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Crime Security The Almighty Buck IT

Credit Suisse Traders Manipulated IT Systems To Hide $500m Losses 141

New submitter Qedward writes with a snippet from ComputerWorld UK: "Two traders at Credit Suisse have pleaded guilty to wire fraud and falsifying data after authorities said they had manipulated the bank's record systems, as the credit crunch approached, in order to help conceal over half a billion dollars' worth of losses. The traders admitted to circumventing a mandatory real time reporting system introduced by Credit Suisse, manually entering false profit and loss (P&L) figures as the products they handled collapsed in value. They did so, according to the accusations, under heavy pressure from their manager, who has also been charged."
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Credit Suisse Traders Manipulated IT Systems To Hide $500m Losses

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  • ...we don't need no stinkin' regulations.....
    • Re: (Score:3, Insightful)

      by Anonymous Coward

      ...we don't need no stinkin' regulations.....

      You are a genius. Let's introduce a regulation against fraud. Hooray!

    • Re:Regulations... (Score:5, Insightful)

      by Darkness404 ( 1287218 ) on Friday February 03, 2012 @10:24AM (#38915237)
      We only need protections against force and fraud. This is clearly fraud and would be punished even under the most libertarian business policies.
      • Re:Regulations... (Score:5, Insightful)

        by Anonymous Coward on Friday February 03, 2012 @10:34AM (#38915347)

        You have to actually fund regulatory agencies to notice this kind of behavior.

        • Re:Regulations... (Score:5, Interesting)

          by NeutronCowboy ( 896098 ) on Friday February 03, 2012 @10:54AM (#38915619)

          And fund the court system to litigate this kind of behavior. And have some kind of fund to allow poor people to file lawsuits, lest it turns into a might makes right system. And have a system to create, collect and enforce the taxes necessary for this... Kinda like what we have now.

          • Re:Regulations... (Score:4, Insightful)

            by aztracker1 ( 702135 ) on Friday February 03, 2012 @12:01PM (#38916635) Homepage
            I don't think there are any libertarians that want to drop police/fbi forces from the budget. They're there for a reason.. though maybe FBI + ATF + CIA + NSA... is a bit excessive and redundant. It's not about no regulation, or not enforcing regulation. It's about all the ancillary agencies that don't serve a purpose in a leaner central government. For that matter, imho this includes reduction of government granted monopolies (copyright, patents, etc) in order to spur greater competition.
            • And my point is that as soon as you allow for the fact that basic regulation and taxation is required for any semblance of a government, you're right back in a system that differs from ours only by the priorities of the voting public. I'm happy to discuss what should be a government priority and what shouldn't, but these calls of "government IS the problem" and "government is ALWAYS worse than free markets" are idiotic, completely short-sighted and ignorant of about the last 5000 years of civilization. To m

              • care to elaborate on that 'last 5000 years of civilization' part? i am genuinely curious.

                • Re: (Score:2, Informative)

                  The concept of government is about 5000 years old. Look for the old Mesopotamian civilizations like the Sumerians and the Assyrians. Even at the onset of civilization, people understood that there basic needs for government, that government doesn't work for free, and that the only question about government is what we want the resources to be used for that we provide said government. For the last 5000 years, the need for government to exist, and to include a supporting infrastructure necessary for providing

                  • first of all, not every libertarian is anarcho-capitalist
                    second: you seem not to have any idea what Ron Pauls stands for. He is a strict constitutionalist and thus believes in government structures. Decentralization is crucial though: limited federal government (courts, military and coordination of interstate matters) and do-what-you-want states (even if they happen to pass crazy ass laws, though personally he is for as much personal freedom as possible). At least he has the US constitution having his back,

              • I would only say that the federal government is far too reaching, and far too big... I'm not seriously going to suggest that if we got rid of everything it would be okay, but moving in that direction is probably better than where we are. I'm fairly pragmatic about it, but would consider myself libertarian minded.
            • There are plenty of anarcho-capitalist libertarians who think that you can make courts and the whole justice system private as well.

              • And, there are probably even more communists in the democrat camp that think eliminating all corporations and having the government run everything would work out great.
                • If by "democrat camp" you assume supporters of U.S. Democratic party, then that is blatantly and obviously false. Communists have CPUSA.

