Economic Capital Case Study – Method One Our alternate model for calculating Economic Capital comes in a multiple variation. We do a detailed presentation for method one, followed by smaller posts on each variation. Method one use changes in Shareholders equity as reported in publicly
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Econmic Capital Modeling – Using accounting data With the arrival of fair value accounting, mark to market disclosures and Sarbanes Oxley (SOX) the quality of accounting data has improved over the last decade. It is not a perfect proxy for ground realities but it is represents
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Economic Capital Case Study – Banking Sector The best way to illustrate our shortfall economic capital model is to walk through an extended case study. Here is our plan. Let’s take a look at five financial institutions. Goldman Sachs, Citibank, JP Morgan Chase, Wells Fargo
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Economic Capital – a first look Among the many uses of capital one overlooked use is its ability to send signals to regulators, customers and partners. Models and their usage give an indication of the sophistication and maturity of an organization. Using economic capital models
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Starting this week a brand new series on economic capital for the financial services industry. We cut through the smoke and mirrors show around economic capital and investigate alternate approaches for the enterprise that shy away from questionable assumptions. Imagine calculating Enterprise capital without building
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It’s been exactly two years. The last major redesign done for FinanceTrainingCourse.com happened in September 2012 . In June 2012 we took a big leap forward by moving to AWS and completely revamping our site and then did yet another revamp two months later as
In search of a perfect head shot for our author profile picture. Apparently a good head shot makes for above average book sales. When you have packaged a book well with the right content, the right presentation and the right look and a potential buyer picks it up, he or she ultimately turns over to the [...]
Dubai short stopovers – 48 hour food fest tips Over the years I have made a list of must have short stopovers for food that I need to do whenever I make it to Dubai with my better half or a member of close family. Figure 1 PQ – The Belgian organic breakfast place This weekend, the long [...]
ALM for Board and ALCO members – 7 posts in 60 minutes. I have long felt a need a for a high level overview course on Asset Liability Management (ALM) for board members, executive committee and ALCO teams. A course that focuses in equal measure on high level concepts behind Asset Liability Management and basic [...]
NII Earnings, positive and negative gap, asset and liability sensitivity. In our previous post we encountered the curious case of interest rates rising across the board yet witnessing a decline in net interest income (NII) using our NII reporting template. In this post we review the drivers that lead to such a scenario. We [...]