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June 1998 || Vol.3, No.6
DEPARTMENTS

PLAYERS
John Succo’s Mistake
Plus: Jacques Longerstaey Jumps to Goldman … Lisa Polsky Looks Back … Alan Kurzer Ties the Knot … Letters to the Editor … Briefly

SHORTS
For Swap Rates, Click Here
Plus: TMA Publishes Derivatives Guide … Adapting RiskMetrics to the Euro … Derivatives Policy: The Game

REGULATORY WATCH
The OTC Wars

EXCHANGE NOTES
Exchanges Say AOK for Y2K
Plus: Pork Bellies 101—On-Line

TECH NOTES
Adapting Systems to the Euro

COLUMNS
Making Theoretical Models Market-Savvy … Reinventing Portfolio Management

  FEATURES

Diciphering Risk Reports
What’s the good of a fancy risk management system if nobody understands the results?
By Tatiana Helenius and Tom Groenfeldt

The End of the Derivatives Industry
Declining profits, maturing product lines, bank consolidations…Is the derivatives industry as we know it doomed?
By Ramy Goldstein

The World According to Christine Cumming
The New York Fed’s Risk Czarina talks about credit derivatives, credit modeling, capital requiments and model checking.

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