Scenario 4.1

You are part of a risk management SG team, which comprises 4 to 5 members, in IIT Bank, a global bank headquartered in the United States. IIT Bank plans to apply for a full banking license to operate in Singapore.

(assess) elaborate in details the treasury risk measurement methods that are liquidity gap analysis and stress testing risk measurement methods and how it is applied for the IIT bank scenario based on the personal deposit accounts and business deposits accounts in personal banking and Corporate & Small Medium Enterprise (SME) Banking(2 pages).