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      1

      Mondrian Alpha. 2013.

      2

      Harry Wilson, “UBS banker banned over $2.3bn rogue trading scandal,” The Telegraph, 1 May 2014.

      3

      Alana Petroff and Pierre-Eliott Buet, “Rogue trader's fine to Société Générale cut by 99.98 %,” CNN Money, 23 September 2016.

      4

      Bank for Internati

1

Mondrian Alpha. 2013.

2

Harry Wilson, “UBS banker banned over $2.3bn rogue trading scandal,” The Telegraph, 1 May 2014.

3

Alana Petroff and Pierre-Eliott Buet, “Rogue trader's fine to Société Générale cut by 99.98 %,” CNN Money, 23 September 2016.

4

Bank for International Settlements (BIS). Basel Committee on Banking Supervision, “Basel III: Liquidity The Liquidity Coverage Ratio and liquidity risk monitoring tools,” January 2013, Introduction. http://www.bis.org/publ/bcbs238.pdf.

5

Ibid.

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