Intensive Bank Analysis 2010

Time: 3-5 February 2010
Venue: London, United Kingdom

Other dates:

• Time: 17 - 19 March 2010
  Venue: London, United Kingdom
• Time: 9-11 June 2010
  Venue: Frankfurt, Germany

A three-day case study based workshop for credit risk, fixed income, origination and regulatory professionals. An in-depth analytic approach to the credit analysis of both local and international commercial banks.

Participants will be equipped to:

• Use a structured approach to the analysis of banks, incorporating the CAMELS framework within the wider context of the operating environment and support.
• Identify strong & weak performers using a detailed analysis of financial statements within the context of local and international accounting and business norms.
• Identify financial, qualitative and market early warning signals of credit migration.
• Stress test bank capital and ability to withstand credit, market and liquidity risk.

Course Analytic Overview

• Overview of the frameworks and tools of bank analysis: operating environment, financial fundamentals, management, support
• Rating agency approaches: issuer ratings, individual / financial strength and support ratings
• CAMELS (capital, assets, management, earnings, liquidity, sensitivity to market risk)
• Market perspective on credit: equity indicators, credit default swap and bond market indicators
• Purpose and payback model: a structured approach to credit analysis.
• Key issues in exposures to banks: exposure profile, seniority, safeguards, pricing.

Organiser by:

• FitchTraining

For more info http://www.fitchtraining.com/...