Warning Signs & Lessons Learned
Recognising and stress testing vulnerabilities in banks and identifying trigger points which could lead to liquidity and or solvency crisis
In this advanced level workshop we demonstrate a structured approach to evaluate the credit standing of banks in the light of both regulatory and competitive change and lessons learned from the financial crisis.
- Use a structured approach to assess the stand alone financial strength of banks and broker dealers using the CAMELS framework (capital, asset quality, management, earnings, liquidity and sensitivity to market risk)
- Recognize and anticipate the impact of key regulatory changes on business models, strategy and financial strength
- Stress test solvency and liquidity in order to anticipate early warning signals of credit deterioration.