• – large 1
  • – reported 1, 2, 3
  • Prospect theory 1, 2
  • Protection contracts 1, 2, 3, 4
  • Provisions 1, 2, 3, 4, 5, 6, 7, 8, 9
  • PSI (Permanent Subcommittee on Investigations) 1, 2, 3, 4, 5, 6
  • PSI report 1, 2, 3, 4, 5, 6, 7
  • Purchase 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Purchase oil 1, 2, 3, 4, 5
  • Purchase securities 1, 2, 3
  • Q
  • Quit Amaranth 1, 2
  • R
  • Rates 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – fixed 1, 2, 3, 4, 5
  • – floating 1, 2, 3, 4
  • RCF (Revolving Credit Facility) 1, 2
  • RDS (Royal Dutch Shell) 1
  • Reference entity 1, 2
  • Reforms 1, 2, 3, 4, 5
  • Regional emerging markets companies 1
  • Regulations 1, 2, 3, 4, 5, 6, 7, 8
  • Regulators 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Regulatory capital portfolios 1, 2
  • Re-hedge 1, 2
  • Relationship 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – inverse 1, 2
  • Relative-value trades 1, 2, 3, 4
  • Remainder 1, 2, 3, 4
  • Repay 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Repayment 1, 2, 3
  • Repo agreement 1, 2
  • Repurchase 1, 2, 3
  • Repurchase agreements 1
  • Residential mortgage-backed securities (RMBS) 1, 2, 3
  • Return 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – annual 1, 2, 3, 4
  • – company’s 1
  • – total 1, 2, 3
  • Return profiles 1, 2
  • Revenues 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Reverse 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Reverse repo agreements 1, 2, 3, 4, 5
  • Reverse repo deal 1
  • Reverse repo transaction 1, 2
  • Reverse repos 1, 2, 3, 4
  • Reverse repurchase agreements 1, 2, 3, 4, 5, 6
  • Revolving Credit Facility (RCF) 1, 2
  • Risk limits 1, 2, 3, 4, 5
  • Risk management 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Risk measures 1, 2, 3, 4, 5
  • – new 1, 2
  • Risks 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – counterparty 1, 2, 3
  • – credit migration 1
  • – elevate 1, 2
  • – lower 1, 2, 3
  • – major 1, 2, 3
  • – managing JPM Bank’s 1
  • – transfer 1, 2, 3
  • – true 1, 2
  • RMBS (residential mortgage-backed securities) 1, 2, 3
  • Rogue Trader Jérôme Kerviel 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Ross, David J., 1, 2, 3, 4
  • Routledge Companion 1, 2
  • Royal Dutch Shell (RDS) 1
  • Ruin, roads to 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Russia 1, 2, 3
  • RWA (risk-weighted assets) 1, 2, 3, 4, 5, 6, 7
  • S
  • Salomon Brothers 1, 2
  • SBO 1
  • Scenario 1, 2, 3, 4
  • Scholes 1, 2, 3, 4
  • School districts 1
  • SCP (Synthetic Credit Portfolio) 1
  • SCP’s activities 1, 2
  • SCP’s hedges 1
  • SCP’s losses 1, 2, 3
  • SCP’s reported mark-to-market losses 1
  • SCP’s revenues 1
  • SCP’s risk limits 1, 2, 3
  • Securities 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – asset-backed 1, 2
  • – marketable 1, 2, 3
  • – on-the-run 1
  • – traded 1, 2
  • Securities and Exchange Commission 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Securities and Futures Authority (SFA) 1
  • Securities dealer 1, 2
  • Securities law 1
  • Securities lending 1, 2, 3, 4
  • Securities lending operations 1, 2
  • Securities markets 1, 2
  • Securitization 1, 2
  • Securitization process 1
  • Sellers 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Senior managers 1, 2, 3, 4, 5
  • September futures price 1, 2
  • Settlement prices, final 1, 2
  • SFA (Securities and Futures Authority) 1
  • SFAS 1, 2
  • SFO (Serious Fraud Office) 1, 2
  • SFS 1, 2
  • Share price 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – company’s 1, 2, 3, 4, 5
  • – current 1, 2, 3
  • Shareholder value 1, 2
  • Shareholders 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Shares 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – restricted 1
  • Shell Transport (ST) 1
  • Shook 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Short call 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Short call option 1, 2, 3, 4, 5
