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October 1996 || Vol.1, No.10
Departments

Players
Bob Citron Points the Finger
Plus: Brooksley Born's Long March to the CFTC...CMRA's James McNabb...NYCE's Charles Minaar...Inventure's Mark Simon

Shorts
The Wall Street Journal and the Derivatives Professor
Plus: Style Investors, Listen Up...Book Reviews

Regulatory Watch
Is Financial Sleaze Corrupting the Internet?
Plus: Ho-Hum Derivatives Study by GAO...Early XMas Present from Feds

Test Drive
McSystem
INSSINC's Orchestra: Can a mass-marketed product really fit your needs?

Tech Notes
Internet-enabled Risk Management Using Java and CORBA.

Columns


Valuation
Multidimensional Risk
Gifford Fong explains how to build a realistic, multidimensional view of the risks lurking in portfolios.

Risk Management
From VAR to SPAR
Miral Kim-E proposes Stock Price at Risk (SPAR) to help corporate risk managers express market risk in terms of shareholder value.

Fixed Income
Asset/Liability Systems Strategy
Townsend Walker explains how to choose the right asset/liability management system.

Features

Growing Pains

Monte Carlo, that Old Faithful of financial analytics, is more widely available today than ever before. But here's the catch: its long-standing limitations are more worrisome in today's maturing markets.
By Karen Spinner

The EMU Threat

European Monetary Union may seem miles and years away. But don't let it sneak up on you.
By Simon Boughey

Getting Ready for the Big FASB Showdown

Bankers fret about earnings volatility...futures industry honchos do last-minute lobbying...security analysists grope with the new comprehensive income account category...will swaps lose out to mortgage-backed securities?
By Lang Gibson

The World According to John Hull

Interview by Joe Kolman

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