The requirements:

To answer the questions below you are required to choose one Global Systemically Important Financial Institution to provide examples.

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. In order to support this you are required to calculate and interpret appropriate measurement techniques.

 (1500 Words, 50 Marks)

2) Using literature and examples, compare and contrast the operational risk management performance of your chosen bank with the dynamic regulatory and banking environment over the last three years. In response, construct a fraud risk assessment framework using these examples and future potential exposures. This framework should acknowledge the current legislative and regulatory infrastructure in which your bank operates.

(1500 Words, 50 Marks)

Assessment structure guidelines are as follows:

  • Length maximum of 3000 words (with a +/- 10% tolerance level) which must be stated.
  • Font – Arial 12, whole document being fully justified with 1.5 line spacing.
  • Titles and headings should be in bold. Section headings should be numbered e.g. 3.1.
  • 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 figures should be inserted at an appropriate point in the text and should be easily readable.
  • If you are attaching any appendices, please keep it to the minimum.
  • Referencing must be APA 6th  style.