BFC5280 Institutional Asset and Liability Management

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Reference no: EM132389672

BFC5280 Institutional Asset and Liability Management Assignment - Semester 2, 2019, Monash University, Australia

Course outcomes - Course outcomes associated with this unit are that graduates will:

1. Be critical and creative scholars who:

  • produce innovative solutions to problems
  • apply research skills to business challenges
  • communicate effectively and perceptively

2. Be responsible and effective global citizens who:

  • engage in an internationalised world
  • exhibit cross-cultural competence
  • demonstrate ethical values

3. Have a comprehensive understanding of their discipline and be able to provide discipline-based solutions relevant to the business, professional and public policy communities we serve

4. Demonstrate a mastery of banking and finance and be able to apply theoretical and practical knowledge and skills in banks and business enterprises.

Unit learning outcomes - The learning goals associated with this unit are to:

1. Develop critical skills in understanding, analysing and applying concepts and models such as VAR Model, RAROC Model, Z-score etc. which provide assistance for managing bank's assets and liability risks

2. Develop an understanding of the application of regulatory measures taken by Reserve bank of Australia , APRA and BIS for improvement of risk management in the banking industry

3. Explain the link between theory and real world situation in the areas of market risk, interest rate risks, foreign exchange risks, credit risks, liquidity risks and operation risk faced by banks

4. Develop writing and presentation skills by requiring the submission of group assignments relating to existing practices followed by the banks

5. Develop an ability to work independently by requiring presentation of tutorials answers relating to risk management by the financial institutions

6. Demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered by BFC5280.

Assessment task - Individual assignment report

For the purpose of the assignment, you are the most senior risk officer at Royal Bank of Canada (RBC) and has responsibility for risk assessment and evaluation.

You have been requested by RBC's Board of Directors to submit a comparative risk assessment report in an advisory capacity. The report should cover the strategic risk, interest rate risk, market n an advisory capacity risk, credit risk, credit portfolio risk, liquidity risk and foreign exchange risk. The competitor sample includes Toronto-Dominion Bank (TD), Bank of Nova Scotia (BNS), Bank of Montreal Financial Group (BMO) and Canadian Imperial Bank of Commerce (CIBC). The sample period depends on data coverage in Orbis Bank Focus database available via Monash University Library website. Use financial ratios that can be calculated from publicly available data (in Orbis Bank Focus) for the comparative risk assessment. Utilise lower/upper control limits for each ratio to identify 'red flags' that require management attention. Your report should contain insightful data/trend analyses. The report should conclude with specific recommendations to the Board based on your analyses.

The report must be completed in a proper business format which includes:

  • cover letter or memo,
  • title page including word count,
  • table of contents,
  • executive summary,
  • all references (using the author-date method) in the bibliography, and,
  • all calculations and workings in the appendices.

The report must include a wider bibliography, including recent press and business magazine commentaries and news stories about the topic. This is to ensure that students undertake wide, self-motivated research and reading in completing the report.

Word limit: 2,500 words, excluding the cover letter or memo, title page, table of contents, executive summary, bibliography and all appendices.

Assessment will be based on the following:

1. Depth and quality of research

2. Depth and quality of analysis

3. Application of knowledge

4. Insights and personal creativity

5. Professional report presentation/compliance.

Attachment:- Asset and Liability Management Assignment Files.rar

Reference no: EM132389672

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