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Quantitative Finance · Glossaire

Qu'est-ce que « Rogue trading, fictitious trade » ?

Aussi appelé : rogue trading · fictitious trade

Definition 28.4 Rates, Credit, XVA and Risk · Chapitre 28 — Operational Risk and Rogue Trading

Rogue trading is trading beyond a trader’s authority, in size or in kind, concealed from the firm. A fictitious trade is a booking with no economic reality, entered to offset or disguise a real position in the firm’s records.

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