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Market Risk Discussion:Focus only on the way price risk in the trading portfolios is presented by Citigroup. Citigroup includes a detailed discussion and analysis of
Market Risk Discussion:Focus only on the way price risk in the trading portfolios is presented by Citigroup.
Citigroup includes a detailed discussion and analysis of Market Risk in its trading portfolios in its 10-K report. Compare 2005 and 2018 to answer the below questions.
10-K for 2018:Refer to Portfolio 2018 attachment below to compare
10-K for 2005:Refer to Portfolio 2005 attachment below to compare
Please answer the questions below based on the 2 trading portfolios provided in attachments
- What are the changes in the level of disclosure between 2005 and 2018?
- Has the framework Citigroup uses for measuring Price Risk changed?
- What additional information about their risk management approach have they disclosed in 2018 over that of 2005? Also, Provideat leastthree examples that you consider significant.
- What was done differently in 2018 of Citigroup's price risk management over that of 2005?
Below is 10-K for 2018 Portfolio for 2018
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