Bank and Financial Institution Modeling Course (Bank – FIG Modeling) By Matan Feldman – Wall Street Prep

Bank and Financial Institution Modeling Course (Bank – FIG Modeling) By Matan Feldman – Wall Street Prep – Instant Download!

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Description:

Bank and Financial Institution Modeling Course (Bank – FIG Modeling)

Bank analysis differs significantly from that of other industries, necessitating adjustments and unique approaches in valuation methodologies. Wall Street Prep’s Bank Modeling & FIG Modeling course provides comprehensive guidance through a bank’s financial statements, distinct drivers, and regulatory framework.

Through a case study on Valley National Bank, participants will construct a fully integrated financial statement model, residual income (RI) model, and dividend discount model (DDM).

Upon completion, participants will have mastered the construction of fully integrated financial statement models, RI models, and DDMs.

What You Will Learn

Section One: Building a Bank Forecast Model

– Construct an advanced bank forecast model, projecting asset and liability balances, interest rates, and spreads using industry best practices.
– Effectively forecast the loan portfolio, investment securities, and deposits.
– Understand the modeling and forecasting of allowances for loan losses and net charge offs (NCOs).
– Model regulatory constraints and analyze effects on leverage, capital ratios, and profitability.
– Forecast net interest income (NII), asset yields, funding costs, and interest-earning assets (IEA) and liabilities (IBL) with an approach that considers typical disclosure gaps, maintains internal consistency, and avoids common modeling pitfalls.
– Utilize common forecast approaches for non-interest income and expenses such as fees and compensation.
– Identify the most appropriate “plugs” in a bank model to ensure balance and address circular reference issues.

Section Two: Building a Bank Valuation Model

– Utilize results from the forecast model to construct a residual (excess returns) income model.
– Develop an adjusted dividend discount model using industry best practices for banks.
– Analyze the impact of regulatory capital constraints on valuation.
– Establish assumptions about return on equity (ROE), risk-weighted assets (RWA), cost of equity, and minimum capital ratio consistent with a multiple-stage model.
– Compare other valuation approaches such as comps and DCF, and assess the strengths and limitations of each.

Course Samples

– Bank Modeling Course Guide Sample
– Bank Modeling Industry Primer Sample
– Sample Bank Modeling Template

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