus: Edgar Peters: Valuing Art
& Equities...EMU Must Die
Shorts
Linking Cash, Futures and OTC Markets
Plus: Dow Jones to Options Investors:
Drop Dead...A Futures For Futures?
Regulatory Watch
Long Road Ahead for Investor Risk Controls
Exchange Notes
The Canadian Exchange Malaise
European Notes
Playing High-Yield Russian Roulette
Asian Notes
Betting on the Hong Kong Dollar
Roundtable
FX Volatility: How Low Can It Go?
Columns
Models
Finding Gamma: A Path of Less Resistance
Peter J. Zangari outlines an efficient method for incorporating
gamma into VAR calculations.
Value-at-Risk
Working Liquidity Into Your VAR
VAR isn't worth much, argues Colin Lawrence, unless you figure
liquidity and transaction costs into the equation.
Listed Strategies
Protecting Yourself From a Steeper Yield Curve
The Chicago Board of Trade's Keith Schap explains a more flexible
approach to a classic problem. |
|
Features
Repo Comes On Strong!
Not just a boring financing tool, repo is showing up in longer-term derivatives transactions. Expect volumes to increase.
By Margaret Eliott
Fear and Loathing in the
Interdealer Swap Market
Even with paper-thin margins and bruising competition, the market continues to grow.
By Simon Boughey & Margaret Eliott
Islands No Longer
'Integrated problem solutions' is the ubiquitous marketing slogan of
derivatives dealers. For most, however, it's still the Holy Grail.
By John Thackray
The World According to David
DeRosa
Interview by Joe Kolman |
Departments
Players
Philip Brittan's New Empire
Plus: The Education of Al Scarpa
Tech Notes
IBM Goes Visual
Plus: High Tech Hedging...and more
Test Drive
JP Morgan's FourFifteen
If you want a reliable VAR calculation tool...wait for the
next version!
Renaissance Tackles Cash Management |
|
Features
Winning the Systems Integration
Game
Systems integration orchestrates disparate technologies, data and people
across increasingly broad functional and geographic horizons. The music
can be sweet or horrid.
By Karen Spinner
New Kids on the Block
The risk management business is alive and well, judging from the number
of bright new entrants that make their way into the market each year. Here are six firms that have recently arrived on the derivatives scene.
By Karen Spinner |
