Description
The Global Systematically important Financial Institution that this essay analyzes is Bank of America.
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)
