This sort of stuff was the substance of her correspondence; of far more interest, in many ways, was the human detail she added to her narrative. She could have been the Jane Austen of France, had her life developed differently. She had an instinctive understanding of the human dramas she witnessed. The rivalry of one officer with another; the ambitions of a third; the causes of another's vulgar behaviour. Money worries, thwarted desires for promotion, political aspirations. She saw and chronicled all and her little word sketches stayed with me – perhaps too much – when I later met many of the people who paraded through her letters. General Mercier, though one of the highest-ranking men in the military and a national force in politics, I could never see without remembering her description of him trying to get into his truss every morning. Dollfus the businessman's drive for wealth came (she believed) from the imperatives of a hypochondriac wife whose presence he abhorred. Some dreamed of an aristocratic wife, others had vices so hideous that they were horribly, and potentially profitably, exposed to the threat of blackmail.

Virginie saw it all, and condemned none of it. She sketched out an entire society and passed on such a vivid impression that I read her letters not only for the information they contained but also for pure enjoyment. I later learned that Mr Wilkinson did the same, and made sure they were preserved in their entirety. Where they are now is a mystery, but the Foreign Office throws away nothing. It gives me some comfort to think that, somewhere in the bowels of that grim building, they survive, waiting to be discovered and read anew.

They came to an end after a little over nine months. I was ordered to ensure that she continued in service, but did not. Our arrangement had been honourable on both sides, and I wished it to remain so. Accordingly, I wrote to her on bank letter paper to the effect that her debt was now cancelled, the full sum of the loan having been paid off with interest, and enquiring as to her future intentions. Naturally, the bank would welcome the continued patronage of such a reliable customer.

The reply thanked the bank for its consideration, and said that, after mature reflection, she had decided to close her account. Her finances were now robust, and she no longer needed a loan facility of such a nature. Nonetheless, she remained grateful for its intervention and was pleased that the association had been so mutually profitable.

After that, I never heard from Virginie again.

That was the more cheerful side of my return to London; the less positive aspect was that I was in high disfavour with my employers, who were mightily annoyed at my disappearance. Lending me out for a few days was one thing; having me vanish for the better part of six weeks was quite another, and they saw no reason why they should pay for it. My stock had fallen so far that I was put into internal accounts for nine months, the purgatory of banking, where you sit, hour after hour, day after day, in a vast, gloomy hall, doing nothing but check columns of figures until they dance in your head and you feel like screaming out loud.

Even worse, Wilkinson saw no reason why he should put in a good word for me either, as (he said) he had not intended me to do anything other than go to Paris and come straight back again. It was all my own doing. But at least no one audited the bank before I had paid off the debit created by my loan to Virginie. It occurred to me later that, had they done so, I would have been in quite serious trouble. A brief vision flashed through my mind of standing in the dock, trying to explain to a sceptical jury that I had paid, without any authorisation, five thousand francs of Barings' money to a French prostitute. As a service to my country. Honestly, your honour. No, alas, I had no proof. Unfortunately my associate in France had disappeared, and the Foreign Office claimed not to know me at all.

On the other hand, it did drive home to me that removing sums of money from the most reputable bank in the world was a remarkably easy thing to accomplish. And eventually my gaol sentence in the counting house came to an end and I was restored to favour, although not to the point where I was allowed to go off to France again. Over the next year or so my knowledge of banking increased, as did my level of boredom. I even began to think fondly of cold nights sitting under a bridge over the Rhine, although the image of Lefevre scowling and shouting some sarcastic remark soon brought me back to common sense.

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