Departments
Players
David DeRosa's New Fund
Plus: From BT to NT...Networking
For Success...Philately Hones Hedging Skills
Shorts
A Promising Inaugural for Listed E-flex Options
Plus: New Grass Roots Risk Group...Oil
Industry Gets Poor Marks for Disclosure
Regulatory Watch
FASB Faces Its Critics
Will two new proposals spur a compromise?
Test Drive
Panorama's Wide, Wide Take on Risk Managers' Needs
This new (and so far only) NT-driven total risk package is
developing a following.
Tech Notes
Low-end VAR Packages for Corporates.
VAR calculators designed specifically for corporates are coming
your way.
Review: Risk Insights
Exchange Notes
The Case for MATIF's CAC
Dealer Desk
Rent-A-Quant
FIMAT's Lewis Goldman and Leon Tatevossian help investors
analyze knotty derivative trades.
Columns
Valuation
RORAC Demystified
Price Waterhouse's Ken Ferrara and Shyam Venkat explain how
Return on Risk Adjusted Capital is now helping nonbank financial institutions
and corporates build customized, firmwide risk and performance measurement
methodologies that go beyond VAR and other market risk methodologies.
Interest Rates
The Risk Point Method
Ravi E. Dattatreya, senior vice president at Sumitomo Bank
Capital Markets, explains a new method for assessing and managing yield
curve risk. |
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Features
The Long-Awaited Arrival of Credit
Derivatives
Credit derivatives are finally being used to manage the last remaining
dimension of financial risk.
By Robert McDermott
Insurance Derivatives Catch Fire
For years, waiting for insurance derivatives was like waiting for Godot. He never showed. Now at last the wish is turning into reality.
By John Thackray
Taming Hitachi's Currency Risk
Treasurer Marsha Prentiss uses a variety of tricks to manage the company's huge multinational exposures.
By Nilly Ostro-Landau
The World According to Nassim Taleb
Interview by Joe Kolman |
