Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

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

image text in transcribed
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

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Valuing The Earth, Economics, Ecology, Ethics

Authors: Herman E Daly, Kenneth N Townsend

2nd Edition

0262540681, 9780262540681

More Books

Students also viewed these Economics questions