LETTER: Barings' lesson

Mr Adil Dede
Thursday 19 October 1995 18:02 EDT
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From Mr Adil Dede

Sir: Since Nick Leeson's "hidden error account", with its huge losses accumulated over the years, brought down Barings, Daiwa's Toshihide Iguchi has reaffirmed that hundreds of millions of dollars of hidden losses can go undetected, albeit in a different form and using different instruments. In their report on Barings, Singapore's inspectors highlight that bank's failure to analyse and understand Leeson's request for large sums of funds as a major contribution to Barings' collapse (report, 18 October).

Companies with large securities operations, such as Barings and Daiwa, hold huge multi-currency positions in a variety of instruments, and thus have hundreds of millions of daily funding requirement. The funding of these positions also includes any realised profit/loss resulting from the company's daily trading activities. In summary: total funding = (total position +/- profit/loss).

In the case of Barings, losses were hidden in an "error account" that was not reported, but these losses still had to be funded. This funding was done through Barings' London office. It may be reasonable that funding of hidden losses of a few million pounds a day (which would be included in the huge overall funding) would not to be noticed on a day-to-day basis; but as these losses accumulate gradually, the overall funding would increase in parallel.

If Barings had had in place a regular report comparing the total positions against the total funding, a gradually increasing gap would have been seen and it would have been possible to take the necessary action before it became too late.

Yours,

Adil Dede

Senior Manager

Treasury Department

Daiwa Europe Limited

London, EC4

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