What is Advanced Bank Risk Analysis?

Advanced Bank Risk Analysis seminar is a three-day course that provides you with a structured framework for the comprehensive analysis of bank risk profiles in both developed and emerging markets. It builds on Fundamentals of Bank Credit Risk Analysis, although that course is not a prerequisite. , The seminar begins by introducing a quantitative and qualitative analytical framework, and considers the various accounting rules and regulations specific to the sector. The course then dives into the bank operating environment, profitability measures, capital issues, and notching. After examining credit, market, liquidity, and management risks, real bank failures are investigated to uncover insights. The course concludes with a comprehensive exercise that incorporates all topics covered. A combination of short presentations, discussions, exercises, and case studies.

Evaluating Liquidity Risk Course

Q: What skills will you gain by taking this course?

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 capital standards. , Analyze various elements of regulatory capital, including hybrid securities. , Detect early warning signals of deteriorating credit quality.

Q: Who should attend this course?

Investment and commercial bankers, and credit risk management professionals , 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

What is Evaluating Liquidity Risk?

Exposure to liquidity risk was one of the main causes of the credit crisis of 2008 and one of the main issues that still poses a challenge for companies today. This intensive one-day program offers an overview of some of the key problems that companies face when market conditions deteriorate and some of the actions that companies may need to take to protect their liquidity position. It addresses the limitations of traditional liquidity measures like the quick and current ratios and demonstrates a practical framework that can be used to assess a company’s liquidity position and their ability to access sources of liquidity under stress. During the course participants will apply the framework to an illustration case and work on a case study to apply the skills that they have learned.

What skills will you gain by taking this course?

Understand the factors that can change market access and the cost of funding
Identify the limitations in using traditional measures of liquidity, like the current and quick ratios
Applied a structured framework to assess a company’s liquidity position
Identify potential alternative sources of liquidity when market access deteriorates
Use the above to anticipate liquidity issues that may arise

Who should attend this course?

Credit analysts
Ratings advisors
Investment and commercial bankers
Fixed income professionals (both buy and sell sides)
Portfolio/asset/fund managers
Equity analysts
M&A professionals
Banking supervisors
Credit risk professionals
Basel II project managers

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