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BFC3170 FINANCIAL INTERMEDIATION
创建日期：2024-05-29 17:19:13
所属分类：金融Finance
标签： BFC3170
FINANCIAL INTERMEDIATION

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BFC3170 FINANCIAL INTERMEDIATION

FINAL ASSESSMENT
INSTRUCTIONS
Please read the following instructions carefully before attempting this assessment:
1. Sections: This assessment comprises two sections - A and B. Each section carries equal
marks. You are required to attempt all questions in both sections.
2. Originality of Work: All submitted work must be your own. Plagiarism, or the act of
presenting someone else's work as your own, is strictly prohibited and will result in
severe penalties, which may include failing this course.
3. Use of AI Generators: Utilising generative AI tools for any part of this assessment is
not permitted. The objective of this assessment is to evaluate your individual
understanding and skills, which can only be ascertained through your personal efforts.
4. Academic Integrity and Turnitin: We will be using software such as Turnitin to
uphold academic integrity and to detect any instances of plagiarism. This includes
paraphrasing content from another source without proper citation. Ensure that you
acknowledge all sources used in your responses.
5. Citations: Use of external resources to support your answers are allowed, but all
sources must be cited correctly according to the citation style specified for this course.
6. Time Management: Be sure to allocate your time effectively between both sections to
ensure comprehensive and thoughtful responses to each question.
7. Submission: Complete and submit your assessment on Moodle by the given deadline
4.30PM 7th June 2023.
The purpose of this assessment extends beyond knowledge evaluation - it is designed to foster
critical thinking, problem-solving, and effective communication.

