This paper seeks to demonstrate how assessment tasks set in a finance subject contribute to an authentic learning experience. Authentic learning has been shown to help connect students’ classroom learning to the outside world. Linking what students are learning in class to the real world enables them to better understand the problems to be faced when dealing with incomplete information, while also engaging them more fully. In this preliminary study we explore the attributes of an authentic learning experience. The assessment task requires each student to research the topics covered in class in relationship to a country that they have each selected. We show that this particular approach to student assessment fulfils the characteristics required for authentic learning.