s******s
发帖数: 1793 | 1 Here's a league table of 30 of the biggest trading losses of all time (
excluding CDO losses post 2007).
1. Amaranth Advisors (Brian Hunter) - $6.5bn (Gas futures) 2006
=2. Bank Negara Malaysia - $6.2bn (mostly currencies) 1992-93
=2. JPMorgan - $6.2bn (Synthetic Credit Securities)
4. Societe Generale (Jerome Kerviel) - $5.9bn (European index futures) 2008
5. Long Term Capital Management - $4.6bn (Interest rate and equity
derivatives) 1998
6. Credit Suisse - $2.65bn (mispriced debt securities) 2008
7. Sumitomo Corporation - $2.6bn (Copper futures) 1996
8. Bawag - $2.5bn (Currency and interest rate swaps) 2006
9. UBS - $2.3bn (Unauthorised equities trading)
10. Citic Pacific - $2bn (FX) 2008
=11. Metallgesellscahft - $1.6bn (Oil futures) 1993
=11 Sowood Capital Management - $1.6bn (Debt securities)
13. Barings - $1.4bn (Nikkei futures) 1995
14. Credit Suisse - $1.3bn (Emerging markets) 1998
15. Daiwa Bank - $1.1bn (bonds) 1995
16. Caisse d'Epargne - $808m (equity derivatives) 2008
=17. Bank of Montreal - $800m (Natural gas options) 2007
=18. WestLB - $800m (Equities) 2007
19. Paulson & Co - $720m (equity in Sino-Forest Corp) 2011
=20. Allied Irish Bank - $700m (Currencies) 2002
=20. Morgan Grenfell - $700m (Equities) 1997
22. UBS - $500m (Derivatives) 1998
=23. Kidder Peabody - $ 400m (US T-Bills) 1994
=23. Dexia - $400m (Bonds) 2001
=23. CIC - $400m (Equity derivatives) 2005
26. Merrill Lynch - $377m (Mortgages)
27. Calyon - $350m (Credit indices) 2007
28. National Australia Bank - $300m (Currencies) 2004
=29. Salomon Brothers -$250m (Mortgages) 1986
=29. NatWest Markets - $250m (Options) 1997
Notes - Bernie Madoff has been excluded - he ran a Ponzi scheme, and didn't
actually lose money trading.
CDO losses from 2007 have also been excluded, on the basis that this table
would be simply full of them and nothing else. |
s******s
发帖数: 1793 | 2 The world's biggest rogue traders：
Jerome Kerviel -- $6 billion, Societe Generale.
Yasuo Hamanaka -- $2.6 billion, Sumitomo Corporation.
Nick Leeson -- $1.3 billion, Barings Bank.
John Rusnak -- $700 million, Allfirst / Allied Irish Bank.
其实漏掉了输的最多的Morgan Stanley的Howie Hubler， 他输了9个billions。
为了克服对市场的恐惧，我现在在研究这帮人为什么输这么多。 |
n*******s
发帖数: 17267 | |
s******s
发帖数: 1793 | 4 现在被告性骚扰的那个Howie Rubin， 当时也很有名，跟上面的比其实是小虾米：
In 1987, Rubin caused historic losses at Merrill Lynch through a series of
unauthorized trades which cost the company $250million. The figure was later
reported by The New York Times to be as high as $377million. |
s******s
发帖数: 1793 | 5 股市交易其实是个心理游戏，把这个研究透了就好了。什么TA，FA都是表面现象。
【在 n*******s 的大作中提到】
: 个人意志超越了市场，不用研究
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n*******s
发帖数: 17267 | 6 你可以这么说，股票的每一步都带着信息，怎么学会解读和猜这个比较重要。
【在 s******s 的大作中提到】
: 股市交易其实是个心理游戏，把这个研究透了就好了。什么TA，FA都是表面现象。
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