SECTION A.
Battling the Risks: A Case Study of Coastline Bank
John Davis, the CEO of Coastline Bank, gazed out his office window on the 20th floor. The
panoramic view of the city skyline and the harbour was breathtaking, but John had other things
on his mind. The Reserve Bank of Australia (RBA) has been tightening its monetary policy
over the last year in an effort to combat rising inflation. As a result, interest rates have steadily
increased, creating a challenging environment for financial institutions like Coastline Bank.
John knew the bank's risk exposure was a critical concern in this uncertain environment. He
reflected on the bank's current balance sheet (see Exhibit 1).
John pondered the implications of the rising interest rates on the bank's loan portfolio, earnings,
and risk management strategies. John was also concerned about the bank's credit risk, liquidity
risk, and capital adequacy in light of the current environment and the Basel regulatory
framework.
As a part of the final take-home assessment for the unit "Financial Intermediation," students
are asked to analyse Coastline Bank's risk exposure and answer the following questions:
Quantitative Questions:
1. Calculate the One-year cumulative repricing gap as a percentage of assets. (2 marks)
2. Calculate the leverage-adjusted duration gap. (2 marks)
3. Calculate the Liquid assets to total assets ratio. (2 marks)
4. Calculate the Capital to asset ratio. (2 marks)
5. Calculate the Total risk-adjusted assets. (2 marks)
6. Calculate the CET1 ratio. (2 marks)
7. Calculate the Tier 1 capital risk-based ratio. (2 marks)
8. Calculate the Total capital risk-based ratio. (2 marks)
Qualitative Questions:
1. Discuss the potential impact of rising interest rates on Coastline Bank's loan portfolio
and earnings. (5 marks, approximately 200 words)
2. Identify and explain the key strategies Coastline Bank could adopt to manage its interest
rate risk exposure. (5 marks, approximately 200 words)
3. Analyse the credit risk of Coastline Bank's loan portfolio and the potential implications
of a worsening credit environment. (5 marks, approximately 200 words)
4. Evaluate Coastline Bank's liquidity position and recommend strategies to improve its
liquidity risk management. (5 marks, approximately 200 words)
5. Assess Coastline Bank's compliance with the Basel capital adequacy requirements and
suggest ways to enhance its capital position. (5 marks, approximately 200 words)
6. Analyse the role of bank regulation in mitigating risks faced by financial intermediaries
and the potential unintended consequences of such regulation. (9 marks, approximately
250 words)
Total Marks: 50
Exhibit 1.
Balance Sheet of Coastline Bank (in millions AUD) Assets:
The Balance Sheet:
Coastline Bank Balance Sheet (in AUD millions) As of 30 June 2022
Assets:
1. Cash and cash equivalents: 90
2. Short-term treasuries: 100
o Maturity within 3 months: 40
o Maturity within 3-6 months: 60
3. Loans and advances (maturity more than 1 year): 1,200
o Residential mortgages: 800 (Risk weight: 35%)
o Commercial loans: 300 (Rating: BBB+)
o Credit card loans: 50 (Risk weight: 75%)
o Other consumer loans: 50 (Risk weight: 75%)
4. Investment securities: 220
o Government bonds: 170
 Maturity within 1-5 years: 100
 Maturity within 5-10 years: 60
 Maturity beyond 10 years: 10
o Corporate bonds: 50 (Rating: A+)
 Maturity within 1-5 years: 30
 Maturity beyond 5 years: 20
5. Property, plant, and equipment: 40 (Risk weight: 100%)
6. Other fixed assets: 30 (Risk weight: 100%)
Total Assets: 1,680
Liabilities:
1. Deposits: 1,350
o Transaction accounts: 400 (Repriced within one year)
o Savings accounts: 500 (Repriced within one year)
o Two-year Term deposits: 450
2. Short-term borrowings: 100
3. Long-term debt: 180
4. Other liabilities: 20
Total Liabilities: 1,650
Shareholders' Equity:
1. Common stock: 15
2. Retained earnings: 5
3. Tier 2 Capital: 10
Total Shareholders' Equity: 30
Total Liabilities and Shareholders' Equity: 1,680
Exhibit 2.
Coastline Bank durations:
1. Short-term treasuries:
o Maturity within 3 months: Duration 0.25 years
o Maturity within 3-6 months: Duration 0.5 years
2. Loans and advances:
o Residential mortgages: Duration 5 years
o Commercial loans: Duration 4 years
o Credit card loans: Duration 1 year
o Other consumer loans: Duration 2 years
3. Investment securities:
o Government bonds:
 Maturity within 1-5 years: Duration 3 years
 Maturity within 5-10 years: Duration 7 years
 Maturity beyond 10 years: Duration 12 years
o Corporate bonds:
 Maturity within 1-5 years: Duration 3 years
 Maturity beyond 5 years: Duration 8 years
4. Liabilities:
o Transaction accounts: Duration 0.1 years
o Savings accounts: Duration 1.5 years
o Time deposits: Duration 2 years
o Short-term borrowings: Duration 1 year
o Long-term debt: Duration 5 years
o Other liabilities: Duration 1 year

SECTION B.
Details of Task: Synopsis. On 13 July 2012, JP Morgan Chase & Co. (Morgan) announced
earnings for the second quarter, which were considerably below analysts' estimates. The
shortfall was caused by a larger than expected quarterly loss of $4.4 billion from positions held
in the Synthetic Credit Portfolio (SCP) of Morgan's Chief Investment Office (CIO).
CIO. Morgan had a Corporate/Private Equity Group that contained the CIO. The CIO's primary
role was to manage the firm's excess liquidity. Excess liquidity is defined as the difference
between deposits and loans. By the end of 2011, the CIO had invested $350 billion of excess
liquidity. Between 2007 and 2011, the SCP generated approximately $2 billion in net income
for the bank.
1. Explain the background of what led to the huge CIO losses. (5 marks)
2. Why were losses incurred despite hedging? (5 marks)
3. How can abundant liquidity lead to excessive risk-taking? (10 marks)
4. What is Value at Risk (VaR)? Morgan revealed that the bank's VaR model to measure
risk in the SCP was replaced in January 2012. How can a different VaR model increase
the risk of the bank portfolio? (10 marks)
5. What are the Basel III capital requirements? Ironically Morgan's risk increased
following a directive to reduce risk in late 2011 by implementing Basel III capital
requirements. How is that possible? (10 marks)
6. Why is corporate governance important in the management of a bank? Relate your
answer specifically to the case of Morgan's losses in 2012. (5 marks)
7. How can incentives and executive compensation increase the risk-taking appetite of
banks and financial institutions? (5 marks)
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