O artigo seguinte mostra que parece que os banqueiros são trafulhas por natureza e alimentam-se da trafulhice assim como as moscas se alimentam de mel.
Continua a saga da manipulação do Libor, do Eurobor e sabemos lá que mais bores e diabos a 4.
Se os bancos pagam por exemplo 3 por cento de juro uns aos outros e depois anunciam uma percentagem por exemplo de 9 por centro, é óbvio que você vai pagar muito mais, muito mais, se pedir um empréstimo.
Lembramos que muito bancos faliram, faliram mesmo! Isto não é um eufemismo, os tipos foram mesmo ao fundo, arrastados para a lixeira das hipotecas yankees. Ainda ficaram mais depenados do que o cartesiano, aqui em Nampula. Mas vivemos bem e felizes aqui, longe da vossa poluição a todos os níveis, sobretudo a dos bancos usureiros, e da payday loans Wonga a centenas por centro de juro, para vocês aprenderem a não gastar mais do que ganham.
Depois os políticos governantes foram obrigados a injetar biliões nesses bancos falhados para o sitema de capitais não cair e arrastar os países para um caos apolcalíptico. Mesmo assim isso gerou uma crise dos diabos e consequências catastróficas para as pessoas. Imagine a sua angústia como chefe de família e sem pão para pôr na mesa porque perdeu o emprego ou trabalha e não lhe pagam!
Isto não é nada saído das soap operas ou da cabeça dos romancistas marxistas. Ainda é pior, é a realidade que se vive por exemplo em Espanha, na Grécia, em Portugal para apenas nomear alguns países.
Os banqueiros provocaram isto, e os políticos deveriam ter sido mais visionários e ter previsto que o sitema ia cair. Não faltavam sinais que alertavam para os alicerces podres, prestes a ruir, do sistema económico.
E podres continuam. Parece que não aprenderam a lição. Muitos banqueiros continuam a receber bónus escandalosos, quando os salários deles já levantam dúvidas sobre a sustentatibildade dessas empresas usureiras descapitalizadas.
O governo inglês apresentou à dias uma queixinha no Tribunal de Justiça Europeu contra a Europa porque foi votada uma lei para plafonar os bónus dessas aves de rapina. Os capitalistas do tipo do PM inglês querem dominar a alta finança europeia a partir de Liverpool Street e de Canary Wharf, sem ter de acatar as regras europeias!
O receio de perderam o monopólio do movimento de capitais é a grande preocupação do grande capital inglês. Todo o resto quanto dizem sobre resgatear poderes de Bruxelas para Westminster é apenas distração, diversão para inglês ver. Já perderam a manufatura, e a perda da finança em favor de Francfurt já está em progresso. Eles sabem disso, mas continuam a remar contra a corrente com políticas erradas do estilo quererem fazer da Ilha um paraíso fiscal. Impossível!
Vamos ver agora como eles se vão safar sobre andarem a conspirar contra a Europa em infiltrações de hackers nas comunicações hertzianas e digitais belgas, acargo das toupeiras da GCHQ de Cheltenham. A procissão ainda só vai no adro.
Por outro lado, como a caça às raposas foi proibida no Reino Unido, agora, em substituição, o governo de ultradireita de Davide camarão anunciou a baertura da caça aos desempregados, aos doentes,e aos deficientes.
Isto é para reconquistar o voto da plebe atraída ao partido UKIP anti-europa e até comm uma matiz nazificada, mais ou menos,
Como as conversas são como as cerejas, o benfiquista cartesiano sente grande prazer em os portugueses terem sido praticamente os únicos a impedir que o racista Le Pen francês desembarcasse do avião em Lisboa! Os Lisboetas deslocaram-se ao aeroporto da Portela e nem sequer o deixaram sair do avião! Não queriam lá racistas daquela espécie e fieram-no voltar para França! Isto foi mesmo um golpe de mestre! Bonito! Rua! Vai! Desaparece!
Leiam agora o artigo em língua brita sobre a manipulação dos câmbios e do Libor.
Cuidado com os especuladores! Estes andam sempre na escuridão subterrânea a minar os sistema para proveito próprio e está-se nas tintas com a miséria que isso possa causar nas populações economicamente vulneráveis. Vergonhoso!
Swiss Regulator Probing Banks Over Foreign-Exchange Manipulation
Switzerland Joins U.K. in Looking Into Possible Rigging
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![[image]](http://si.wsj.net/public/resources/images/OG-AA240_FIXING_G_20131004124429.jpg)
Swiss regulators said they are investigating several Swiss financial institutions for possible manipulation of foreign-exchange markets, an expansion of the latest probe into potential rigging of widely used market benchmarks.
