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Financial Derivatives

C/F/105. Nick Leesons Case

WORDS:
2500
DATE:
2005
PRICE:
29.99 GBP

The following case study is devoted to analysis of Nick Leeson futures trading strategy. Nick Leeson achieved the record of loosing more than one hundred billion yen in futures trading over a period of two month, his actions resulted in the collapse of Barings Bank. The case study focuses on analysis of Nick Leesons apparent trading strategy, particularly analysis of arbitrage opportunities between Osaka and Singapore is undertaken, as a part of the assignment trading strategy that replicates Nick Leesons loss is developed. Final part of the case discusses practical methods of misleading bank management and possible actions that should be undertaken by regulation authorities to detect fraud at early stages. The case study has a short overview of financial theory and will be useful for those who interested in derivatives trading.

 

KEYWORDS: f, nick, leesons,

 
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