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This assignment is to be done in a group of maximum 4 people. Group members can be from different tutorial classes. The word limit is 4500 words in total – appendix (including, for example calculations) can be attached and will not be counted in the word https://www.51lunwen.org/businessenglish/ limit. Due date is Friday, 1June at 4pm, to be submitted into the assignment box in the Professions Undergraduate Hub, on the ground floor, 10 Pulteney Street. Penalties of 5 % will apply for every day late.
In order to understand the impact of financial crisis on bank performance and risk management, as banking analysts you and your team are required to undertake the following projects using 2 banks : one Australian bank and one bank from a country in the Eurozone.
You have to determine the banks and appropriate periods of analysis to capture the impact of the financial crisis, especially the European debt crisis that developed from late 2009, with the situation becoming particularly tense in early 2011.

The information required (financial reports, market and industry analysis etc.) can be downloaded from the banks’ websites and other sources. You must include important financial statements and information that validate your analysis in an appendix.

课程1：性能表现分析（总分60%）

Project I: Performance Analysis (Total Mark: 60%)
The main objective of this project is to undertake an in-depth analysis of performance of the banks using their financial reports.
a. Present a clear and concise analysis on capital raising activities (liability structure) and portfolio asset allocation (asset structure) of the banks. In your analysis, you have to clearly explain the major differences of the asset and liability structure of the banks as well as potential risk exposure due to the asset and liability structure.
How do you think the European debt crisis affects the asset and liability structure of the banks?
(Mark: 30%)
2
b. Critically analyse performance of the banks and discuss how the European debt crisis affects the performance of the banks.
In undertaking the performance analysis, an important framework is the Return on Equity (ROE) decomposition model. This model provides a starting point for decomposing a financial institution’s performance by examining its financial ratios.
In order to obtain a better understanding about the banks’ performances, not only do you need to analyse key performance indicators, but also identify trends in those indicators. You may also need to evaluate the banks’ performances using alternative market performance indicators (share prices, price-to-earnings ratios, credit ratings, etc).

(Mark 30%)

课程2：风险分析（总分40%）

除了性能表现分析之外，您还需要确定和衡量不同类型的银行的风险。在这个阶段当中，你应当注意市场和资产负债表外风险。

Project II: Risk Analysis (Total Mark: 40%)

In addition to the performance analysis, you are also required to identify and measure different types of risk the banks are exposed to. At this stage you are concerned about market and off-balance sheet risks.

市场风险

1. Market Risk

讨论和比较银行与市场风险。您可以使用风险或国际清算银行在衡量市场风险的标准框架，根据所提供的资料进行分析。

Discuss and compare market risk