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November 1998 || Vol.3, No.11
DEPARTMENTS
PLAYERS
John Cox: Master Modeler
Plus: Briefly

SHORTS
The UBS Files: Part II
Plus: A Trade for Millennium Jitters…Elbow Risk…Libor or Lie-bor?…Charity Show: $1 Million and Counting

REGULATORY WATCH
U.S. Exchanges Close Ranks on SwapClear

EUROPEAN NOTES
The Battle of the European Bond Indices

COLUMNS
Rethinking the Credit Function… Analyzing Structured Power Contracts… CORBA vs. DCOM: Making Sense of Geek-Speak… Correlation: The Hidden Risk in CDOs

  FEATURES
CDOs Under Fire
Chopping up portfolios of bonds, loans and other instruments into different credit tranches has become popular with issuers and investors alike. But what will happen to collateralized debt obligations if credit fears paralyze the financial markets?
By Karen Spinner

Table: Who Uses CDOs?

Preparing for Catastrophe
Can the capital markets save the insurance industry from the next big one?
By Robert Hunter

 

November 1998 || Technology Supplement


DEPARTMENTS

TECH NOTES
Plus: Infinity’s Landed Gentry…
Tech Notes

  FEATURES

What Have We Learned?
Ten technologists discuss what the events of the past few months have taught us about risk management as it is practiced today.

New Kids on the Block

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