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GLOBAL BANKING. Bank risk management

The part B is cancelled. Focus on the structure of the assessment Guide. I am attaching you also the 2 annual reports of HSBC which will be the company chosen. For each risk we have to make calculations for example for Interest rate risk we have to use the 3 models: Repricing gap model, maturity model and duration model. For the Repricing model for example I have found that for using the rate sensitive assets and liabilities we can find them on page 300 of the 2019 annual report and find the maturities for one year in order to calculate them. For every model we have to make the calculations put them in excel bucket and use them to discuss the changes in every risk and how it has changed from 2018 to 2019. After we can talk about some management proposals. For all the models we use the book value. For each risk we have to identify THE SOURCES, MEASUREMENT AND MANAGEMENT. For the sources go to literature and see what do they say for sources and then we show the evidence ( bank annual report). So the sources of liquidity risk, interest rate risk and operational risk.For measurement, see how the risk has been measured and then we apply models proposed by the IB(for 2 years). For example (repricing, maturing, duration) and all calculations and assumptions should go to the appendix. Explain in. detail the calculation and report them professionally. Discuss the results, in the main body (Effective cross-referencing)For management, see what they are saying for effective risk management and see the annual report to see what they are actually doing to manage its type of risk.All the assumptions—> Obs items, 5% or 10% and explain why . Please all the calculations made put them in the APPENDIX, it is very important. Im also attaching the lecture slides from the 3 risks used in the coursework. One more detail for the main body as you give the results from the 2 year calculation for each model used for the 3 tips of risk you have to compare the models and also explain how their risk exposure has changed over time. All the figure and calculations in the APPENDIX.