FRM Project

The Project is divided into four sections. Each section is dealing with one type of risk. You are required to
do all of the tasks listed.

Project is divided into the following sections:

Section A: Market Risk

Section B: Credit Risk

Section C: Liquidity Risk

Section D: Risk review

Section E: Operations risk (to be selectively released as makeup assignment if time left and is required)

You are reminded that you will end up with an F grade if you cheat or plagiarize or pay for your
assignment. DO not even give the impression of cheating. Do the assignment individually. You may
discuss issues only with fellow students. Students who have been cheating in the quizzes or have a
history of doing so will be taken to disciplinary committee in addition to the F grade.
 Section D Risk review
This exercise involves judging the risk of financial institution from their financial statements.

In this section you are to select any public financial institution and study the credit risk , market risk and
liquidity risk of the institution

Task 1: Open a new word doc and save your file with your name <space>ERP Id<space>subject
initials<space> project _risk_review

Task 2: Select a financial Institution(FI) and put down in its name on the word doc

Task 3 : Obtain financial statement of the FI

Task 4 : Move to the notes section of the financial statements and look up section describing the credit,
liquidity , market and operation risk of the Insitituion (Do Note: change your FI if you’re not able to find
such notes)

Task 5: Take screenshots of these notes and paste it on to your assignment

Task 6: comment on what you understand from reviewing the notes. Start with individual risk
commentary (credit , market, liquidity etc) then move on to an overall commentary on the risk of the
financial institutions ( the commentary should not exceed 2000 words)