Report on Aberdeen Asset Management

  Write a risk report on Aberdeen Asset Management Plc for an institutional investor who has £100,000 to invest.     1. You are free to arrange the report in any way you like, however, the first page must contain a title and an executive Summary (no more than 200 words) describing your key findings. (Marks allocated: 10% - no more than 200 words) 6FNCE007W Coursework Page 1 of 3 2. Estimate the Market Risk capital charge under different Basel Accords for the institutional investor if they invested in the company.  use both variance-covariance and historical simulation method to estimate the market risk capital charge (collecting the historical closing price for the company for over the one to four years). You should also compare the results from and pros and cons of the chosen variance-covariance and historical simulation methods. (Marks allocated: 30% - 300 words excluding appendices) 3. There are a range of risks which may affect the company and you should attempt to identify and describe the specific risks. Depending on the firm these may include: credit risk, market risk, liquidity risk, risks to the sector, operational risk' and others.