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The $242 Million Software Error

28 pointsby ptrckrynover 14 years ago

10 comments

iwwrover 14 years ago
Whereas, if the 'risk model' had failed for any other reason, there'd have been no consequences. What's to say their model was correct even on paper? Funnily, nobody would have said anything if the mistake had made money. So, caveat emptor!
moxiemk1over 14 years ago
This site is inaccessible on mobile browsers (or at least iPhone)<p>It "helpfully" redirects to the IEEE Spectrum mobile homepage. If you are making a mobile version of a site, <i>please</i> don't redirect blindly. I followed a link, I expect to go there.<p>EDIT: thankfully, the article was recent and a link to the mobile story shows up on the page we get redirected to.
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jplewickeover 14 years ago
According to their SEC filing, the source of the error was that they were using both percentages and decimals in the software, and someone thought that a decimal was a percentage. It's surprising how little your risk model does for you when you multiply it by 0.01.
simonwover 14 years ago
I wonder if it was a formula in an Excel spreadsheet.
smithbitsover 14 years ago
"... an independent consultant with expertise in quantitative investment techniques who will review disclosures and enhance the role of compliance personnel."<p>I assume this is press-release-based and so pretty thin on actual information, but if someone told me they had a $242 million software error and the plan for the future was to "review disclosures" I would not be reassured.
jarekover 14 years ago
$242M? Meh. <a href="http://en.wikipedia.org/wiki/Ariane_5_Flight_501" rel="nofollow">http://en.wikipedia.org/wiki/Ariane_5_Flight_501</a>
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n72over 14 years ago
Guess they shouldn't have written those unit tests.
edw519over 14 years ago
There are no software errors, only programmer errors. The computer did exactly what it was told to do.<p>[Generated by HNCommentGenerator Vers. 2.04 2011-02-11 17:01:44 GMT]
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juiceandjuiceover 14 years ago
While software risks should ideally not be included in part of those risks, investing has some inherent level of risk.<p>Once society finally grasps that, we'll hopefully be better off. Not condoning what these guys did by any means, but caveat emptor for sure.
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machriderover 14 years ago
Speaking of software errors, that link redirects me to the mobile site home (not the article page), so I guess I won't read this story.
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