Assessment Brief – Level Six Undergraduate

Programme: BA (Hons) Finance and Investment Management (Newcastle Cohort)

BA (Hons) Finance and Investment Management (Qatar Cohort)
BA (Hons) Finance and Investment Management (Hong Kong Cohort)
BA (Hons) International Banking and Finance (Newcastle Cohort)
BA (Hons) International Banking and Finance (London Cohort)

Module Code: AF6007/LD6010

Module Title: Banking Risk 2

Distributed on: Week 1

Submission 20th May 2024 12noon (UK Time)- See your blackboard site for submission
Time and Date: requirements

Word Limit: 3,000 words

Weighting This coursework accounts for 100% of the total mark for this module

Submission of All assignments must be submitted to the correct Submission Point that is
Assessment located on the Module site under 'Assessment' using Turnitin.
Electronic Management of Assessment (EMA): Please ensure that you submit
to the correct submission point on Turnitin.
It is your responsibility to ensure that your assignment arrives before the
submission deadline stated above. See the University policy on late
submission of work (the relevant extract is set out below).
Do not email assignments as attachments to the University unless asked to do
so by the programme administrator.

Instructions on Assessment:

To answer the questions below, you must choose one ‘Global Systemically Important Financial
Institution’ to provide examples using their latest Annual and Pillar 3 reports. When answering both
questions, you are required to demonstrate how the risks within each question interact.

1) In the context of the most recent international regulatory frameworks, critically evaluate the
role of the bank's asset-liability committees (ALCOs) in measuring and managing interest
rate and liquidity risk. To support this, you are required to calculate and interpret
appropriate measurement techniques.
(1500 Words, 50 Marks)

2) Using literature and regulatory risk measurement requirements, evaluate your chosen
bank's operational risk management performance within the current challenging banking
environment. In response, construct a fraud risk assessment framework using real world
and future potential exposure examples.
(1500 Words, 50 Marks)

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Assessment Brief – Level Six Undergraduate

Assessment structure guidelines are as follows:

 Your assignment can be in the form of a report, but you should not separate all the
individual risks.
 Length maximum of 3000 words (with a +/- 10% tolerance level) must be stated.
 Font - Arial 12, the whole document being fully justified with 1.5 line spacing.
 Titles and headings should be in bold. Section headings should be numbered, e.g. 3.1.
 Quotations of more than two lines must be indented and in italics with the reference and page
number stated. Shorter quotes should be in italics but do not need to be indented.
 Tables and figures should be inserted at an appropriate point in the text and should be easily
readable.
 No large tables, except a detailed fraud risk framework.
 If you are attaching any appendices, please keep them to a minimum.
 Referencing must be APA 7th style.

ASSESSMENT REGULATIONS

You are advised to read the guidance for students regarding assessment policies. They are
available online here.

Late submission of work

Where coursework is submitted without approval, after the published hand-in deadline, the
following penalties will apply.

For coursework submitted up to 1 working day (24 hours) after the published hand-in deadline
without approval, 10% of the total marks available for the assessment (i.e.100%) shall be
deducted from the assessment mark.

For clarity: a late piece of work that would have scored 65%, 55% or 45% had it been handed in on
time will be awarded 55%, 45% or 35% respectively as 10% of the total available marks will have
been deducted.

The Penalty does not apply to Pass/Fail Modules, i.e. there will be no penalty for late submission if
assessments on Pass/Fail are submitted up to 1 working day (24 hours) after the published hand-
in deadline.

Coursework submitted more than 1 day (24 hours) after the published hand-in deadline without
approval will be marked as zero but will be eligible for referral. The reassessment should where
appropriate, and as determined by the Module Leader, be the same method (e.g. essay) but
maybe with a different task (e.g. different essay title) or with the same task (e.g. the same essay
title) as indicated in the Module handbook.
In modules where there is more than one assessment component, Students are not required to
complete all assessment components if an overall Pass Mark (40% UG, 50% PGT) has been
achieved.

The only permitted exception will be in cases where the University is prevented from doing so by a
PSRB requirement. In the case of PSRB requirements, a variation order will be required from the
regulations.

In modules, where there is more than one assessment component and an overall pass mark has
not been achieved, Students will be eligible for a referral* in the individual failed module and/or not
attempted component(s) of assessment.

These provisions apply to all assessments, including those assessed on a Pass/Fail basis.

The full policy can be found here.

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Assessment Brief – Level Six Undergraduate

Word limits and penalties

If the assignment is within +10% of the stated word limit no penalty will apply.

The word count is to be declared on the front page of your assignment and the assignment cover
sheet. The word count does not include:

The word count is to be declared on the front page of your assignment and the assignment cover
sheet. The word count does not include:

 Title and
 Reference list  Appendices
Contents page  Appropriate
 Quotes from tables, figures
 Glossary  Bibliography interviews and and illustrations
focus groups.

Please note, in text citations [e.g. (Smith, 2023)] and direct secondary quotations [e.g. “dib-dab
nonsense analysis” (Smith, 2023 p.123)] are INCLUDED in the word count.

If this word count is falsified, students are reminded that under ARTA this will be regarded as
academic misconduct.

If the word limit of the full assignment exceeds the +10% limit, 10% of the mark provisionally
awarded to the assignment will be deducted. For example: if the assignment is worth 70 marks but
is above the word limit by more than 10%, a penalty of 7 marks will be imposed, giving a final mark
of 63.

