DEPARTMENTS
PLAYERS
John Succo’s Mistake
Plus: Jacques Longerstaey Jumps to Goldman … Lisa Polsky Looks Back … Alan Kurzer Ties the Knot … Letters to the Editor … Briefly
SHORTS
For Swap Rates, Click Here
Plus: TMA Publishes Derivatives Guide … Adapting RiskMetrics to the Euro … Derivatives Policy: The Game
REGULATORY WATCH
The OTC Wars
EXCHANGE NOTES
Exchanges Say AOK for Y2K
Plus: Pork Bellies 101—On-Line
TECH NOTES
Adapting Systems to the Euro
COLUMNS
Making Theoretical Models Market-Savvy … Reinventing Portfolio Management |
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FEATURES
Diciphering Risk Reports
What’s the good of a fancy risk management system if nobody understands the results?
By Tatiana Helenius and Tom Groenfeldt
The End of the Derivatives Industry
Declining profits, maturing product lines, bank consolidations…Is the derivatives industry as we know it doomed?
By Ramy Goldstein
The World
According to Christine Cumming
The New York Fed’s Risk Czarina talks about credit derivatives, credit modeling, capital requiments and model checking.
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