Please use this identifier to cite or link to this item:
Title: Rogue trading : a risk management approach.
Authors: Chen, Wei Hao.
Loo, Laken Chia Teck.
Fok, Yi Qin.
Keywords: DRNTU::Business::Finance::Risk management
Issue Date: 2012
Abstract: 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.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

Files in This Item:
File Description SizeFormat 
  Restricted Access
350.97 kBAdobe PDFView/Open

Google ScholarTM


Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.