Description
There are 5 questions where you are needed to know Basel iii framework and use of excel as well as what the question is asking. all the details are in the pdf provided. please when doing the work, follow the rubric and criteria marking to ensure the work is being done correctly. The questions would require to show working out. it Is financial maths heavy so please look at the brief before considering to do the work. please do make the report and excel work presentable and in correct format. please do put ALL sources on reference list, even If it is a website. The word count is 2000 words (±10%).
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Criteria
Question 1. Data
collection, structuring
and presentation
Download data for two listed company shares
from FTSE 250 index as required and provide a
summary table in the report
Weight
5%
Question 2. Cost of
liquidation estimation,
explanations and
assumptions
Calculate trading cost of liquidation under
normal market conditions for the portfolio of
two shares, explain the results and discuss
assumptions used.
20%
Question 3.Critical
discussion on liquidity
funding risk and provide
recommendations.
Critical discussion and evaluation of the causes
and impacts of liquidity funding risk. Provide
recommendations to avoid the liquidity funding
risk. Use Examples in discussion.
25%
Question 4.Value-at-Risk Calculate the parametric VaRs for the portfolio
estimation and
as required. Show all steps in Excel and discuss
explanation
results and assumptions in report.
15%
Question 5. Critical
discussion of Basel III
framework
Critical evaluation of the effectiveness of Basel
III requirements with the support of appropriate
journal articles
30%
Question 6.Structure,
writing style and
referencing
Cover page, executive summary, list of
references should be provided as required.
5%
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