January 30, 2008

Banking Dossier: Jerome Kerviel!! Our latest infotainment

DAVID WEIDNER'S WRITING ON THE WALL

Jerome Kerviel's magic bullet

Commentary: A trader gets the blame, but the system failed

NEW YORK (MarketWatch) -- Jerome Kerviel, we are led to believe, is a Tom Cruise lookalike who piled up huge positions in the derivatives market that created billions in losses at Societe Generale and triggered a global market sell-off.
No word yet on where he was when Benazir Bhutto was assassinated and when they faked the moon landing, or whether he was ever seen with Princess Diana.

If we accept this Lee Harvey Oswald theory, it follows that people like Daniel Bouton, the chief executive of SocGen, is a victim just like SocGen's shareholders and investors in the world markets. Poor Bouton. Poor Ben Bernanke. Poor us.

Paris prosecutor Jean-Claude Marin has swooped in to tell us that Kerviel has confessed to hiding the losses from his bosses, wanting bigger bonuses and more prestige. A lot of SocGen traders were playing loosey-goosey with their euros since at least 2005, according to the inspector. See full story.

"It functions a bit like a drug; it's an addiction," Marin said.
The bank has come forward with some strong accusations. Kerviel, they say, stole colleagues' passwords in an attempt to hide his trading. He also worked on arbitrage desks, which means he was trading huge amounts of derivatives to glean a profit from small margins.

Original rogue

Kerviel's travails are the product of a bank that doesn't seem to be telling the whole truth, a regulatory system that isn't pushing hard enough for answers and media that -- lacking compelling facts -- have labeled Kerviel as the latest Nick Leeson.

The problem with the Kerviel-as-Leeson story is that Leeson, whose unsupervised trading is cited for the collapse of Barings Bank, did his damage more than a decade ago in relatively new markets that were little understood by his employer. Leeson, in an interview with MarketWatch a few years ago, said a "very simple check" could have stopped him. See full story.

We already know, based on what Marin said, that Kerviel wasn't the only one at SocGen (SCGLY:
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making big bets. So, apparently, there was a lack of supervision at the bank or a more sinister strategy of taking big positions that risked the bank's capital position.
Leeson hinted at this kind of knowing negligence at Barings when he said his employers looked the other way, and they either were doing so "willfully" or through ignorance and negligence.
SocGen claims Kerviel created a fictitious portfolio of "sales" to offset his big purchases and create the appearance of hedging his positions. Again, SocGen readily admits that he was doing this for more than a year and claims that it questioned Kerviel about some of his trades.
The problem that traders have with SocGen's story is that it stopped being plausible years ago. Today, trades are virtually always electronic, recorded and available almost instantly to bank supervisors.

If a broker is used, that broker sends confirmations to the broker and the bank. Sure, mistakes happen and discrepancies arise. That's not what SocGen is describing. The bank says Kerviel was hiding false trades for more than a year.

Rogue or genius?

Kerviel certainly isn't without blame here. Even if his banking superiors were looking the other way, tacitly approving his trading or forcing him to bet big by threatening to make him eat American fast food, the trader played the game wrong and put his company, its shareholders, the economy and himself at risk.

If what SocGen says is true -- that Kerviel did fool a bank that was considered one of the most sophisticated in the world at managing risk and trading -- then maybe he's in the wrong job. With that kind of smarts, he should be running the bank -- the central bank -- and using his "Mission: Impossible" charisma to dig the world markets out of their slump.

Either way, SocGen, regulators and the banking system now appear to have the judgment of Britney Spears on a bender. Worse, they look eager to pin SocGen's losses on a rank-and-file trader who'd made the firm $2 billion at the end of last year, if Kerviel's lawyers are to be believed.

France, through SocGen and inspector Marin, has embraced the American system championed in another era by former New York Attorney General Eliot Spitzer. He started and ended with small-time crooks like Henry Blodget and Jack Grubman, never bringing to justice the middle managers and compliance chiefs who signed off on tainted research.

Those prosecutions obscured deeper problems. Just as SocGen played up Kerviel, it played down a $3 billion write-down related to the U.S. mortgage market and a $580 million charge the bank set aside to offset more losses from subprime-related exposure.

Kerviel, the bad apple who was smart enough to fool a banking empire but not enough to beat the markets, appears destined for the same disgrace as America's research analysts.
Sure, he appears to be a rogue, but he was hardly acting alone. End of Story

David Weidner covers Wall Street for MarketWatch.

SocGen in disarray as judges throw out fraud charge against trader

· Bank admits it was warned on more than one occasion
· Shareholders go to court over alleged insider dealing


This article appeared in the Guardian on Tuesday January 29 2008 on p24 of the Financial section. It was last updated at 08:08 on January 29 2008.