          • In theory contingent fees solve this problem. A poor defendant can sell a portion of their suit to a rich investor for a upfront payment. Today that is normally the lawyer handling the case. So being poor is not the major issue.

            What is the major issue is when the plaintiff doesn’t have the money. One can be poor, hire a good lawyer, but you can’t squeeze Bernie Madoff for money he does not have. (I am working off the assumption that he is telling the truth when he says he spent it all)

        • Nah don't worry, they'll report themselves, out of the goodness of their hearts. Or you could trust private auditing companies like E&Y and KPMG which never miss such things.

      • by h4rr4r ( 612664 )

        It would never even be discovered under the most libertarian business policies.

        Last I checked I did not get to vote on how much theft occurred. Taxes are many things, theft they are not. That bumper sticker logic shows how little you really think about these issues.

        • by tqk ( 413719 )

          It would never even be discovered under the most libertarian business policies.

          Under the most libertarian policies, Credit Suisse would be the last place its investors would want to be now. They'd be deserting in droves, going somewhere their interests were actually cared about, not just CS's maximize profits & minimize loss.

          Unburdened by onerous regulation and worried about their reputation, wanting to retain their customers, CS might consider it in its interests to spend some cash to actually know what's going on inside.

          Regulation doesn't fix this stuff. It's been shown politi

          • by h4rr4r ( 612664 )

            Under the most libertarian policies, Credit Suisse would never have told the investors anything.

            Unburdened by onerous regulation and worried about their reputation, wanting to retain their customers, CS would save money and face by lying to the public.

            Regulation is the only recourse. It is not perfect and people do corrupt the system, but it is the only option we have.

            • by tqk ( 413719 )

              Under the most libertarian policies, Credit Suisse would never have told the investors anything.

              Unburdened by onerous regulation and worried about their reputation, wanting to retain their customers, CS would save money and face by lying to the public.

              No, that would be fraud. Yes, libertarians do care about that sort of thing, vehemently. CS signed a legal agreement with its investors and should be sued blind for their fiduciary irresponsibility, their board of directors should be sued for negligence and incompetence, and the whole operation should be audited wholesale if it ever hopes to see another penny of investor cash.

              Regulation is the only recourse. It is not perfect and people do corrupt the system, but it is the only option we have.

              ... now. More's the pity. Investor protection left to the whims of political sluts willing to be bought by the highest bidder. Y

              • by h4rr4r ( 612664 )

                If they never told them, how would they sue?

                Might work, is better than provably does not work. Which is what you are suggesting. They already can do those things and they don't.

                • by tqk ( 413719 )

                  If they never told them, how would they sue?

                  CFO at the annual general meeting: "... and one of our rogue traders managed to lose half a billion dollars in fraudulent trades, so the value of your shares will drop comensurably." Outrage ensues!

                  They already can do those things and they don't.

                  They're already gov't regulated. See where that's going?

                  There's a lot in life that I'd like to see continue sans nanny state gov't, but we don't need impotent, horrifically expensive monsters like the Fed, SEC, DHS, FCC, ... to do them. I believe that'd all be done better by ourselves, not by gov't. With the

                  • by h4rr4r ( 612664 )

                    The CFO would never mention it.

                    They can't be done by ourselves. These banks will never let you see their books. Even if they did you do not have ability nor the cash needed to go after them.

                    I wish your ideas had a chance of working, but they are as much flights of fancy as a Communist Utopia is.

                    • by tqk ( 413719 )

                      The CFO would never mention it.

                      They can't be done by ourselves. These banks will never let you see their books. Even if they did you do not have ability nor the cash needed to go after them.

                      You must be under the impression that people like me want to chuck everything out and start again from scratch, like the Soviet Union becoming Russia again. That's not the case.

                      Every business has regular audits now and there's nothing to prevent that from continuing, and there's plenty of reasons why it should continue. Any business or bank unwilling to submit to such things would soon run out of people willing to invest in it. Word gets around. "Don't trust those guys!"

                      People aren't stupid, generally s

                    • by h4rr4r ( 612664 )

                      Every business has regular audits now and there's nothing to prevent that from continuing, and there's plenty of reasons why it should continue. Any business or bank unwilling to submit to such things would soon run out of people willing to invest in it. Word gets around. "Don't trust those guys!"

                      You mean like Madoff? No one noticed until it was too late.

