Understanding expert practices in order to control expert activities: The case of trading

Rémi Jardat (), Jérôme Méric () and Flora Sfez ()
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Rémi Jardat: IRG - Institut de Recherche en Gestion - UPEM - Université Paris-Est Marne-la-Vallée - UPEC UP12 - Université Paris-Est Créteil Val-de-Marne - Paris 12
Jérôme Méric: CEREGE [Poitiers, La Rochelle] - Centre de recherche en gestion [EA 1722] - UP - Université de Poitiers = University of Poitiers - ULR - La Rochelle Université
Flora Sfez: CEREGE [Poitiers, La Rochelle] - Centre de recherche en gestion [EA 1722] - UP - Université de Poitiers = University of Poitiers - ULR - La Rochelle Université

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Abstract: Experts are important actors of organizational control. Nevertheless, experience suggests that they must be controlled as well. This is particularly the case for traders in financial institutions. We first identify the limits of traditional control patterns when the managing the activities of experts is at stake. Hyperspecialization, which is the ability to act within different logics and multiple time horizons, suggests that multidimensional representations of these activities be adopted and made explicit, which has the potential to prevent such activities from turning problematic. By examining bank risks and conducting additional interviews with actors from bank trading services, we recommend that multiple components of complexity be preserved when dealing with expert-related operational risks, instead of reducing this complexity to a single concept. Such an approach implies to turn back expertise against itself.

Keywords: expert; control; praxis; trading; bank (search for similar items in EconPapers)
Date: 2018
Note: View the original document on HAL open archive server: https://hal.science/hal-01692242v1
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Published in Canadian Journal of Administrative Sciences - Revue Canadienne des Sciences de l'Administration, 2018, 35 (349– 360), ⟨10.1002/CJAS.1463⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01692242

DOI: 10.1002/CJAS.1463

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