I've complied a list of books directly focuses on the Barings Bank collapse through the actions taken on the SIMEX floor:
Rogue Trader - Nick Leeson
Going for Broke - Judith Rawnsley
All That Glitters - John Gapper & Nicholas Denton
The Collapse of Barings - Stephen Fay
Barings Lost - Luke Hunt & Karen Heinrich
I haven't read through every book but the most comprehensive is All That Glitters and was cowritten by Nick Denton who is now of Gawker Media fame. Rogue Trader, written by Leeson himself, leaves out some pretty important details such as his forgery charges, etc... which is why it's important to extend reading beyond Leeson's autobiography. Also should be noted that some books were published under different titles in the UK and the US.
*I didn't include the book Barings Bankruptcy and Financial Derivatives by Peter Zhang because it strayed beyond the sole focus on Barings.
**For the record the Ben Mezrich book Ugly American's also makes mention of an encounter with Leeson but I think it's slightly fictionalized like all of Mezrich's book and I regard him as a horrible writer anyways.
