Bank analysis and valuation in the current crisis introductory

Adkins Matchett & Toy

Course

In Banbury

Price on request

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Description

  • Type

    Course

  • Level

    Beginner

  • Location

    Banbury

  • Class hours

    1h

This course focuses on the topical areas of difference between traditional commercial banking and modern investment banking and on the impact of the credit crisis on banks valuation. Securitization. Credit derivatives. Funding and liquidity. Credit crisis and state intervention. Impact on valuation

Facilities

Location

Start date

Banbury (Oxfordshire)
Linden House, 55 South Bar, OX16 9AB

Start date

On request

About this course

None

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Course programme

This course focuses on the topical areas of difference between traditional commercial banking and modern investment banking and on the impact of the credit crisis on banks valuation.
  • Securitization
  • Credit derivatives
  • Funding and liquidity
  • Credit crisis and state intervention
  • Impact on valuation
Securitisation
  • Shifting credit risk off balance sheet
  • Funding benefit, servicing fees and regulatory benefits
  • Credit enhancements
  • Bringing SPEs back onto the balance sheet when things went wrong
  • Impact on valuation
  • Structured finance: second layer securitisations
  • Types of vehicles: conduits, SIVs, CDOs, CDOs squared
  • Banks'' retained exposures and write downs so far
  • Impact on valuation
Credit derivatives
  • Expansion of CDS
  • Benefits and potential increase in systemic risk
  • Underlying credit risk and counterparty credit risk
Funding and liquidity
  • Understanding the bank''s funding structure
  • Measuring liquidity risk
  • Increasing reliance on wholesale funding
  • Increasing reliance of repos as secured funding
  • Reverse repos and prime brokerage
Credit crisis and state intervention
  • Deterioration in the credit cycle
  • Delinquency rates and provisioning levels
  • Leveraged buy-outs exposure
  • Pro-cyclicality of capital requirements and provisions
  • Increasing bank failures
  • Common causes for bank failures
  • Subprime and real estate exposure
  • Liquidity issues
  • Exposure to credit default swaps and counterparty risk
  • Excessive leverage
  • Shape of state bailout / intervention in the banking sector
  • Acquisition of troubled assets
  • Easing of monetary policy
  • Increased depositors protection
  • Direct recapitalisation
  • pected regulatory tightening
Impact on valuation
  • So: how much are banks worth now?
  • Net tangible equity after sub-prime related write-downs
  • Sustainable earnings
  • Impact of the downturn in the normal credit cycle
  • Reverting to long-term profitability from the current crisis

See related categories

Bank analysis and valuation in the current crisis introductory

Price on request

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