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Operations performance indexes

Top five op risk loss events in September 2007

1

Loss amount: $346,802,500 BIS event type: Trans type unauthorised (with monetary loss)
Firm: Credit Agricole BIS business line: Trading and sales/proprietary positions
Domiciled in: USA
Settlement date: September 4
Product type: Credit derivatives

Credit Agricole indicated a "large market position on the books" of subsidiary Calyon's "proprietary trading desk" had been uncovered. The position was

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