Barings' crisis and SIMEX : a case study.
The bankruptcy of Barings plc, brought about by massive derivative losses, was one of the major financial events in the year of 1995. It turnedthe world's attention to derivative trading and the risks and pitfalls asscociated with it. Since this crisis orchestrated in the Singapore Internationa...
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/52765 |
| _version_ | 1811683056430350336 |
|---|---|
| author | Chow, Winnifred Cheok Kuan. Tang, Poh Leng. Teo, Soke Han. |
| author2 | Nanyang Business School |
| author_facet | Nanyang Business School Chow, Winnifred Cheok Kuan. Tang, Poh Leng. Teo, Soke Han. |
| author_sort | Chow, Winnifred Cheok Kuan. |
| collection | NTU |
| description | The bankruptcy of Barings plc, brought about by massive derivative losses, was one of the major financial events in the year of 1995. It turnedthe world's attention to derivative trading and the risks and pitfalls asscociated with it. Since this crisis orchestrated in the Singapore International Monetary Exchange (SIMEX), our report aims to examine the effects and implications that the event had on the exchange. In the report, we first provide our reades with a background to derivative trading. This is followed by an insight to the Barings' crisis. Statistical tests are then conducted to examine whether any abnormal returns could be earned on SIMEX and also, if investors' confidence on the exchange was shaken during the period of study. Finally, the existing regulatory framework of SIMEX is evaluated. |
| first_indexed | 2024-10-01T04:06:40Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/52765 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T04:06:40Z |
| publishDate | 2013 |
| record_format | dspace |
| spelling | ntu-10356/527652023-05-19T06:24:07Z Barings' crisis and SIMEX : a case study. Chow, Winnifred Cheok Kuan. Tang, Poh Leng. Teo, Soke Han. Nanyang Business School Wang Peiming DRNTU::Business The bankruptcy of Barings plc, brought about by massive derivative losses, was one of the major financial events in the year of 1995. It turnedthe world's attention to derivative trading and the risks and pitfalls asscociated with it. Since this crisis orchestrated in the Singapore International Monetary Exchange (SIMEX), our report aims to examine the effects and implications that the event had on the exchange. In the report, we first provide our reades with a background to derivative trading. This is followed by an insight to the Barings' crisis. Statistical tests are then conducted to examine whether any abnormal returns could be earned on SIMEX and also, if investors' confidence on the exchange was shaken during the period of study. Finally, the existing regulatory framework of SIMEX is evaluated. BUSINESS 2013-05-27T03:12:37Z 2013-05-27T03:12:37Z 1996 1996 Final Year Project (FYP) http://hdl.handle.net/10356/52765 en Nanyang Technological University 97 p. application/pdf |
| spellingShingle | DRNTU::Business Chow, Winnifred Cheok Kuan. Tang, Poh Leng. Teo, Soke Han. Barings' crisis and SIMEX : a case study. |
| title | Barings' crisis and SIMEX : a case study. |
| title_full | Barings' crisis and SIMEX : a case study. |
| title_fullStr | Barings' crisis and SIMEX : a case study. |
| title_full_unstemmed | Barings' crisis and SIMEX : a case study. |
| title_short | Barings' crisis and SIMEX : a case study. |
| title_sort | barings crisis and simex a case study |
| topic | DRNTU::Business |
| url | http://hdl.handle.net/10356/52765 |
| work_keys_str_mv | AT chowwinnifredcheokkuan baringscrisisandsimexacasestudy AT tangpohleng baringscrisisandsimexacasestudy AT teosokehan baringscrisisandsimexacasestudy |