Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/48386
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dc.contributor.authorChen, Wei Hao.
dc.contributor.authorLoo, Laken Chia Teck.
dc.contributor.authorFok, Yi Qin.
dc.date.accessioned2012-04-17T02:37:22Z
dc.date.available2012-04-17T02:37:22Z
dc.date.copyright2012en_US
dc.date.issued2012
dc.identifier.urihttp://hdl.handle.net/10356/48386
dc.description.abstractThis 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.en_US
dc.format.extent41 p.en_US
dc.language.isoenen_US
dc.rightsNanyang Technological University
dc.subjectDRNTU::Business::Finance::Risk managementen_US
dc.titleRogue trading : a risk management approach.en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorWan Chew Yoongen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeBUSINESSen_US
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Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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