  • Short credit protection positions 1, 2, 3, 4
  • Short forward 1, 2
  • Short forward position 1, 2, 3, 4
  • Short futures positions 1, 2
  • Short positions 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Short put 1, 2, 3, 4, 5
  • Short straddles 1, 2, 3, 4, 5
  • Short turbo 1
  • Side-bet 1, 2, 3
  • SIMEX (Singapore International Monetary Exchange) 1, 2, 3, 4, 5, 6
  • Singapore 1, 2, 3, 4, 5, 6, 7, 8, 9
  • SLK (Spear, Leeds, and Kellogg) 1
  • Sloan School 1
  • Small profit 1, 2
  • Smith, Jennifer 1, 2, 3, 4, 5, 6
  • SocGen 1, 2, 3
  • SocGen’s computer systems 1
  • – unauthorized access to 1
  • SocGen’s middle office 1, 2, 3, 4
  • SocGen’s Mission Green Report 1, 2
  • SocGen’s risk management system 1
  • Société Générale 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Société Générale and Rogue Trader Jérôme Kerviel 1, 2, 3, 4, 5, 6, 7, 8, 9
  • S&P Stock Index 1
  • Speculating 1, 2, 3, 4, 5, 6, 7, 8
  • Speculation 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Speculative side-bet 1, 2, 3, 4, 5
  • Speculators 1, 2, 3, 4, 5
  • Spot 1, 2, 3, 4, 5
  • Spot market 1, 2, 3, 4, 5, 6, 7
  • Spot price 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Spread 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Spread price 1
  • Spread value 1, 2
  • SPVs (special purpose vehicle) 1, 2
  • SS 1, 2
  • Stack-and-roll hedges 1, 2, 3, 4
  • Stanley, Morgan 1, 2, 3, 4, 5
  • Stock option compensation 1, 2, 3, 4
  • Stock options 1, 2, 3, 4
  • – premium-priced 1, 2
  • Stock prices 1, 2, 3, 4, 5, 6
  • Stocks 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Storage 1, 2, 3
  • Straddle 1, 2, 3
  • Strategic purpose 1, 2
  • Strategies 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – doubling 1, 2, 3, 4, 5, 6
  • Stressed value-at-risk (SVaR) 1
  • Strike 1, 2, 3, 4, 5, 6, 7, 8
  • Strike price 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – index-adjusted 1
  • – lower 1, 2
  • Strike price minus 1, 2
  • Structured notes 1, 2, 3, 4, 5
  • Supervisors 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Supply 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Survival theory 1, 2
  • SVaR (Stressed value-at-risk) 1
  • Swap dealers 1, 2, 3, 4
  • Swap rate, four-year 1
  • Swaps 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – cross-currency 1
  • – plain vanilla 1, 2
  • – total return 1, 2
  • T
  • TARP Troubled Asset Relief Program) 1, 2
  • Tax collector 1, 2, 3, 4
  • Taxes 1, 2, 3, 4, 5, 6
  • Terminate 1, 2, 3
  • Terms 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Thirty-year Treasury bond 1, 2
  • Time value 1, 2, 3, 4
  • Tokyo International Financial Futures Exchange (TIFFE) 1
  • Tokyo Stock Exchange (TSE) 1, 2
  • Traders 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – rogue 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Trades 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – curve 1
  • – offsetting 1, 2
  • – paired 1
  • Trading 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Trading days 1, 2, 3, 4
  • Trading losses 1, 2
  • Transactions 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Treasury 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Treasury bond 1, 2, 3
  • Treasury note 1, 2, 3
  • – five-year 1, 2, 3, 4
  • Troubled Asset Relief Program (TARP) 1, 2
  • TSE (Tokyo Stock Exchange) 1, 2
  • Turbo warrant, long 1
  • Types 1, 2, 3, 4, 5, 6, 7, 8, 9
  • U
  • UBS (Union Bank of Switzerland) 1, 2, 3, 4, 5
  • Unauthorized access 1
  • Underlying 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Underlying assets 1, 2, 3, 4, 5, 6
  • Underlying securities 1, 2, 3, 4, 5, 6, 7
  • Underlying’s price 1, 2, 3, 4, 5
  • Unhedgable risks 1, 2, 3, 4
  • V
  • Value 1, 2, 3, 4, 5, 6, 7, 8, 9
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