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Shadow Banking 2008: Securitization Chain, Model-Dependent Ratings & Repo Funding Risk │ GP/LP Analysis - 3 Red Flags │EP35 T2
Shadow Banking 2008: Securitization Chain, Model-Dependent Ratings & Repo Funding Risk │ GP/LP Analysis - 3 Red Flags │EP35 T2

Season 2 Episode 35

The originator had no residual exposure to loan performance. The rating was a model output, not a market price. The funding structure — thirty-day co…

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Shadow Banking 2008 : The Legal Machine That Destroyed the Global Financial System│ EP35 T1
Shadow Banking 2008 : The Legal Machine That Destroyed the Global Financial System│ EP35 T1

Season 1 Episode 35

On August 9th, 2007, BNP Paribas suspended redemptions from three money market funds. The reason: it was impossible to value the assets because there…

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Flash Crash 2010: Spoofing, Liquidity Illusion & Order Book Integrity │GP/LP Analysis - 3 Red Flags │ EP34 T2
Flash Crash 2010: Spoofing, Liquidity Illusion & Order Book Integrity │GP/LP Analysis - 3 Red Flags │ EP34 T2

Season 2 Episode 34

The order book showed overwhelming selling pressure. The selling pressure was fabricated. The algorithms reading the book withdrew their bids — the r…

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Flash Crash 2010 : One Trader in a Bedroom Erased $1 Trillion in 36 Minutes │EP34 T1
Flash Crash 2010 : One Trader in a Bedroom Erased $1 Trillion in 36 Minutes │EP34 T1

Season 1 Episode 34

On May 6th, 2010, the Dow Jones fell 998 points in thirty-six minutes. One trillion dollars in market capitalization disappeared. Procter and Gamble …

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Parmalat / Italy 2003: Phantom Liquidity & The Dual Audit Split│GP/LP Analysis - 3 Red Flags│EP33 T2
Parmalat / Italy 2003: Phantom Liquidity & The Dual Audit Split│GP/LP Analysis - 3 Red Flags│EP33 T2

Season 2 Episode 33

The debt-cash paradox was in the annual reports — €8 billion in gross debt alongside €4 billion in offshore cash, a structure that made no financial …

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Parmalat / Italy 2003 : The Fax That Ended a €14 Billion Lie — EP33 T1
Parmalat / Italy 2003 : The Fax That Ended a €14 Billion Lie — EP33 T1

Season 1 Episode 33

In December 2003, Parmalat's treasury sent a fax to Bank of America asking for confirmation of a €3.9 billion account. Bank of America replied that t…

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Bankia 2012: IPO Window Dressing & Political Governance as a Credit Indicator | GP/LP Analysis — 3 Red Flags | EP32 T2
Bankia 2012: IPO Window Dressing & Political Governance as a Credit Indicator | GP/LP Analysis — 3 Red Flags | EP32 T2

Season 2 Episode 32

In the first half of 2011, every piece of information needed to avoid Bankia was publicly available. The provisioning gap was estimable from disclose…

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Bankia 2012: They Sold Shares to Retirees at the Branch Where They Kept Their Savings. Eleven Months Later, the Bank Was Gone — EP32 T1
Bankia 2012: They Sold Shares to Retirees at the Branch Where They Kept Their Savings. Eleven Months Later, the Bank Was Gone — EP32 T1

Season 1 Episode 32

In July 2011, two hundred thousand ordinary Spaniards bought shares in the largest IPO in Spanish history. Bank tellers recommended them to retirees.…

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Barings Bank 1995: Rogue Trader Control Failure & PnL-Driven Compliance Silence | GP/LP Analysis — 3 Red Flags | EP31 T2
Barings Bank 1995: Rogue Trader Control Failure & PnL-Driven Compliance Silence | GP/LP Analysis — 3 Red Flags | EP31 T2

Season 2 Episode 31


Every risk committee has a version of the same conversation. A desk is generating exceptional returns. The risk officer asks about the control enviro…

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Barings Bank 1995 : 233 Years. One Error Account. One Trader Who Controlled the Front and the Back. One Pound — EP31 T1
Barings Bank 1995 : 233 Years. One Error Account. One Trader Who Controlled the Front and the Back. One Pound — EP31 T1

Season 1 Episode 31


In 1992, Nick Leeson was the most profitable trader at Barings Bank. In 1995, he was the reason Barings Bank no longer existed. The same person. The …

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