Instructions on Assessment:
To answer the questions below, you must choose one ‘Global Systemically Important Financial Institution’ to provide examples using their latest Annual and Pillar 3 reports. When answering both questions, you are required to demonstrate how the risks within each question interact.
1) In the context of the most recent international regulatory frameworks, critically evaluate the role of the bank’s asset-liability committees (ALCOs) in measuring and managing interest rate and liquidity risk. To support this, you are required to calculate and interpret appropriate measurement techniques.
2) Using literature and regulatory risk measurement requirements, evaluate your chosen bank’s operational risk management performance within the current challenging banking environment. In response, construct a fraud risk assessment framework using real world and future potential exposure examples.
Assessment structure guidelines are as follows:
· Your assignment can be in the form of a report, but you should not separate all the individual risks.
· Length maximum of 3000 words (with a +/- 10% tolerance level) must be stated.
· Font – Arial 12, the whole document being fully justified.
· Titles and headings should be in bold. Section headings should be numbered, e.g. 3.1.
· Quotations of more than two lines must be indented and in italics with the reference and page number stated. Shorter quotes should be in italics but do not need to be indented.
· Tables and figures should be inserted at an appropriate point in the text and should be easily readable.
· No large tables, except a detailed fraud risk framework.
· If you are attaching any appendices, please keep them to a minimum.
· Referencing must be APA 7th style.
