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This is the link https://www.citigroup.com/citi/investor/data/q2104c.pdf?ieNocache=266 Citigroup (link its most recent 10-k) is one of the largest global US banking corporations and is considered a Systemically

This is the link https://www.citigroup.com/citi/investor/data/q2104c.pdf?ieNocache=266

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Citigroup (link its most recent 10-k) is one of the largest global US banking corporations and is considered a Systemically Important Financial Institution (SIFI), so it is subject to additional regulatory constraints. Page 65 of the 10-k has a linked index to the topics below. 1. As a SIFI, Citibank is subject to the Liquidity Coverage Ratio (LCR) that requires it to maintain High Quality Liquid Assets to meet at least 30 days of average withdrawals. What are the major components of its HOLA, and well do they meet the LCR (provide the data on the coverage here)? [See the section on liquidity risk and HQLA.] O 2. Interest rate risk. Citi evaluates the risk of interest rate changes and its impact on Accumulated other Comprehensive income (AOCI) under several scenarios, including what it calls non-parallel movements (meaning there may not be an equivalent change in rates along the yield curve). Summarize the impact on AOCI under each of their 5 scenarios. What can you conclude? [Section on Market Risk, p. 100] 3. Summarize the changes in Citi's net interest margin % over the past 3 years, and include in your discussion a breakdown of changes in its interest revenues and interest expense over this period. [See page 104]

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