Students must retain an electronic copy of this assignment (including ALL appendices) and
it must be made available within 24hours of them requesting it be submitted.

The full Word Limit Policy is available here.

Academic Misconduct

The Assessment Regulations for Taught Awards (ARTA) contain the Regulations and
procedures applying to cheating, plagiarism and other forms of academic misconduct.

The full policy is available at here

You are advised to use the Plagiarism Checker before the formal submission of your assignment.

Mapping to Programme Goals and Objectives

Programme (Level) Learning Outcomes that this module contributes to:

Knowledge & Understanding:

 Assess knowledge of contemporary professional practice in business and management

informed by theory and research. [LO 1.1]

 Appraise knowledge of business and management to complex problems in professional

practice in order to identify justifiable, sustainable and responsible solutions [LO 1.2]

Intellectual / Professional skills & abilities:

 Critique creative and critical thinking skills that involve independence, understanding,
justification and the ability to challenge the thinking of self and others [LO 2.2]

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Assessment Brief – Level Six Undergraduate

Personal Values Attributes (Global / Cultural awareness, Ethics, Curiosity) (PVA):

 Critique their personal skills and attitudes for progression to post-graduate contexts,
including professional work, entrepreneurship and higher-level study [LO 3.2]

Module Specific Assessment Criteria

You will be expected to demonstrate the following learning outcomes at the end of the module:
Knowledge & Understanding:
 Develop knowledge and understanding of interest rate, liquidity, and operational risks.
[MLO1]
 Critically evaluate and develop an effective fraud assessment framework to prevent the
fraud associated with the banking risk in the banking and finance institutions. [MLO2]
Intellectual / Professional skills & abilities:
 You will develop the quantitative as well as qualitative evaluation while measuring and
managing the interest rate, liquidity and operational risks. [MLO3]
Personal Values Attributes (Global / Cultural awareness, Ethics, Curiosity) (PVA):
 You will become culturally and ethically aware of the impact of risk management systems
on organisational decision-making and their antecedents' effects on the banking and
financial institutions. [MLO4]

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 Assessment Brief – Level Six Undergraduate

Components Completely Weak Adequate Good Very Good Excellent Outstanding

Insufficient 11-20 21-25 26-30 31-35 36-40 41-50
0-10
1. Interest Limited/No Your review of Your review of the Your review of the Your review of the interest Your review of the interest You have produced an
Rate and knowledge of the interest rate interest rate and interest rate and rate and liquidity risk is well rate and liquidity risk is exemplary review of the interest
Liquidity Risk interest rate and and liquidity risk liquidity risk is liquidity risk is researched, covering critically researched with rate and liquidity risk literature,
Management liquidity risk has lacks sufficient restricted to reasonably researched, measurement and insightful arguments providing critical arguments of
been details, mainly background covering most management (ALCO) with covering all traditional how banks address the
demonstrated. You confined to the research and the measurement and rationalised arguments (as theories, measurement and regulations on all aspects of
haven't attempted definitions. lecture content, management (ALCO) well as traditional theory). management (ALCO). You identifying measurement and
to example any Further, you but you have with generally sound From your research, It is have demonstrated further management (ALCO). You have
application or have only mentioned the arguments. Further, clear that you understand understanding via your fully understood how this risk
interpretation. provided a relevant your application the regulations. The application examples, affects your bank via your
limited regulations. examples show a good application examples have which highlight how your quantitative examples and have
application. Further, you have level of understanding. been selected to bank addresses the ascertained areas for
only provided a demonstrate your regulatory requirements. improvement.
limited understanding.
application.
2. Operational Limited/No Your Your examination Your examination of the Your examination of the Your examination of the You have produced an
Risk and knowledge examination of of the operational operational risk is operational risk is well operational risk is critically exemplary examination of the
Fraud Risk operational has the operational risk is restricted to reasonably researched, researched, covering all researched with insightful operational risk literature,
Framework been risk lacks background covering modern-day critical modern-day arguments covering all providing critical arguments of
demonstrated. You sufficient details, research and the measurement and measurement and traditional theory, how banks address the
haven't attempted mainly confined lecture content, management with management issues with measurement and regulations on all aspects of
to example any to the definitions. but you have generally sound rationalised arguments (as management issues. You identifying measurement and
application or Further, you mentioned the arguments. Further, well as appropriate theory). have demonstrated further management issues. You have
provide a fraud risk have only relevant your application From your research, It is understanding via your fully understood how this risk
framework. provided limited regulations. examples show a good clear that you understand application examples. An affects your bank via your
application, and Further, the fraud level of understanding. the regulations. You have excellent approach to quantitative examples and have
the fraud risk risk framework Your fraud risk constructed an effective constructed an effective ascertained areas for
framework is has been applied framework shows you fraud risk assessment fraud risk assessment improvement. An excellent
only a primary correctly but have investigated your framework to mitigate framework to mitigate approach to constructed an
attempt. needs further bank's examples using against potential fraud risks against potential fraud risks effective fraud risk assessment
explanation. relevant for the bank of your choice. for the bank of your choice. framework to mitigate against
media/academic Further you have drawn potential fraud risks for the bank
sources. from broader examples to of your choice. Further you have
compare and contrast. drawn from more
comprehensive examples to
compare and contrast.

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