Professor Brian Scott-Quinn answers questions on the social value of high frequency traders on the FT.com
Professor Brian Scott-Quinn, non-executive Chairman at the ICMA Centre, has been interviewed on the Financial Times.com 'Trading Room' webcast, tackling the question of 'Are high frequency traders socially useful' Professor Scott-Quinn also looks at the difficulty determining who owns a company's shares, due to high frequncy trading's quick turnovers.
| Published | 22 March 2010 |
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The LIBOR/ TIBOR ‘Scandal’
12 February 2013
The large fine imposed on RBS last week suggests that a ‘scandal’ took place in the banking world over the setting of LIBOR. Yes – there was probably systematic mis-pricing of LIBOR which enabled some traders and some banks to profit at the expense of others. But the LIBOR issue simply highlights a much wider problem in financial markets which is that many ‘prices’ quoted in markets are not market prices at all. Instead they are prices based on computer models, matrix pricing or sheer guesswork, which may or may not produce ‘accurate’ prices. The reason for using computers models and guesswork is that in many financial products there actually are no transactions at all or very few even over periods of some weeks or months and thus no market prices.
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