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Quant Opinion: Risk Management and The Rogue Trader cfainstitute.org

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(Last Updated On: September 28, 2011)

Quant Opinion: Risk Management and The Rogue Trader cfainstitute.org

Please join us as we welcome Thomas Coleman, author of the latest publication by the Research Foundation of CFA Institute A Practical Guide to Risk Management as he discusses the $2 billion-plus loss at UBS and provides…

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This isnt rocket science. first of all if you have a massive posn long or short why would that not trigger a flag in the system. ie if someone builds up huge long posn and as they build it up they sell off a “synthetic forward” as a hedge why would no one pick up on that. Whose monitoring the cash movements. It sounds like ubs has no risk management whatsoever

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
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