                      People aren't stupid, generally speaking. We can tell the good from the bad, we can vote with our feet, and we can learn from experience. We can also be pr

          • "Regulation doesn't fix this stuff. It's been shown politicians can't keep their fingers off it and love to tweak the system for personal gain. And they did, and we ended up with the toxic assets disaster for their efforts."

            Bull Shit! Lobbyists are the ones who tweak the regulations not the politicians. Politicians just rubber stamp legislation handed to them from lobbyists.

            The toxic asset fiasco was the doing of an UNREGULATED derivatives market. Wall Street got what they wanted, no regulations an
    • What are you going to do, make it illegal twice? That'll show em. If they do it again, we'll make it illegal THREE times.
  • Manipulation? (Score:5, Insightful)

    by jholyhead ( 2505574 ) on Friday February 03, 2012 @10:21AM (#38915189)
    I don't think putting incorrect data into the software can really count as manipulating the IT system.

    Even banking systems have to obey the cardinal rule: Garbage in, Garbage out.
    • Re:Manipulation? (Score:4, Insightful)

      by betterunixthanunix ( 980855 ) on Friday February 03, 2012 @10:33AM (#38915333)
      Considering that manually entering a URL is classified by some as "hacking..."

      http://consumerist.com/2011/06/how-hackers-stole-200000-citi-accounts-by-exploiting-basic-browser-vulnerability.html [consumerist.com]
      • Comment removed based on user account deletion
        • by bondsbw ( 888959 )

          But how do you define or measure "things that were unintended by the original designers"? As a general concept, how do I know beforehand that what I am doing is unintended?

          The guy who invented glass probably never intended it to be flown at thousands of miles per hour in outer space. He probably never intended it to be used as a keyboard on an iPad. So, does that mean that those applications are illegal or immoral?

          The URL hack was immoral because once the information was viewed and understood to be priva

          • I think it's more like leaving your garage door open, with a signed copy of the registration/title for all your cars, and the keys sitting on the seat, with the doors unlocked, and open... It's wrong to steal your car... but you made it way too easy.
          • Pricing bonds, especially subprime bonds, it a bit of an art. The market is huge, but the chance that the exact bond you hold is rare

            Let us say you hold a 9 year IBM bond. The 5 year bond and 10 year IBM bond traded, but not yours. What’s the price? You would base it on “observable, Level 2” inputs – basically taking apart the value of the bonds and putting it back together.

            For subprime bonds, it may be nothing like you bond has traded for months. They are customized things, or

      • Technically a URL hack is a hack, even if they're blindingly obvious sometimes.

    • Re:Manipulation? (Score:4, Insightful)

      by fuzzyfuzzyfungus ( 1223518 ) on Friday February 03, 2012 @10:50AM (#38915557) Journal
      Ah, remember that there is a second, very important, factor that decides whether or not a system has been "hacked" or "manipulated" or some other sinister-sounding verb...

      Whether or not it embarrasses the owner/seller of the system.

      In this case, (where a multi-billion-dollar investment bank's anti-fraud system apparently allows the people it is supposed to be monitoring to just manually enter the data that the system is supposed to be verifying) it would be terribly embarrassing to People Who Matter to describe the situation in more honest terms. If anything, the fact that the 'manipulation' hasn't been described as 'highly sophisticated' and the accused as a 'hacking expert' is the surprising bit.

      Were the shoe on the other foot, and this system were something being sold commercially for use in all sorts of important places(SCADA systems, say) it would be dreadfully impolite to say that it had been 'manipulated', much less(heaven help us!) 'hacked' or 'exploited'. No, it would, just naturally, be vulnerable to malconfiguration by insider threats.
    • by ackthpt ( 218170 )

      I don't think putting incorrect data into the software can really count as manipulating the IT system.

      Even banking systems have to obey the cardinal rule: Garbage in, Garbage out.

      Intentionally putting in incorrect information ... however ... is a time-honoured tradition in business.

