Case Study of Bank One free essay sample

The report is expected to be between 10 to 15 pages excluding table of content, introduction and appendix. The content includes two parts: A. 1 Page summary of the case Summary significantly longer than 1 page will lead to grade reduction. B. One of the following question set Group 1, 3, 5, 7, 9 – Question set 1 Group 2, 4, 6, 8, 10 – Question set 2 QUESTION SET 1 If Banc One wanted to manage its interest rate exposure without using swaps, what could it do? Specifically, how could it move from being asset-sensitive to either neutral or mildly liability-sensitive without using swaps? What are the pros and cons of using swaps vs. these other means of adjusting the banks interest rate sensitivity? What impact do they have on the banks interest rate sensitivity, liquidity, accounting ratios, and capital ratios? QUESTION SET 2 What is the structure of asset and liability of Banc One and its implication for interest rate risk? What is the role of ALCO in asset and liability management process? Discuss the dilemma that Banc One’s management faced in dealing with the bank’s falling stock price. We will write a custom essay sample on Case Study of Bank One or any similar topic specifically for you Do Not WasteYour Time HIRE WRITER Only 13.90 / page What are the possible solutions to solve their problem presented in the Case? What is your opinion about these solutions? 3. AUTHENTICATION Please honor the academic integrity code by ensuring the authentication of the work. Failure to do so will lead to significant reduction of your grade. 4. PEER ASSESSMENT There will be a peer assessment for the project. Each member will fill out an assessment for yourself and other members in your group. Your grade will be calculated = 80% project grade + 20% peer assessment + bonus (if eligible) Please see email for direction to receive bonus on the project.