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May 1997 || Vol.2, No.5
Departments

Players
John Costas' New Horizons
Plus: Merc Economics 101

Shorts
JP Morgan Tackles Credit Risk
Plus: No Threat From EFPs

Regulatory Watch
Accounting Radicals In London
Plus: Gramm Takes On the SEC

Asian Notes
Does Korea Need Two Futures Exchanges?
The country's first futures exchange is struggling...and facing new competition.

European Notes
Germany's Edgy Markets
An economy in trouble is good news for derivatives dealers.

Exchange Notes
Tinkering with the S&P Contract
Plus: Swaps Clearing Via London? | CBOE Eyes Mutual Fund Options | AMEX's New Year 2000 Index

Roundtable
The Professional Markets Exemption

Book Reviews
"Value at Risk" by Philippe Jorion and "Dynamic Hedging"
by Nassim Taleb

Columns


Valuation
Risk For The Mathematically Disinclined
John Blin explains what's in a covariance number.

Asset/Liability Management
Managing Bank Asset Liability Exposure
Townsend Walker explains alternatives for managing interest rate risk.

  Features

Investors Return to Latin America

Funds are pouring in, corporate activity is at a peak and the market for Latin American derivatives is back with a bang.
By Margaret Elliott

Collateral Managers Get Respect

Collateral management is no longer an afterthought in the world of derivatives deals. It's an integral and necessary function. So treat those collateral guys well.
By Karen Spinner

The World According to Brooksley Born

 

May 1997 || Technology Supplement


Departments

Players
Algorithmics' Eyes on Europe
Plus: Kamakura's Mortgage-Backed Alternative

Tech Notes
VAR Training on Disk
Portfolio Risk Management: Now Free and On Line

Plus: LMT...Principia...Hathersage's... Reuters...Lighthouse...New survey

Test Drive
Bloomberg's Secret

Informix's Universal Server

  Features

Why In-House Systems Fail
Wall Street is littered with poorly designed in-house systems projects that have been tossed into the digital dust heap.
By Tom Groenfeldt

New Kids on the Block

Risk Management Confidential
Revealing in-depth interviews with risk managers.
By James De Perna and David Kaszovitz

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