  • manually entering false profit and loss (P&L) figures as the products they handled collapsed in value

    http://www.youtube.com/watch?v=DdF76QhVEFE#t=22s [youtube.com]

    The thing is, though... this amount of money, that amount of money.. is just some numbers on a computer, sort of disappearing or reappearing or naughts going.. you know. It must be very tempting, at the point when you realize that, for somebody to sneak up to you and goes 'Just type it back in.' There's no actual stuff I mean nothing's caught fire or e

  • Comment removed (Score:5, Interesting)

    by account_deleted ( 4530225 ) on Friday February 03, 2012 @10:28AM (#38915285)
    Comment removed based on user account deletion
    • by Anonymous Coward

      "Regulation" is a meaningless term. There are useful regulations (be able to cover over half your debts at any given time) and damaging regulations (skip credit checks and background checks).

      The danger of regulations is not that some exist, the danger is that some people will attempt to micro-manage everything if given a chance, and a few will try to micro-manage in fraudulent ways through oddly worded legalese in what appears to be a reasonable law.

      • The amount of losses caused by government enforced loans to minorities are an infinitesimal part of the mortgage losses, most bad performing mortgages were granted because they could be sold on for short term gain with credit rating agency collusion, not because of government force. Unless you like hockeystick theories, blaming the MBS's fiasco on government is insane.

        Your first example of good regulation is actually micromanaging. It acknowledges that the incentives for "banks" (rather bankers) are to inco

        • They were sold on to government chartered non-profits (Freddy and Fannie).

          Ignoring the fact that the government setup the secondary mortgage markets and wrote the underwriting rules is an example of selection bias.

          You only want to focus on the unregulated aspects (derivative markets) while ignoring the miss-regulated aspects. Not unregulated, miss-regulated.

          Mortgage markets are heavily regulated in the USA. Miss-regulation is the worst part of regulation.

          • They underwrote a lot of the mortgages ... but they didn't underwrite the majority. With TARP you could have bailed them out whole.

            • doesn't matter, Freddie and Fannie were an important part of the perverse incentive structure. Implied government guarantee turns everything upside down.
              You earn more money when you give loans left and right and peddle them to the government with infinite funds than when you are cautious and prudent.
              Also if you don't participate in that death race, you lose business; investors leave because the other guys offer better returns.
              Flooding market with money to stimulate economy didn't help maintain sanity either

    • Re:Australian banks (Score:5, Informative)

      by unity100 ( 970058 ) on Friday February 03, 2012 @10:42AM (#38915457) Homepage Journal

      we too narrowly avoided that shit here in turkey too. strict controls and standards were placed after 2001 liquidity crisis.

      but, american government was pressuring the american backed islamist party here, to remove those regulations, so that there could be 'competition'. the street speak is, banks like Merrill lynch, goldman sachs were just wanting to enter turkish market to peddle their scam there. the economy minister here had had already started to babble about the issue, trying to make ground for the changes they were demanded by u.s., citing various run-off-the-mill right wing catchphrases about 'competition, free market' and whatnot. and those two banks had had already set up their first hqs in istanbul.

      a month later, wall street scam had came out into open. and everyone shut up. bank-wise, turkish banks stayed as they were, intact. economically everyone got affected from the worldwide crisis though.

    • Re: (Score:3, Informative)

      by roman_mir ( 125474 )

      Now some might say "Just think of what they would have been able to do with even LESS regulations!"

      - that's the proper question, but it's incomplete.

      Think about what they would be with less GOVERNMENT regulations!

      The only real regulations are capital requirements that force banks to be risk averse by default, and no amount of government regulations does that, on the contrary - the Federal reserve of USA states that one of its goals is to ensure that people take MORE RISK than they would otherwise take in the market, which is obviously regulation and it's hurting the economy and it's done with counterfei

      • by whoever57 ( 658626 ) on Friday February 03, 2012 @11:35AM (#38916223) Journal

        Your argument assumes that bank employees do what is good for the bank. The last fnancial crisis has showed that this is simply not true. The excessive compensation schemes put in place at banks have disconnected what is good for employees from what is good for banks.

        Huge bonuses were obtained by employees for deals that were very bad for the banks. Enough money to retire was paid in bonuses in a couple of years, so why would those employees care about the long-term health of the bank? External market pressures won't change that dynamic -- banks have to reform their compensation schemes.

        • You are assuming that it is possible for bank management to do what they did without government backing them with free money and various regulations, that required them to give out much riskier loans than what they normally would give out if they didn't have either government backing in the money or regulations.

