The goal of this section is to establish a structured framework of analysis and use market indicators to give a first view on a credit. 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 Case study / exercise: understanding and applying the purpose payback model and demonstrate the typical borrowing needs and repayment capacity of a commercial bank.

1. Intensive Bank Analysis
A Three day training course in bank Analysis.
Course Objectives
25th - 27th oct 2011,
The overall goal of this intensive three day workshop is to provide participants with
structured approach to analysing the credit risk of banks and the skills to make an
independent assessment of the strengths and weaknesses of a bank.
egypt
Participants will be equipped to:
Ÿ Use a structured approach to the analysis of banks, incorporating the CAMELS
framework within the wider context of the operating environment and support
Ÿ Identify strong & weak performers using a detailed analysis of financial statements
Target Audience
within the context of local and international accounting and business norms
Ÿ Identify financial, qualitative and market early warning signals of credit migration Intermediate level workshop for credit risk
Ÿ Stress test bank capital and ability to withstand credit, market and liquidity risk management, fixed
Ÿ Evaluate strategy and risk management capabilities within the context of the current income, origination and regulatory
and future economic climate and changing competitive, political and regulatory
professionals.
conditions, including Basel III capital and liquidity requirements.
Organised by :
Analytic Overview
The goal of this section is to establish a structured framework of analysis and use
market indicators to give a first view on a credit. 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 T : + 91-80-41241378 F :+ 91-80-4126 3672
Purpose and payback model: a structured approach to credit analysis
Key issues in exposures to banks: exposure profile, seniority, safeguards, pricing C :Zayeem Ahmed
Case study / exercise: understanding and applying the purpose payback model
and demonstrate the typical borrowing needs and repayment capacity of a E-mail trainings@sapienceevents.com
:
commercial bank.
For more details please log on to our website: www.maximevents.in

2. Intensive Bank Analysis
25th - 27th OCT 2011, Egypt
Trainer Profile
Mr BUCAILLE, HEC, Master of Law (Paris); Languages: English, French and German
Mr Bucaille’s career encompasses two distinct streams: Professional Banker and Teacher.
He started his career as an Assistant Professor in Finance at HEC Management School, followed by 4
years with Schneider Electric within the industrial and financial subsidiaries internet audit and financial
controlling teams.
In 1976, he joined CIC Banking Group and held a number of positions including Head of CIC’s Financial
Institutions Group and Corporate Banking Manager. Since 2000, Jean Francois was head of Global Risks
Analytics at Credit Mutuel CIC with coverage responsibility for Developed and Emerging Markets, and
the management and development of junior and senior staff.
Throughout his career he has trained and taught Finance within the financial industry and in an
academic context. He is known for his unique and interactive training style – he is a passionate trainer:
Professor of Finance at HEC and University of Caen – Banks and Corporate ratings etc. and within
industry at the Luxembourg Banking Academy, Germany Banking Academy, Austria Banking Academy.
Course outline
Day 1
INTRODUCTION
Introduction to Bank’s credit risk analysis:
Ø Presentation, course organization
Ø Contents overview
Ø Trainer’s advice and guidelines to credit risk analysis
PART 1: - BANKS BUSINESS PROFILE
Section 1: BUSINESS MODEL EVALUATION
Section 2: MANAGEMENT
Section 3: SIZE & MARKET SHARE
SECTION 1: Business Model Evaluation
Ø Banks business segments and performance identification
EXERCISE 1: Identifying banks business segments (IFRS 8), their long term individual contributions
to a bank’s revenues and operating income after cost of risk.
T : + 91-80-41241378 F : + 91-80-4126 3672 C : Zayeem Ahmed E-mail : trainings@maximevents.in

3. Intensive Bank Analysis
Ø Banks business segments specific profitability and risks assessment
EXERCISE 2:Assess the benchmark bank’s profitability level, volatility and specific segments related risks (credit specific risk and concentration,
refinancing risk, forex risk, other market risks, operational risk, etc..). Relate the benchmark bank to an aggressive or more conservative banking
business model
SECTION 2: Management
Ø What is a bank’s risk culture?
Ø Benchmark bank’s evaluation of its management’s experience, achievement, risk culture, organization and corporate governance
Benchmark bank’s management evaluation
Lessons learned
SECTION 3: SIZE & MARKET SHARE
Ÿ Benchmark bank’s size and market share evaluation
GROUP CONCLUSION ON PART 1:
QUALITATTIVE ASSESSMENT OF THE BENCHMARK BANK’S BUSINESS PROFILE
Day 2
PART 2: REGULATION QUALITY & LEADING MACROECONOMICS INDICATORS
Section 1: REGULATION and SUPERVISION
Section 2: KEY MACROECONOMICS DATA
SECTION 1: REGULATION and SUPERVISION
Ø Central Banking and Supervisory Watch
Focus on supervision objectives, adequate means, experience, quality, independence and
achievement
Quality assessment of the benchmark bank’s regulation authority
Ø BIS Central Banking Forum
Focus on Basel II and Basel III new approach to minimum required capital rules
Benchmark bank’s Tier 1 and Tier 2 calculation examples
T : + 91-80-41241378 F : + 91-80-4126 3672 C : Zayeem Ahmed E-mail : trainings@maximevents.in

4. Intensive Bank Analysis
SECTION 2: KEY MACROECONOMICS DATA
Ø Leading indicators selection and their direct or indirect influence on credit and market risks
Ø Warning signals on macroeconomics deterioration (Market and non market linked)
EXERCISE 3: Risk assessment of the benchmark bank’s country
GROUP CONCLUSION ON PART 2
PART 3: FINANCIAL ANALYSIS (CAMELS)
Section 1: LIQUIDITY TESTING
Section 2: PROFITABILITY ANALYSIS
Section 3: ASSET QUALITY STRESS
Section 4: CAPITAL ADEQUACY
SECTION 1: LIQUIDITY TESTING
Ø Focus on refinancing risk
EXERCISE 4
SECTION 2: PROFITABILITY ANALYSIS
Ø Focus on profitability after cost of risk
EXERCISE 5
SECTION 3: ASSET QUALITY STRESS
Ø Focus on default probabilities and loss given at default assumptions by asset categories
Ø compared to balance sheet impaired assets and NPL calculated ratios
Ø Use of result as a WARNING SIGNAL
EXERCISE 6
Day 2
SECTION 4: CAPITAL ADEQUACY
Ø Focus on the minimum required capital as a function of the bank’s risk profile
EXERCISE 7
PART 4: RECAPITALISATION ISSUES
Ÿ Focus on shareholders and regulator intervention capacities
GROUP FINAL RECOMMENDATION
Ÿ Seminar Evaluation
T : + 91-80-41241378 F : + 91-80-4126 3672 C : Zayeem Ahmed E-mail : trainings@maximevents.in