What documents and/or information should you hold in order to start an investigation?

From the counterparty: the trade confirmation, In-house: the trade confirmation, nostro reconciliation details, the dealing ticket and eventually dealing-system conversation printout

From the counterparty: the dealers name and phone number. In-house: dealer's name as well as the exact time the deal was processed

From the counterparty: the trade confirmation, In-house: the open item list, nostro reconciliation details and the dealing ticket

From counterparty: the balance report and the trade confirmation; In-house: the dealing-system conversation printout