Advanced Bank Analysis

Analytic Overview: The goal of this section is to recognise when it is necesarry to go beyond traditional ratio analysis for a bank and focuson the risk profile of more complex activities. Lending Activities: The goal of this section is to review the risk profile, accounting and financial analysis of more complex lending exposures, in particular commitments, loans at fair value and credit derivatives. Securities and Derivatives Activities: The goal of this secion is to review the risk profile, accounting and financial analysis of securities and derivatives exposures and the use of models and stress tests to evaluate them. Structured Finance Transactions: The goal of this section is to review the risk profile, accounting and financial analysis of structured finance transactions, used in the trading and investment portfolio, as a funding vehicle or as a vehicle for managing third party assets. Financing Activities: The goal of this section is to review the risk profile, accounting and financial analysis of more complex funding sources, in particular repos, stock lending, client balances and different sources of capital. The section will include an update on Basel III capital and liquidity regulations.