Rogue trading : a risk management approach.
This paper utilises a case study approach where we will examine recent cases of rogue trading in banks over the past decade or so, identify the various characteristics of each case and finally, derive a risk management framework with the aim of mitigating future instances of rogue trading. We wil...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2012
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/48386 |
| _version_ | 1811687333656788992 |
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| author | Chen, Wei Hao. Loo, Laken Chia Teck. Fok, Yi Qin. |
| author2 | Wan Chew Yoong |
| author_facet | Wan Chew Yoong Chen, Wei Hao. Loo, Laken Chia Teck. Fok, Yi Qin. |
| author_sort | Chen, Wei Hao. |
| collection | NTU |
| description | This paper utilises a case study approach where we will examine recent cases of rogue trading in banks over the past decade or so, identify the various characteristics of each case and finally, derive a risk management framework with the aim of mitigating future instances of rogue trading.
We will focus on the weaknesses in the control environment which the rogue traders exploited, as opposed to the financial instruments (e.g. derivatives and bonds) which they utilised in their schemes.
Our analysis is limited to cases where final losses amounted to more than US$500 million, due to the well-publicised nature of these cases. |
| first_indexed | 2024-10-01T05:14:39Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/48386 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T05:14:39Z |
| publishDate | 2012 |
| record_format | dspace |
| spelling | ntu-10356/483862023-05-19T03:30:03Z Rogue trading : a risk management approach. Chen, Wei Hao. Loo, Laken Chia Teck. Fok, Yi Qin. Wan Chew Yoong Nanyang Business School DRNTU::Business::Finance::Risk management This paper utilises a case study approach where we will examine recent cases of rogue trading in banks over the past decade or so, identify the various characteristics of each case and finally, derive a risk management framework with the aim of mitigating future instances of rogue trading. We will focus on the weaknesses in the control environment which the rogue traders exploited, as opposed to the financial instruments (e.g. derivatives and bonds) which they utilised in their schemes. Our analysis is limited to cases where final losses amounted to more than US$500 million, due to the well-publicised nature of these cases. BUSINESS 2012-04-17T02:37:22Z 2012-04-17T02:37:22Z 2012 2012 Final Year Project (FYP) http://hdl.handle.net/10356/48386 en Nanyang Technological University 41 p. application/pdf |
| spellingShingle | DRNTU::Business::Finance::Risk management Chen, Wei Hao. Loo, Laken Chia Teck. Fok, Yi Qin. Rogue trading : a risk management approach. |
| title | Rogue trading : a risk management approach. |
| title_full | Rogue trading : a risk management approach. |
| title_fullStr | Rogue trading : a risk management approach. |
| title_full_unstemmed | Rogue trading : a risk management approach. |
| title_short | Rogue trading : a risk management approach. |
| title_sort | rogue trading a risk management approach |
| topic | DRNTU::Business::Finance::Risk management |
| url | http://hdl.handle.net/10356/48386 |
| work_keys_str_mv | AT chenweihao roguetradingariskmanagementapproach AT loolakenchiateck roguetradingariskmanagementapproach AT fokyiqin roguetradingariskmanagementapproach |