          All of those huge bonuses, etc., it's all only possible when there is a huge government put on all those terrible risky loans that banks give out and it's prevented from ever happening with real mone

    • "Some regulations are good, so ALL regulations MUST be good."

    • by khallow ( 566160 )

      The top 4 now rank within the TOP 12 in the WORLD.

      According to this article [relbanks.com], which ranks banks in 2011 by assets, the largest Australian bank made 36th place and only four Australian banks placed in the top 50.

    • But thanks to heavy regulation, the Aussie banks steered away from bad debts, and therefore were relatively immune from the collapse.

      Canada has had a similar experience. Which just goes to show that regulation is not bad in and of itself - the pertinent question is whether it's the right kind of regulation, or not. Like any other tool, it can be used for both good and evil things - and then it also depends on who you ask. A functioning democracy is supposed to be the mechanism by which we decide such matters.

  • Post-onset (Score:5, Interesting)

    by GlobalEcho ( 26240 ) on Friday February 03, 2012 @10:28AM (#38915289)
    So, these guys were fooling their bosses after the crisis had started. They must have thought prices were going to "come back" so that the deception would never be uncovered. It makes me wonder how many times in history traders have actually pulled this trick, and gotten lucky enough that prices really did revert and save their sorry behinds.
    • All the time. Ignore the cases where there was insider trading or other fraud, and try to find a single case where a trader is prosecuted for taking unjustified risk and making too much money. Usually though, when that happens the trader doesn't cover up his initial behavior, but even if he did, who would investigate?

      Here are the possibilities:
      • Take unjustified risk, lose loads of money, notify management, get fired.
      • Take unjustified risk, lose loads of money, hid the loss, ???
      • Take unjustified risk,
      • This is a different kind of event. These guys did not take unauthorized risk (so far as we know). Instead, they manipulated the apparent profitability of their authorized trades. That's not the same thing as unauthorized trading, though it is morally no better,

        By the way, there exist counterexamples to your statements. I work in the industry and have seen coworkers fired for taking unauthorized, but profitable, risks. There's no criminal prosecution in those cases of course, but the consequence of di

        • I work in the industry and have seen coworkers fired for taking unauthorized, but profitable, risks. There's no criminal prosecution in those cases of course, but the consequence of dismissal was at least there. I have also seen such cases with small losses where the guy was fired but not prosecuted.

          Not prosecuted, but also not publicized in both cases.

          Why did your coworkers take the unauthorized risk in the first place, seeing as they would get fired, profit or loss? Seems more a case of stupidity, rather than malicious action.

          • Why did your coworkers take the unauthorized risk in the first place, seeing as they would get fired, profit or loss? Seems more a case of stupidity, rather than malicious action.

            Fair question, and I don't have an answer. It only happened twice, and all I can think is "people do crazy stuff".

  • by unity100 ( 970058 ) on Friday February 03, 2012 @10:38AM (#38915397) Homepage Journal

    "I dont understand why corporations didnt regulate themselves ...." (Alan Greenspan, in front of senate inquiry committee on wall street scam)

    • Why wouldn't they? If someone can run off with billions of dollars with (seemingly) no consequences, why wouldn't they? For how "brilliant" guys like Greenspan were supposed to have been, they seem frightfully naive in retrospect about basic human nature. The "market" can only punish misbehaving companies if there is complete transparency, which is a fantasy... obvious solution is to just hide what you're doing. They fail to realize that regulations (rules) are needed to protect a free market, just like la
      • Why wouldn't they?

        *Why would they Need an edit button =\

  • Tip of the iceberg (Score:5, Interesting)

    by History's Coming To ( 1059484 ) on Friday February 03, 2012 @10:42AM (#38915455) Journal
    This is indicative of the main problem in the banking system - money can be brought into existence regardless of whether it actually represents anything. In this case it's through fiddled figures, but it's perfectly normal and acceptable to do essentially the same thing en-masse. As long as enough people are claiming something is worth more than it is then it's worth more, and there's extra money to be had, the only mistake these guys made is not being thousands or millions of people. Look at the Facebook floatation - I don't know what the company is actually worth if you were to break it up today, but it's market value will be pretty much unrelated to that figure simply because lots of people want it to be valuable.

