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This three-day course teaches participants the framework and tools necessary for in-depth analysis of bank credit risk in both developed and emerging markets.
This is a three-day course that provides delegates with a structured framework for the comprehensive analysis of banks' risk profiles. Quantitative and qualitative approaches will be addressed, as well as a consideration of accounting rules and regulations specific to the sector. The course entails a combination of short presentations, discussions, exercises, and case studies.
- Apply a structured framework to analyze banking institutions.
- Identify and interpret key ratios.
- Evaluate a bank from its published financial information.
- Understand the objectives of bank regulations and the calculation of capital adequacy.
- Analyze various elements of regulatory capital, including hybrid securities.
- Detect early warning signals of deteriorating credit quality.
- Investment and commercial bankers
- Credit and equity analysts
- Regulators and central bankers
- Fixed income professionals
- Bond researchers (both buy and sell sides)
- Corporate treasurers
- Correspondent banking officers
- Relationship managers involved in exposures to, or investments in, banks