A financial services organization's CEO requests that the internal audit function carry out fraud scenario...

Comprehensive and Detailed Explanation:

Brainstorming (C) is a structured group technique that encourages creative idea-sharing and motivates participation. It is particularly useful when identifying fraud scenarios because it allows auditors, managers, and subject matter experts to discuss possible methods of fraud and risks in the payment process.

A fraud risk matrix (A) is useful later for prioritization but does not generate ideas.

Benchmarking (B) compares practices with industry peers, not internal fraud risks.

Walkthroughs (D) help auditors understand processes but are not idea-generation tools.

Therefore, brainstorming is the most suitable approach to identify fraud scenarios in supplier payments, aligning with best practices in fraud risk assessment.