Sumario
 Título / Autor(es)Página(s)
 Special Report Technology - Back office / S22
 Special Report Technology - FAS 133 software / S19
 Special Report Technology - Enterprise-wide risk / S14
 Special Report Technology - Market access systems / S12
 Special Report Technology - Risk analytics / S8
 Special Report Technology - Portfolio risk / S6
 Special Report Technology - Corporate actions / S2
 New angles - The battle for Blackbird . Basel II still pushing ahead . Credit default swaptions interest stirred . Fitch updates CDO ratings rules. / 6-13
 People - Abbey National chief executive resigns . Merrill Lynch hires David Covin . Alexander tipton joins CSFB. / 14-15
 isk - Largest trade of greenhouse gas emissions . Reval updates HedgeRX . RiskMetrics' equity mutual fund evaluation. / 16-17
 Volatility dealers' conundrum - Margins on dollar-denominated swaptions and constant maturity swaps have narrowed sharply. This is great for clients, / Polyn, Gallagher18-21
 Credit arbitrage: Serving the credit funds - Hedge funds initially used default swaps for simple hedging. Now, credit arbitrage is de rigueur and it i / Patel, Navroz22-24
 Energy trading: Clearing the obstacles - Credit quality is essential to every energy company's success. Couple this with the post-Enron threat of incr / Lyon, Paul25-27
 Private banking: Strategic shortcomings - A survey of 13 private banks' risk management practices reveals some dangerous shortcomings. What are the ch / Kastigar, Lisa28-30
 Technology briefs - Systems sales and developments / 31
 Risk analysis: From strategy to tactics - Effective tactical use of risk management information has long been an aspiration of many organisations, but / Rowe, David32-61
 Weather Risk Special Report - Trading / 62-63
 Weather Risk Special Report - Listed products / 64-67
 Weather Risk Special Report - Data difficulties / 68-69
 Weather Risk Special Report - New products / 70-71
 Weather Risk Special Report - Energy company profile / 72
 Weather Risk Special Report - Asian markets / 73-76
 Market risk: VAR you can rely on A hybrid technique for calculating VAR and expected tail losses in traded portfolios, combining optimisation and impo / De, Rabi / Tamarchenko, Tanya77-81
 Credit portfolio modelling: Calculating portfolio loss Products such as CD0s require a model for the entire distribution. The authors meet this challe / Merino, Sandro / Nyfeler, Mark82-86
 Option pricing: Trees from history - Volatility smile models use option prices as input parameters, making them less useful for assessing fair value. / Cakici, Nusret / Foster, Kevin87-90
 Index - Companies mentioned in this issue / 91
 Profile: The energy traders' trader - Danny Masters co-founded Global Advisors, a hedge fund to exploit the untapped potential for risk management in / Patel, Navroz92