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Bank Financial Analysis and CAMELS Rating Training Course

Equips FI credit, treasury and supervisory staff to analyze banks as counterparties with CAMELS and peer review, then set internal ratings and exposure limits.

CLM · Credit & Lending ManagementAll Levels#2971ClassroomEnglish , Arabic
Duration
5 Days
Download BrochureView Upcoming Dates

Free substitution at any time · 30+ days' notice: full refund minus 10%. Cancellation policy

Course Overview

Bank Financial Analysis and CAMELS Rating is a specialized training course for professionals who must judge the strength of a bank from the outside: correspondent banking teams, treasury staff who set interbank limits, financial institutions credit analysts, investors, rating analysts, and supervisors. Banks are highly leveraged, funded largely by deposits and wholesale markets, and exposed to confidence shocks that ordinary companies rarely face, so the corporate credit toolkit does not transfer directly. This course explains how a bank's balance sheet and income statement are built, where the real risks sit, and which ratios matter most. It then works through the CAMELS framework, the widely used supervisory approach to rating banks, component by component: capital adequacy; asset quality, including nonperforming loans, provisioning and expected credit loss coverage, and concentration; management quality and governance; earnings strength and sustainability; liquidity and funding structure, including the concepts behind the Liquidity Coverage Ratio and Net Stable Funding Ratio; and sensitivity to market risk. Participants will learn to benchmark a bank against its peers, recognize red flags early, and adapt the analysis to Islamic banks, where financing contracts, profit-sharing investment accounts, and Sharia governance change how familiar ratios should be read. The program also examines the links between a bank, its sovereign, and its operating environment, and how to weigh the likelihood of shareholder or government support without overstating it. Through case studies based on published bank financial statements, peer comparison exercises, and rating workshops, participants will turn their analysis into an internal rating, a justified structure of counterparty limits, and a concise financial institutions credit memo. The focus throughout is on analyzing other banks as counterparties, while managing one's own bank's risks and the detail of Basel regulation are covered in separate courses.

Learning Objectives

  • Analyze bank financial statements and explain how they differ from those of corporate borrowers by the end of the course.
  • Calculate and interpret the key ratios used to assess bank capital, asset quality, earnings, and liquidity.
  • Apply the CAMELS framework component by component to form a structured view of a bank's financial strength.
  • Evaluate asset quality through nonperforming loan trends, provisioning and expected credit loss coverage, and concentration risk.
  • Assess funding structure and liquidity, including Liquidity Coverage Ratio and Net Stable Funding Ratio concepts.
  • Judge management quality, governance, and strategy from financial and qualitative evidence.
  • Benchmark banks against relevant peers and identify red flags that signal emerging weakness.
  • Adapt the analysis to Islamic banks and to country, sovereign, and support factors.
  • Convert CAMELS findings into an internal rating and a justified structure of counterparty limits.
  • Prepare a clear, evidence-based financial institutions credit memo for credit committee approval.

Who Should Attend

This course is designed for financial institutions credit analysts, correspondent banking officers, treasury and money market dealers using interbank limits, counterparty risk analysts, trade finance professionals who confirm letters of credit, credit reviewers, investment and fixed income analysts covering bank securities, and rating and research staff responsible for assessing bank strength. It is also suitable for central bank and banking supervision staff, heads of financial institutions and correspondent banking, credit committee members, risk managers, internal auditors, development finance institutions, sovereign wealth and pension fund analysts, and government entities that place deposits with banks, and it benefits most those who must approve or defend bank counterparty limits.

Learning Outcomes

  • By the end of this course, participants will be able to:
  • Explain how bank financial statements differ from those of corporate borrowers.
  • Calculate and interpret the core ratios used to analyze a bank's financial position.
  • Apply each CAMELS component to reach a structured view of bank strength.
  • Assess capital adequacy and the bank's capacity to absorb unexpected losses.
  • Evaluate asset quality, provisioning coverage, and concentration risk.
  • Analyze funding structure, liquidity buffers, and sensitivity to market risk.
  • Benchmark a bank against its peers and recognize early red flags.
  • Adjust the analysis for Islamic banks, country risk, sovereign links, and support assumptions.
  • Assign an internal rating and recommend counterparty limits consistent with that rating.
  • Write a concise, evidence-based financial institutions credit memo that supports credit committee decisions.

