Banking Risk 2

JP MORGAN BANK IS SELECT
To answer the questions below, you must choose one Global Systemically Important Financial Institution to provide examples. When answering both questions, you are required to demonstrate how the risks within each question interact.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. 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 your chosen bank’s operational risk management performance within 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)