更多服务

特色服务

找学习资源

查报考信息

看备考资讯

备考工具箱

报考指南

报名入口

报名流程

考试动态

考试日历

备考指南

资料中心

福利政策

热门题库

全部

FRM一级每日一题【风险管理基础12-风险案例：Barings】

来源：高顿网校 2015-03-04

　　习题：

　　Exercise:

　　Past financial disasters have resulted when a firm allows a trader to have dual roles as both the head of trading and the head of the back-office support function. Which of the following case studies did not involve this particular operational risk oversight?高顿网校为考生准备了史上最全的FRM考试备考指南，轻松学习，简单、高效，让考试So Easy！了解详情

　　I. Drysdale Securities

　　II. Daiwa

　　III. Allied Irish Bank

　　IV. Barings

　　A. I only

　　B. II and IV only

　　C. I and III only

　　D. IV only

　　解析：

　　Answer: C

　　Explanation: The rogue traders for both Daiwa and Barings had dual roles as both the head of trading and the head of the back-office support function. This operational risk oversight allowed them to hide millions in losses from senior management. In the Allied Irish Bank case, John Rusnak did not run the back-office operations. The Drysdale Securities case did not deal with a rogue trader.

　　知识点：

　　Financial Disasters – Barings and Daiwa

　　Barings: rogue trader, Nick Leeson, took speculative derivative positions (Nikkei 225 futures) in an attempt to cover trading losses; Leeson had dual responsibilities of trading and supervising settlement operations, allowing him to hide trading losses; Lessons include separation of duties and management oversight.

　　Daiwa: A Treasury bond trader, Toshihide Iguchi, not only hid the losses but also forged customer trading slips. He had dual role as the head of both trading and the back-office support function and covered up $1.1 billion in losses over 11-year time span.本站提供FRM考试网络课程免费试听请点击试听

　　FRM考试免费题库【手机题库下载】| 在线直播

　　FRM高清网课免费体验 FRM名师精品班免费试听

　　精彩推荐：

FRM考试，FRM是什么？

2015年FRM考试常见问题解析

FRM考试在线高清视频指导

版权声明：本条内容自发布之日起，有效期为一个月。凡本网站注明“来源高顿教育”或“来源高顿网校”或“来源高顿”的所有作品，均为本网站合法拥有版权的作品，未经本网站授权，任何媒体、网站、个人不得转载、链接、转帖或以其他方式使用。经本网站合法授权的，应在授权范围内使用，且使用时必须注明“来源高顿教育”或“来源高顿网校”或“来源高顿”，并不得对作品中出现的“高顿”字样进行删减、替换等。违反上述声明者，本网站将依法追究其法律责任。本网站的部分资料转载自互联网，均尽力标明作者和出处。本网站转载的目的在于传递更多信息，并不意味着赞同其观点或证实其描述，本网站不对其真实性负责。如您认为本网站刊载作品涉及版权等问题，请与本网站联系(邮箱fawu@gaodun.com，电话：021-31587497)，本网站核实确认后会尽快予以处理。

展开全文咨询在线