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April 1998 || Vol.3, No.4
DEPARTMENTS

PLAYERS
Richard Thomson's Financial Apocalypse
Plus: Liebel: Mid-Size Is Beautiful Gifford Fong's Million-dollar Pair of Chairs

SHORTS
Prepackaged Volatility Plays
Plus: The Post Bashes Morgan Goldman Is Gaga Over Stock Options Rogue Trading Insurance Free Data from Dr. Ed! CMRA Surveys Market Risk Reporting Techniques

REGULATORY WATCH
Equity Tax Strategies Under Fire

EUROPEAN NOTES
Europe Made Easy

TECH NOTES
Taking Limits Management In-house PRL: Middleware for Middleware

ASIAN NOTES
Remedies for the Asian Flu

COLUMNS
Quick and Dirty Treasury Hedges... Ask Dr. Risk

  FEATURES

The Limits of VAR
The Limits of Modeling
How far should we trust our risk management models? And what can we do to improve them? A special roundtable discussion comes up with some answers.

Waking Up to Credit Risk
The Asian meltdown was the wake-up call. Now everybody is talking about credit risk.

Inside CDC
CDC Investment Management, derivatives are integral to every process, especially those big-cap equity and G-7 bond portfolios.

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