THE GUIDE IS IN THE PDF FILE OF THE EXACT INSTRUCTIONS, THIS IS JUST ALL EXTRA I

THE GUIDE IS IN THE PDF FILE OF THE EXACT INSTRUCTIONS, THIS IS JUST ALL EXTRA INFORMATION TO HELP GUIDE YOU WRITE THE PAPER. This is an exercise in risk analysis of a real world problem. He specifically said to use things we have learned in the class to make my case. Consider using repricing gap analysis, duration gap analysis and VAR to make your case. These topics are almost every topic we have learned in the class. I prefer the ones above to be used but if you need extra things, here are other topics we have learned that you can use if the ones stated above are not enough Computing Returns, Risk Measures, Histogram and Frequency Distribution, Monte Carlo Simulation, Univariate regression, Testing the CAPM, The size and value anomalies, The Fama-French model, Arbitrage pricing model, Interest rate risk faced by the FI, Term structure of interest rates, Repricing model, Maturity model (market value-based), Duration, Duration gap model, Economic interpretation of duration, Immunization using duration, Problems in applying duration. This bank is in trouble because of…. [list risk factors and their impact]. You should look at other banks with similar financials, as well, for comparison. The one page is the summary of the analysis. Supporting Excel or Word docs need to provide proof and details of the report. Yahoo Finance is a better place for balance sheet analysis instead of 10K filing. However, reading the Risk Factors of the 10K filing makes your work a bit easier as the company directly states what they are their risks, both quantitative and qualitative.