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March 1996 || Vol.1, No.4
Departments

Players
Citibank's New Top Swapper
Plus: Polsky Jumps to Morgan Stanley...Reuters Builds A Quant Shop...Has Leach Really Holstered His Gun?

Shorts
Gold Hedging Loses a Fan.
Plus: Meee-ow! C*ATS devours LOR/Geske Bock...Two Wrinkles on Triple A-Subs...Swap Confirms Get Slicker...Paradox from Wharton.

Research Highlights
A good market year meant bad news for hedging...And a lousy year for pensions...No, Virginia, volatility is not increasing.

Regulatory Watch
Texas to Dealers: Watch Your Step, Boys
The most restrictive investment policies in the country have dealers eating dust.

Test Drive
In Living Color
Visualization software gives derivatives users a vivid 3-D look at their portfolios.

Roundtable
Are US Pension Funds Warming up to Derivatives?

Columns


Systems
Are You Committing Model Abuse?
Dr. Charles Wurtz, Ph.D., shows how the use of garden-variety models can lead to risk-blindness.

  Features

Explaining It To The Board

The Consultants' Verdict: Still In Trouble.
Sound the alarm bells: Corporate boards still have lots to learn about risk management.
By James Lacey

The View From The Boardroom: Under Control.
Board Members feel confident they've put their derivatives problems behind them.
By Linda Keslar

Netsurfing for Derivatives

Are there gnarly waves? You bet. But get ready for lots of flat water.
By John Thackray

The World According to Richard Breeden

Interview by Joe Kolman

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