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June 1997 || Vol.2, No.6
Departments

Players
BARRA Pushes Into The Sell-Side
Plus: Power Marketing Claims Another Dealer
ABN-AMRO Raids The Exchange Talent Pool

Shorts
Play Markowitz for Me
Plus: Commodity Users Struggle With Disclosure
The Great Franco-American Tech Swap Bourse Deal Saves GLOBEX
Competing EMU Models

Regulatory Watch
Congress: 1, SEC: 0
Plus: 'Suitability' Rules Rile Brokers Gabfest Cancelled

Asian Notes
Yield Hunting in Indonesia
The level of the Indonesian rupiah determines all things in this crucial southeast Asian market.

European Notes
Eastern Europe's Vienna Hedge

Exchange Notes
Killing the Short/Short Rule
Plus: MATIF Goes Out The Curve
Wide Open Pits at the CME
Longer Days in the T Bond Pit

Tech Notes
The Year 2000 Bug: What, Me Worry?
Plus: Do Retail Banks Need Advanced Credit Modeling?

Roundtable
Is It Time To Hedge Pension Assets?

Book Reviews
Demystifying the Mathematics of Derivatives

  Features

Controlling Model Risk
Tips on how to keep your institution from joining the long list of banks and dealers announcing losses from derivatives mispricing.
By Margaret Elliott

Hedging Emerging Market Currencies
New activity in emerging markets is making it easier to hedge currencies.
By Nilly Ostro

The World According to Victor Neiderhoffer

 

June 1997 || Credit Derivatives Supplement


Departments
  Features

Building the Credit Derivatives Infrastructure
After the hype comes the hard work of building a new market from the ground up.
By Karen Spinner

CreditMetrics--DO's and DON'Ts

Pricing Models For Credit Derivatives

Regulators Eyeball Credit Derivatives

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