关于金融机构管理类dissertation

www.ukthesis.com

12-13, 2012

FINANCIAL INSTITUTIONS MANAGEMENT II

Group Assignment
这种分配是必须要做的是一组最多4人。小组成员可以来自不同的辅导班。总字数限制在4500字以内 - 附录（包括，例如计算）可以连接，并在字的限制上将不被计算。

This assignment is to be done in a group of maximum 4 people. Group members can be from different

tutorial classes. The word limit is 4500 words in total – appendix (including, for example calculations)

can be attached and will not be counted in the word limit. Due date is Friday, 1June at 4pm, to be

submitted into the assignment box in the Professions Undergraduate Hub, on the ground floor, 10

Pulteney Street. Penalties of 5 % will apply for every day late.

In order to understand the impact of financial crisis on bank performance and risk management,

as banking analysts you and your team are required to undertake the following projects using 2

banks : one Australian bank and one bank from a country in the Eurozone.

You have to determine the banks and appropriate periods of analysis to capture the impact of the

financial crisis, especially the European debt crisis that developed from http://www.ukthesis.org/dissertation_writing/Finance late 2009, with the

situation becoming particularly tense in early 2011.

#p#分页标题#e#

The information required (financial reports, market and industry analysis etc.) can be

downloaded from the banks’ websites and other sources. You must include important financial

statements and information that validate your analysis in an appendix.

Project I: Performance Analysis (Total Mark: 60%)

The main objective of this project is to undertake an in-depth analysis of performance of the

banks using their financial reports.

提出一个清晰简明的集资活动负债结构分析投资组合资产配置的银行（资产结构）项目。在你的分析上解释清楚，银行的资产负债结构的主要区别以及由于资产和负债结构的引起的潜在风险。

a. Present a clear and concise analysis on capital raising activities (liability structure) and

portfolio asset allocation (asset structure) of the banks. In your analysis, you have to

clearly explain the major differences of the asset and liability structure of the banks as

well as potential risk exposure due to the asset and liability structure.

How do you think the European debt crisis affects the asset and liability structure of

the banks?

(Mark: 30%)

b. Critically analyse performance of the banks and discuss how the European debt crisis

affects the performance of the banks.

In undertaking the performance analysis, an important framework is the Return on Equity

(ROE) decomposition model. This model provides a starting point for decomposing a#p#分页标题#e#

financial institution’s performance by examining its financial ratios.

In order to obtain a better understanding about the banks’ performances, not only do you

need to analyse key performance indicators, but also identify trends in those indicators.

You may also need to evaluate the banks’ performances using alternative market

performance indicators (share prices, price-to-earnings ratios, credit ratings, etc).

(Mark 30%)

Project II: Risk Analysis (Total Mark: 40%)

In addition to the performance analysis, you are also required to identify and measure different

types of risk the banks are exposed to. At this stage you are concerned about market and off-

balance sheet risks.

1. Market Risk

Discuss and compare market risk exposure of the banks. You may use Value-at Risk and/or the

Bank of International Settlements - Standardised Framework in measuring the market risk

exposure, depending on the available information.

a. Discuss the underlying assumptions and weaknesses of the method(s) used by the banks

in measuring the market risk.

b. Discuss which bank is more exposed to market risk and how the European debt crisis

affects the market risk exposure of the banks

(Mark: 20%)

2. Off-Balance Sheet Risk

You are especially concerned about the growth of off-balance sheet activities in large financial

institutions. Most analysts believe that usage of off-balance sheet activities (especially

derivatives) increases risk in most cases.

a. Explain the types of derivative instruments that are used by each bank and the subsequent#p#分页标题#e#

risk exposures created.

b. Discuss how the European debt crisis affects the use of derivatives of each bank.

(Mark: 20%)

--End of Assignment--

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