    There's only one regulation that's really needed (outside obvious fraud), and that's a conservation law a-la momentum. You want more money? Well you're either going to have to achieve it by taking it from somebody else or by creating new resources through mining, manufacturing or man-hours etc. I'd like to see the hypothetical world-wide balance sheet for the last couple of decades, because I bet it would fail the most simple anti-fraud tests.
    • or man-hours

      What do you think is the result of productivity times man-hours? That's EXACTLY the reason why the Gold standard was abandoned: with it, you'd never be able to expand the economy through more productivity. The size of the economy would be shackled by how much gold is in circulation.

      • That's EXACTLY the reason why the Gold standard was abandoned: with it, you'd never be able to expand the economy through more productivity.

        That's not correct. The gold standard was abandoned because the government was a net debtor. With a fiat currency they were able to inflate it at will and pay off their debts with worth-less money. Plus, they got to spend the newly created money first.

        The size of the economy would be shackled by how much gold is in circulation.

        That's not correct. In general, prices

        • That's not correct. In general, prices would fall (the price of gold would rise in terms of the amount of goods and services it could buy) and more could then be bought with the same mass of gold.

          I said shackled. I'm very well aware of the deflationary pressure that a gold standard brings, and so is every current economist, and so was everybody at the Bretton-Woods convention when the world decided to move away from the gold standard. And that deflationary pressure - and it's deflationary impact on the overall economy - is exactly part of the set of reasons why the Gold standard was abandoned.

          • I'm very well aware of the deflationary pressure that a gold standard brings,

            Gold standards don't necessarily bring deflationary pressures. In 1848-1855 it brought inflationary pressures to the United States after the discovery of gold in Sutter's Mill, California, and then again after 1887 when John Steward MacArthur of Scotland discovered the cyanide process for gold.

            and it's deflationary impact on the overall economy

            "Deflation" is a term applied to the money supply, and , more recently, to the general l

            • In 1848-1855 it brought inflationary pressures to the United States after the discovery of gold in Sutter's Mill, California, and then again after 1887 when John Steward MacArthur of Scotland discovered the cyanide process for gold.

              Absolutely. I wasn't arguing that it always did, but that the gold standard can cause deflationary pressures under specific circumstances.

              The term used to describe an economy that is receding is recession or, if it's major, depression.

              Point taken.

              Recession cannot be the effect of an advance in the expansion of the economy (our original topic) together with static levels of gold while on a gold standard.

              True. However, you are assuming that the economy is advancing, and that therefore, it cannot contract. What I am arguing is that any trends that would normally lead to an expansion of the economy (improvements in productivity, for example) immediately lead to deflationary pressures that counteract the expansion of the economy. In case of economy-wide productiv

    • The problem w/ such a system is that one runs short of liquidity and it significantly curtails the ability to do business --- which arguably is a benefit as well, since slowing down financial transactions would help somewhat w/ stability.

      What happens when a company like Nintendo takes 100 developers over 5 man years and creates something like Legend of Zelda: Skyward Sword --- if people don't have the liquidity to purchase it, one doesn't get an additional valuation for goods of 3.28 million * $50 (disregar

    • What we need is exchange transactions made with electronic signed cash species. Actually, transactions revolves around pure arithmetic and thus permit this type of frauds by creating more virtual fictional money with no real value.
      If we could have signed species objects made of {{serial#,amount,emitter},emitter-signature},owner},owner-signature}, transactions made by signed clusters of species objects. No one except countries, central banks authorities would be able to electronically sign the species with t

    • by Dotren ( 1449427 )

      You want more money? Well you're either going to have to achieve it by taking it from somebody else or by creating new resources through mining, manufacturing or man-hours etc.

      This is interesting to me, especially the man-hours bit. A friend of mine recently brought up this idea in a discussion we were having about what a viable economic system alternative would be if someone like Ron Paul was eventually elected. The system he described still had government creating money (i.e. not based on gold) but it would be used to pay for public works (road improvements, parks, interstate mass transit, etc). Taxes would still be collected but the money collected would either be taken out

    • by bjb ( 3050 )

      money can be brought into existence regardless of whether it actually represents anything

      This is exactly what new regulations like Basel 3 are addressing. In short, banks need to have a certain percentage of capital to backup any financial objects they create. In other words, with this regulation you can no longer just create money out of thin air.

