About this document
NatWest Markets Trading Losses Case Study by Muzna Mumtaz is a document available to read on EtoBox.
NatWest Markets revealed a £50 million loss from mispriced interest rate options and swaptions in its trading books. The losses escalated to £90.5 million after further investigation. Traders had systematically mispriced various options and concealed mounting losses by mismarking positions in the bank
- Author
- Muzna Mumtaz
- Language
- EN