Banking Fundamentals
- Why do we need banks?
- Different banking models
Bank Financials
- Composition of a bank's balance sheet
- Composition of a bank's income statement
Key Performance Indicators
- Profitability
- Capital Ratios
- Asset Quality
- Return measures
Banking Risks
- Credit Risk
- Liquidity Risk
- Market Risk
- Operational Risk
- Capital Adequacy Risk
Introduction to the Bank Simulation
- Bank Simulation: Participants work in teams on a bank board simulation. The teams compete for deposits and loans and aim to comply with minimum liquidity and capital requirements and be profitable at the same time.
- Review of the results of the Bank Simulation
Interest rate risk and the impact of low interest rates in the market
Capital requirements Basel III
Liquidity requirements Basel III
The Single Supervisory Mechanism
- The European Banking Union: Single rule book, SSM, SRM and DGS
- Changing balance between ECB and NCAs
- SSM mandate and framework
- Distribution of responsibilities
- Classification criteria: significant vis-à-vis less significant institutions
- Joint supervisory teams
- Supervisory priorities
- Supervisory review and evaluation process (SREP)
- On-site inspections
- Supervisory tools and powers
- Supervisory decisions