The Société Générale affair descended deeper into the mire last night as investigating judges threw out the most serious accusation, attempted fraud, put forward by prosecutors against the trader behind the €4.9bn losses, Jérôme Kerviel.

They released him under judicial supervision, or bail, after two days of police questioning, leading his lawyers to claim a substantial victory. The surprise threatened to undermine the bank's increasingly fragile defence that he had used ingeniously fraudulent devices, including hacking into colleagues' internet codes, to hide his gambling on equity derivatives trading markets.

Kerviel ran up an exposure of €50bn, costing France's second-largest bank a record loss in banking history as it unwound his positions last week. The prosecutor's office, which wanted to charge him with fraud, said it would appeal against the release. He has been placed under formal investigation for lesser allegations of breach of trust, computer abuse, and falsification. "There is no fraud," said Christian Charriere-Bournazel, one of Kerviel's two lawyers, accusing Daniel Bouton, SocGen's chief executive, of "throwing him to the dogs" and "holding him up for public vilification."

Earlier, a lawyer acting for 100 small shareholders sued the bank over insider trading and market manipulation, and minority investors accused it of issuing misleading information.

And Kerviel, depicted by the bank as a "lone" rogue trader, also increased SocGen's woes by accusing his colleagues of having similarly traded beyond their limits. Prosecutors said the bank had been alerted by the Eurex derivatives market to the scale of his positions as long ago as November last year.

Prosecutor Jean-Claude Marin said Kerviel had been able to fool his employer by producing a fake document to justify the risk cover - a comment seized upon by SocGen as it struggled to defend itself against charges its controls were so extraordinarily lax that Kerviel acted unapprehended for 15 months.

Eurex said its controls "functioned correctly at all levels, also in this case", while Socgen admitted it had been warned by the Deutsche Boerse subsidiary more than once. "There were false trades picked up but he [Kerviel] explained them away, justified them, or fabricated covers."

An enraged Colette Neuville, head of Adam, a minority shareholders' lobby, disclosed she had asked the AMF, the French financial services authority, for a formal inquiry into alleged insider trading by a director and/or others at the bank. She also wants the AMF to investigate whether the bank deliberately misled investors over its sub-prime losses in November when it put them at €230m, only to announce a €2.05bn hit two months later. She told the Guardian. "There are strong possibilities that the information given to shareholders was incorrect - misleading."

The lawyer, Frederik-Karel Canoy, said he had begun legal action against SocGen over how it unwound billions of euros in allegedly fraudulent share deals last week. The bank said on Sunday it unwound Kerviel's positions, €50bn, "in particularly unfavourable market conditions" between Monday and Wednesday last week after discovering them on January 18.

Canoy, a thorn in the flesh of French companies, told Reuters the bank should have told markets about its pending losses before its huge three-day selling spree.

SocGen says it unwound these positions in a controlled manner and within a volume limited to less than 10% to "respect the integrity of markets". It won support from Bank of France governor Christian Noyer: "The way Société Générale has handled its affairs to unwind positions in a very short space of time, and without moving the markets, contrary to what has been said, because they remained within normal trading limits ... was very professional."

Canoy also filed a complaint about the sale of 1m shares by SocGen director Robert Day on January 9 and 10, disclosed in AMF filings, shares worth €85.7m in his own name, and €8.63m and €959,066 from two foundations "linked" to him.

The bank said the sale had come "well before" it knew of any fraud, while sources, dismissing Canoy's move as a stunt, insisted that only a few senior officials, excluding Day, could have known of pending losses when he sold his shares.

But Neuville, in a letter to the AMF, insisted that share sales had taken place just before Socgen shares started to slide on January 14 - or four days before Kerviel's fictitious and fraudulent dealings were first detected inside the bank on January 18. "There are people who had access to information that was not publicly known; there's a suspicion of insider trading, and there must be a formal inquiry."

Kerviel has admitted hiding his activities but accused colleagues of trading beyond their limits, Marin said earlier.

Prosecutors had sought charges against Kerviel for offences of forgery and fraud, with a sentence of up to seven years.

Marin said the 31-year-old, who gave himself up on Saturday, had told investigators that his and other irregular deals had taken place since the end of 2005, a dagger at the heart of Socgen's defence that he was a one-off fraudster of genius.

Marin said the investigation had shown Kerviel did indeed act alone - to prove himself a star trader and earn a bonus of €300,000, rather than to harm the bank.

The bank has so far dismissed two managers over the scandal: Luc François, head of equity derivatives trading, and Jean-Pierre Lessage, Kerviel's direct manager.

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