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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 make a financial analysis of a bank
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 Managemen, 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 banking
Caractéristiques particulières
Duration: 4 hours 30 min. Solution to be projected to the students (Powerpoint slides), a Word study file for students and 1 Excel file are provided.
2023
Livraison par lien de téléchargement
21
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.

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