關于金融機構管理類dissertation
12-13, 2012
FINANCIAL INSTITUTIONS MANAGEMENT II
Group Assignment
這種分配是必須要做的是一組最多4人。小組成員可以來自不同的輔導班。總字數限制在4500字以內 - 附錄（包括，例如計算）可以連接，并在字的限制上將不被計算。
這種分配是必須要做的是一組最多4人。小組成員可以來自不同的輔導班。總字數限制在4500字以內 - 附錄（包括，例如計算）可以連接，并在字的限制上將不被計算。
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.400190.com/dissertation_writing/Finance late 2009, with the
situation becoming particularly tense in early 2011.
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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.
提出一個清晰簡明的集資活動負債結構分析投資組合資產配置的銀行（資產結構）項目。在你的分析上解釋清楚，銀行的資產負債結構的主要區別以及由于資產和負債結構的引起的潛在風險。
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%)
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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#分頁標題#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#分頁標題#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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