  • Credit Suisse has a long history. http://en.wikipedia.org/wiki/Credit_Suisse#Criticisms [wikipedia.org] They should have been hit harder, sooner. However, I suspect that they're being investigated now because of their history of playing the harlot with Iran: "Credit Suisse settled on charges that it violated sanctions regulating financial transactions with Iran. The charges included "stripping", the practice of removing the identity and origin of funds used in transactions. Credit Suisse employees stripped the identities
  • Given all the issues with both hacked outside and inside manipulated complex IT systems in banking, I am surprised more banks haven't collapsed.

    The mentality in the trading operations actually is a psychological statement that the bank is greedy and wants every penny it can wring out of trades and they think that doesn't affect their workers.

  • by Anonymous Coward on Friday February 03, 2012 @12:44PM (#38917389)

    Disclaimer: I've got a Master's in Finance from a top university, hold a highly recognised multi-year professional qualification and have spent several years in the industry. Not primarily risk management or macroeconomic oversight, but I know enough to see the issues.

    A lot of what is said about banks and bankers and contributions to "the financial crisis" is plain bunk. I'm not going to point out specifics here.

    The one area where a finger should be pointed, and largely hasn't, is the enormous pressure that has been exerted to lower capital requirements.

    Effectively it works like this: A bank doesn't create money out of thin air (in spite of what untold millions of crazies think - only the banking system does). Every dollar it lends out, it has to borrow. The bank's balance sheet consists of assets that interest is generated on (the loans it has made, interest-paying bonds it has purchased etc.) and liabilities that interest is paid on (the bank's own short term paper, the deposits people have placed at the bank, various other funny ways to borrow money).

    Effectively, for a 'simple bank', the money that the bank makes is the margin between the two.

    There is however a problem: what is some of the bank's assets disappear? In other words, what if someone who has borrowed money and promised to repay it, can't? The bank still has to repay its own liabilities. Suddenly your assets are 90m and your liabilities are 100m and you are effectively insolvent. The people the bank owns money would get only 90 cent on the dollar.

    Which is why banks have a capital buffer. The 'equity' of the company. The only thing the shareholders really own and generates returns for them. If you have a capital buffer of 20m, then in the example above, your capital buffer would be cut in half. Equity owners take the first loss. The bank's creditors doesn't suffer.

    Now, the calculation of shareholder returns is effectively the interest margin, in absolute monies, applied to the equity. So-called Return on Equity. For example, if you lend out 100 at 5%, borrow 100 at 3%, that gives you gross income of 2. If your equity is 10, that implies a 20% return e.g. that can be paid out as a dividend.

    Increasing the size of a balance sheet is extremely easy. You can just give tons of risky loans at medium interest rates, and get funded by borrowing at slightly lower interest rates. This means if you e.g. have 10m, you could start a bank that immediately borrows 100m, lends 100m, and generates you 2m per annum. Quite a decent rate of return compared to other investment options.

    This means that the amount of capital required is of _extreme_ importance. If you are required to hold 10% of your total loans/debts in capital, then in the example above, starting a bank with 10m lets you lend 100m and borrow 100m and make 2m per annum as described.

    If this requirement is lowered to 5%, you can do one of two things: you can suddenly crank up your lending and borrowing to 200m, still generating a gross margin of 2% (now 4m per annum), which doubles the returns on your investment from 20% to 40% per annum. Or, you can start a bank with 5m instead, lend/borrow 100m, and generate a 40% RoE still.

    There has been an enormous pressure from banks and investors to reduce capital requirements. This has been pushed along and justified with models, for example, that says that bankruptcies (assets disappearing) are not correlated with each other, so if e.g. you have 100 borrowers that each borrow 1m you only need to hold 2m in assets because it's statistically very very unlikely that more than 2 of these go bankrupt each year.

    What happens if the model breaks down and 3 borrowers go bankrupt at the same time, e.g. in the housing market? The bank falls over. It's not simply a matter of injecting 1m, because an enormous legal mess occurs, other suppliers of capital to the bank run away fearing bankruptcy meaning that the bank has to recall loans to repay them (which it can't), etc.

    Here comes the crucial par

  • Their fraud was too small. If they had gotten into the mid-billions, they wouldn't have been punished, and We the People would never have heard the grisly details we will be paying out for perpetuity.

    Go Big or Go To Jail.

Never test for an error condition you don't know how to handle. -- Steinbach

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