This is a highly practical and interactive course covering bank stress-testing, analysis and valuation. The course begins with foundation work reviewing the basic bank business model and covering bank accounting and bank regulation under Basel 3. The bank stress-testing, analysis and valuation techniques taught in this course have been used to successfully predict banking stress in Iceland, Ireland and Spain in recent years.
Exercises and workshops emphasise the role of stress-testing banks’ capital and liquidity, dividing banks into those that are more susceptible to bank failure and those that are likely to survive. The appropriate selection of gone-concern and going-concern valuation methods is then deployed to value banks’ equity and credit securities.
Date: 23rd - 24th September 2013
Venue: Manhattan - New York
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