JPMorgan Chase in "Londonski kit" : delo diplomskega seminarja

Kocijan, Živa Morana (author), Košir, Tomaž (mentor)

V diplomskem seminarju je analiziran primer velike izgube banke JPMorgan Chase iz leta 2012, ki je nastala zaradi napačnih trgovalnih strategij v okviru Sintetičnega kreditnega portfelja (SCP). Opisane so bančne regulacije, kot so Baselski sporazumi in Volckerjevo pravilo, ter ključna merila tveganja, ki so bila v tem primeru prezrta ali zlorabljena. Posebna pozornost je namenjena institucionalnim in organizacijskim pomanjkljivostim, manipulaciji kazalnikov tveganja in neustreznemu odzivu regulatorjev. Delo poudarja pomembnost učinkovitega nadzora, transparentnosti in odgovornega upravljanja v finančnih institucijah.

• Language: Slovenian
• Keywords: PMorgan Chase, Sintetični kreditni portfelj, finančna regulacija, upravljanje tveganj, izvedeni finančni instrumenti, sistemsko tveganje
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Year: 2025
• PID: 20.500.12556/RUL-172000
• UDC: 519.8
• COBISS.SI-ID: 247897347
• Publication date in RUL: 05.09.2025

Secondary language

• Language: English
• Title: JPMorgan Chase and the ''London whale''

Abstract

The diploma seminar thesis analyzes the case of a large loss at JPMorgan Chase in 2012, which was caused by flawed trading strategies within the Synthetic Credit Portfolio (SCP). It discusses banking regulations such as the Basel Accords and the Volcker Rule, and outlines key risk metrics that were ignored or misused in this case. Particular attention is given to institutional and organizational failures, manipulation of risk indicators, and inadequate response by regulators. The work emphasizes the importance of effective oversight, transparency, and responsible management in financial institutions.

• Keywords: PMorgan Chase, Synthetic Credit Potfolio, financial regulation, risk management, derivatives, systemic risk