Understanding of the sources of interest rate risk

Reference no: EM131210882

Interest Rate, Liquidity and Operational Risks Assignment

Instructions on Assessment:

The assessment for this module is by means of an assignment and this assignment accounts for 100% of the overall mark for the module.

Part A:

You have been offered a trainee risk analysts position of a Bank (Standard Chartered Bank or Lloyds Bank or Santander Bank for UK students) ( Hang Seng Bank, Bank of East Asia, Bank of China for Hong Kong Students). In your training period of 12 weeks provided by a consulting company (Lokanan and Sharma LLC) you attended lectures and seminars on the interest rate, liquidity and operational risks affecting the bank.

For your final evaluation, you are required to present a report critically analysing and demonstrating your understanding of the sources, measurement and management of the three risks to your bank.

1. Interest Rate Risk

2. Liquidity Risk

3. Operational Risk

Part B:

Based on the interest rate, liquidity and operational risks identified in Part A, construct a fraud risk assessment framework of three associated risks that your chosen bank is currently exposed to or will be exposed to in the foreseeable future. Pay particular attention to the current regulatory infrastructure in which the bank operates.

Referencing must follow as:

McMath, M. (2015) Liquidity mismatch and maturity transformation: a study on the UK banks, International Journal of Risk and Return, Vol. 11(7), pp. 21-29.

Reference no: EM131210882

Questions Cloud

Describe the iterator interface and explain its advantages : What role do statistics gathered from the database play in query optimization?

Determine the profit or loss for the month : Expense Statement for the month the above facts and determine the profit or loss for the month - Sales price per unit $100, Labor cost per unit sold $16. We are not including any non-cash expenses.

What will happen to domestic interest rates : If the Fed does not do the open market sale, what will happen to domestic interest rates and the money supply? - In which case is the foreign exchange transaction sterilized?

How many sorted runs are produced in the first pass : How many additional merge passes will be required to compute the final result of the projection query? What is the I/O cost of these additional passes?

Understanding of the sources of interest rate risk : FN0366 Interest Rate, Liquidity and Operational Risks Assignment. For your final evaluation, you are required to present a report critically analysing and demonstrating your understanding of the sources, measurement and management of the three risk..

What is consumer surplus : What is consumer surplus? - Using real-world data, what information would you need to measure consumer surplus for a product?

What is producer surplus : What is producer surplus? - Using real-world data, what information would you need to measure producer surplus for a product?

Create a plan to implement a firm strategy and manage : Describe strategic planning techniques used to formulate alternative strategies designed to achieve stated business goals. Create a plan to implement a firm's strategy and manage the change from current operations.

What does the supply of exports curve mean : How can a country's supply and demand curves for a product be used to determine the country's supply-of-exports curve? What does the supply-of-exports curve mean?

Reviews

len1210882

9/17/2016 8:31:39 AM

Total word count 4000 words (with a tolerance level of 10%) which must be stated. Font - Arial 12, whole document being justified on both sides with 1.5 line spacing. Quotations of more than 2 lines must be indented and in italics with the reference and page number stated. Shorter quotations should be in italics but do not need to be indented. Tables and diagrams should be inserted at an appropriate point in the text and should be easily readable in black and white. Too many tables and figures without proper justification/analysis would not be acceptable.

Write a Review

Required(*) Message

User Account

All Pages