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Derivative controls OK, says Barclays

Peter Rodgers
Tuesday 07 March 1995 19:02 EST
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BY PETER RODGERS

Business Editor

Barclays has re-examined controls on its £875bn of derivatives contracts in the wake of the Barings collapse and decided that a similar problem could not happen there, Martin Taylor, the chief executive, said yesterday.

Barclays' year-end figures showed that outstanding exchange-traded derivatives contracts rose £100bn last year to £708bn at the end of 1994.

Mr Taylor said: "The more we know about the Barings story and the more comes out, in a curious way the less worrying it looks." The real concern for someone in his position was the possibility that one rogue trader could do immense damage ... that someone could bring an organisation down, unaided, without being stopped by controls.

Barings was "not just a hurricane - it wasn't like that - there were points along the way when it could have been caught," Mr Taylor said. The failed merchant bank appeared to have had poor controls and to have ignored audit advice.

The £875bn derivatives contracts outstanding at Barclays include £167bn of over-the-counter dealings with customers, which are not traded on any futures exchange.

The exchange-traded amount of £708bn compares with the £17bn speculation by Nick Leeson at Barings, but most of the contracts held by Barclays cancel each other out - so the enormous figures are not related to the actual amount of money being risked by the bank. Nick Leeson lost £800m.

Barclays said that if all its exchange-traded derivatives contracts went wrong at the same time the cost to the bank would be £7.948bn. Adjusted for different levels of risk, the amount comes down to £3.989bn, split roughly equally between exchange rate and interest rate derivatives. The bank gave no equivalent figures for the over-the-counter derivatives.

Both of the potential loss figures claimed by Barclays are less than the capital of £9.7bn with which the group backs its banking business.

So in theory they would not wipe out Barclays completely, although its shareholders might lose all their equity of £6.5bn. And one banker said that to lose the lot at once would require a worldwide financial and economic meltdown in which Barclays' problems would be "the least of our worries". Mr Taylor confirmed there had been some "flight to quality" after the Barings collapse, but not large.

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