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Show as appendix your regression analysis output tables You do not need to consider other costs or expenses in your above report So you need

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Show as appendix your regression analysis output tables You do not need to consider other costs or expenses in your above report So you need to identify and calculate the following and present to your manager for the report. Net exposure and risk exposure identication Loss I Gain estimation under no hedging Selection of futures and determination of number of contract Hedge ratio analysis Screen captures required; Good use of subheading The data are provided to you by your staff, you are required to study the data and they are the FX rate of Spot GBPUSD, USDJPY, USDSGD, and the future prices and the contract size. You need to study the FX rate and see how you should prepare the data for analysis. Question 1a Your bank has British assets of GBP18,000,000 and British liabilities of GBP10,000,000. The expected PX rate in indirect quote will be 0.90 in the future. Question 1b Your bank has Japanese assets of IPY10,000,000 and Japanese liabilities of JPY13,000,000. The expected PX rate in direct quote will be 0.00934 in the future. Question 1c Your bank has Singaporean assets of SGD10,000,000 and Singaporean liabilities of SGD13,000,000. The expected PX rate in direct quote will be 0.8 in the future. Question 2 [10%] Evaluate the performance of a commercial bank assigned to your group and conduct a comprehensive research on this bank by referring to the annual reports, news, reports provided by other financial institutions, and other online resources. Your analysis should be based on the CAMELS ratings. Write a short report (within 2400 words for the whole report] on that commercial bank by providing discussions for each of the six items, including: C Capital adequacy, A Asset quality, M Management, E Earnings, L Liquidity and S Sensitivity to market risk. Compare with the peers and then assign a score to each of the six items. Provide evidence to support your arguments and explain how you assign the score for each component. The report should include a brief introduction (within 200 words) of the bank and its overall performance (within 200 words) as conclusion based on your analysis

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