This bank analysis and modelling training course covers the key elements of modelling the activities of a commercial bank, including retail banking, consumer lending and credit cards, commercial banking, investment banking and asset / wealth management operations.
Participants will be introduced to the broad regulatory themes and challenges facing the financial services industry and an overview of the banking system the regulatory environment. The course will allow participants to understand the role of credit rating agencies and how the Basel II compliance requirements effect bank regulation, including minimum capital requirements, the supervisory review process and the market discipline elements of Basel II.
The bank analysis and modelling training course will allow participants to calculate risk-weighted assets, tier one and tier two capital and to model a bank income statement using the balance sheet as a driver.
Participants will build an integrated financial statement forecast model, projecting asset and liability balances, interest rates and spreads for key assets and liabilities, using industry best practices.Real-world case studies and financial filings will be used to extract key information. Participants will learn industry-specific forecast methodologies and apply them in a financial model.
Case Study: The participants will use a variety of case studies and exercises during the two days, based on publically quoted and generic companies.
Participants will be required to bring a laptop and a calculator to the course.
Commercial banks and the regulatory framework
a) Pillar I: minimum capital requirements
b) Pillar 2: supervisory review process
c) Pillar 3: market discipline
Case Study I: Participants model risk-weighted assets and tier one and tier capital for a case company
Building a financial institution forecast model
Case Study II: Participants are introduced to the bank forecasting model and review its structure, linking up the balance sheet and income statement
Modelling different banking activities
Case Study III: Participants build out the case company model incorporating the various core activities into the model
Further issue to consider in a bank model
Case Study IV: Participants complete the case company model incorporating a cash flow forecast and various regulatory ratios
Auditing the model and further analysis
Case Study V: Participants build error proofing techniques into the case company model and produce efficiency, operating and financial ratios for the case company
|Training Course||Training Course Summary|
|Bank Valuation||Get an overview of financial statement analysis for banks, including the banking book, financial instruments and the reporting and valuation of derivatives|
|Modelling for Disposals||Be introduced to why corporates divest or restructure their assets|