Welcome to the exciting world of compliance, nothing is the same every day!
I would say you should start by reading your banks last 2 exam reports and the last 2 audit reports. This will tell you where the weak spots were and you can make sure all findings have been addressed and corrected.
Next would be to review the risk assessments that your bank has in place - BSA/AML, CIP, An overall Compliance Risk Assessment. These will indicate where the higher risks are and hence, where you should concentrate at first.
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My opinions are just that, and might be worth what you paid for them.