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Bank Liquidity and Asset Management: The Silicon Valley Bank case

KEDGE-FI-025(GB)
Résumé
In this case, the participants take on the role of a bank with the objective of understanding why certain banks, such as the Silicon Valley Bank (SVB), have experienced collapses. The first step involves analyzing different values and ratios to assess SVB's return and risk. Next, the value of bonds is estimated based on the discounting of future cash flows to understand the impact of rising interest rates. In the third step, various methods are explored for managing deposit outflows. Finally, the lessons from the SVB case are identified. The objective of this case is to comprehend the important aspects of asset and liquidity management for banks during periods of rising interest rates.
Objectifs pédagogiques
- To assess the risks faced by banks
- To develop analytical and synthesis skills
- To learn to collaborate in a team
- To examine the governance and internal controls
Mots-clés
Banks, financial institutions, bonds, risk, capital adequacy ratio, risk weighted assets, collapse, bank run, asset management, liquidity management
Public
The participants concerned are master students who specialize in the field of banking and finance at university, in management school or in engineering school but also people wishing to learn about banking finance and market finance
Secteur d'activité
Central bank
Caractéristiques particulières
- Debriefing PPT : 12 slides
- Word study file for students
- Excel file
2023
Livraison par lien de téléchargement
21 avec 7 page(s) annexe(s)
de 4 à 6 heures (4h30)
65 - Banque
Oui (8 pages) - incluse

Adhérents : 360,00 € HT / Non adhérent : 720,00 € HT
Campus*
* Usage illimité pour un campus sans limite de nombre d'étudiants.