Finma, which is Switzerland's main markets regulator, said it was working closely with authorities in other countries, "as multiple banks around the world are potentially implicated." The Swiss investigation comes after the U.K.'s Financial Conduct Authority said in June that it was "aware of allegations" of efforts to rig currencies rates and was gathering information about potential manipulation of benchmark foreign-exchange rates.
UBS AG, UBSN.VX +0.54% the biggest Swiss bank in the global $5.3 trillion-a-day foreign-exchange markets, declined to comment on Friday. A spokesman for Credit Suisse AG CSGN.VX +0.64% declined to comment. The precise scope of Finma's investigation is unclear.
Bloomberg News
A man sits next to a board displaying the exchange rates of various currencies outside a currency-exchange store in Nusa Dua, Bali, Indonesia, on Friday.
At issue are exchange-rate benchmarks. Some companies and investors use these benchmarks only to measure their foreign-currency assets and liabilities. Some also trade on the fix rates as a transparent and easily auditable way of buying and selling currencies. The most popular benchmark runs at 4 p.m. London time on each trading day. Roughly 1% to 2% of overall global currencies flows is conducted at this so-called fix as one of a wide range of different trading methods that banks offer to different sorts of clients.
That is a small slice of a very large market. But as those flows are squeezed through the market in a short one-minute period, they are often, though not consistently, preceded by outsize market moves.
Clients post orders to buy or sell certain currencies to their banks in advance of fixes. Each transaction is completed at the so-called mid rate that stands in between the prevailing market level at which a currency is priced to buy or sell, removing the profit margin that banks normally scoop from the gap in between the levels at which currencies are bought and sold. More typically, clients request prices from their banks and are given different prices depending on whether they are buying or selling, and in what size.
The key concern appears to be that some bank traders may have the opportunity and incentive to try and front-run those orders in an effort to make profit.
However, this is a tricky task. Banks are aware of whether their clients are predominantly buying or selling a particular currency. But they aren't aware of what other banks are doing. That means if bank traders buy an overly large amount of a certain currency in advance of a fix, they may find themselves holding an expensive position immediately after the fix ends.
"If you need to buy €1 billion and you buy €2 billion, then you are jacking your rate higher against your client. But you are also leaving yourself with a billion on your books to get rid of at a rate the market can't sustain, and good luck with that," said one senior banker in the industry, who was speaking on condition of anonymity.
Banks are stuck in a no-win situation with these fixes, some bankers in the business say. Banks offer them partly as a service to asset-manager clients, who use them to benchmark their holdings denominated in foreign currencies, but they often encourage clients to trade in other ways.
"Our expectation is that we will lose, not make money, on the fixes. They are extraordinarily unpopular with our sales and trading staff," said one senior foreign-exchange banker speaking on condition of anonymity. "If you are a trader, and you try to hedge yourself before the flows hit the market, people think you are front-running. If you trade during the one-minute fix window, people think you are banging the close [trying to affect fix levels]. If you try to hedge afterwards, you're an idiot."
The scandal over the rigging of the London interbank offered rate, or Libor, got off to a similar start of assurances from bankers that nothing was amiss. After The Wall Street Journal first reported on apparent irregularities in the benchmark back in April 2008, the industry and some regulators insisted that the widely used rate was sound. Banks and the British Bankers' Association, the lobbyist group that ran Libor, argued that even if banks had an incentive to manipulate the rate, it would be impossible for them to do so—and pointless for them to even try—because of the large number of banks whose data shaped the daily rate, and the fact that banks that presented outlying data were excluded from the calculation.
That turned out to be wrong. By 2010, U.S. investigators had started turning up evidence of a widespread and long-standing scheme by traders and brokers at multiple banks around the world to manipulate Libor to benefit their trading positions. Today, four financial institutions have paid about $2.7 billion to settle U.S. and British rate-rigging allegations. Seven former traders and brokers have been charged with fraud-related crimes in the U.S. and U.K.
The intensifying foreign-exchange probe brings to at least five the number of rates and benchmarks that are being investigated world-wide for potential manipulation. In addition to Libor, European and other officials are investigating potential rigging of the euro interbank offered rate, or Euribor, as well as other similar rates in other jurisdictions. The Platts oil benchmark is facing scrutiny from European Union authorities for possible rigging. And in the U.S., the Commodity Futures Trading Commission is investigating the so-called Isdafix swaps benchmark.
—John Letzing contributed to this article.
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