DEPARTMENTS
PLAYERS
Brad Jordan’s Night Job...Briefly
SHORTS
Two New Electronic Swaps Platforms Join the Fray...JP Morgan Jumps Into Back-Office Processing...Morgan Announces Credit Training Site...Agreement Defines Cross-Product Netting...Oil and Metals Dealers Unite On-Line...And So Do Gas and Power...Derivatives Litigation Box Scores On-Line...FASB Keeps Tinkering
REGULATORY WATCH
Congress Gets Busy on OTC Derivatives
EXCHANGE NOTES
Cantor, CME, CBOT Offer New Contracts on Agency Debt |
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FEATURES
Waiting For Rain
The weather derivatives business is still waiting to gain critical mass.
Who Blew Up Phoenix?
Did a rogue trader really lose $125 million in the Phoenix Fixed Income Arbitrage Fund without anybody catching on?
The Return of Jump Modeling
Is Stephen Kou’s model more accurate than Black-Scholes?
XML To the Rescue
The OTC derivatives world is heading toward electronic, real-time transactions, but not before a brouhaha over digital protocols.
The World According to Larry McMillan |