Course Outline

Course Outline:

Day 1

Bank Financial Statements and Key Ratios

  • Why banks differ from corporate borrowers
  • Bank balance sheet structure: assets, deposits, wholesale funding, and equity
  • Bank income statement: interest income, fees, costs, and impairment charges
  • Key bank ratios and sources of bank information
  • Practical application: Recasting published bank statements into an analytical format
Day 2

Capital Adequacy and Asset Quality

  • CAMELS as the widely used supervisory rating framework
  • Capital adequacy: capital quality, risk-weighted assets, and leverage
  • Asset quality: nonperforming loans, restructured loans, and write-offs
  • Provisioning, expected credit loss coverage, and concentration at concept level
  • Practical application: Assessing capital and asset quality of a bank
Day 3

Management, Earnings, and Liquidity

  • Management quality, governance, strategy, and risk appetite
  • Earnings: net interest margin, efficiency, returns, and earnings quality
  • Liquidity: funding structure, deposit concentration, and loan-to-deposit ratio
  • Liquidity Coverage Ratio and Net Stable Funding Ratio concepts
  • Practical application: Scoring management, earnings, and liquidity across peers
Day 4

Market Sensitivity, Peers, Islamic and Sovereign Factors

  • Sensitivity to interest rate, foreign exchange, and investment portfolio risk
  • Peer analysis and red flags of deteriorating strength
  • Islamic banks: financing contracts, profit-sharing investment accounts, Sharia governance
  • Country risk, sovereign links, and support assumptions
  • Practical application: Comparing conventional and Islamic banks with Gulf peers
Day 5

Internal Ratings, Counterparty Limits, and FI Credit Memos

  • Turning CAMELS findings into an internal rating
  • Setting counterparty limits by product, tenor, and country
  • Monitoring triggers, limit reviews, and rating actions
  • Structure and content of an FI credit memo
  • Final workshop: Analyze a bank end to end, assign an internal rating, propose counterparty limits, and present an FI credit memo to a mock credit committee.

Upcoming Dates

Selected date

Doha · 10 – 14 Oct 2027 · Classroom

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CityDatesPrice per ParticipantEarly Bird
AccraScheduled
2 – 6 Nov 2026€5,100—
AmmanScheduled
8 – 12 Nov 2026€3,100—
AmsterdamScheduled
9 – 13 Nov 2026€5,400—
BakuScheduled
16 – 20 Nov 2026€4,800—
BangkokScheduled
23 – 27 Nov 2026€6,100€5,490until 2 Nov
BarcelonaScheduled
23 – 27 Nov 2026€5,400€4,860until 2 Nov
BeirutScheduled
29 Nov – 3 Dec 2026€4,000€3,600until 9 Nov
CairoScheduled
6 – 10 Dec 2026€3,300€2,970until 16 Nov
Cape TownScheduled
7 – 11 Dec 2026€5,100€4,590until 16 Nov
DammamScheduled
13 – 17 Dec 2026€4,200€3,780until 23 Nov
DohaScheduled
20 – 24 Dec 2026€4,400€3,960until 30 Nov
DubaiScheduled
27 – 31 Dec 2026€4,400€3,960until 7 Dec
GenevaScheduled
28 Dec 2026 – 1 Jan 2027€6,300€5,670until 7 Dec
IstanbulScheduled
4 – 8 Jan 2027€4,700€4,230until 14 Dec
JeddahScheduled
10 – 14 Jan 2027€4,200€3,780until 21 Dec
KigaliScheduled
11 – 15 Jan 2027€5,100€4,590until 21 Dec
Kuala LumpurScheduled
18 – 22 Jan 2027€4,400€3,960until 28 Dec
LisbonScheduled
25 – 29 Jan 2027€5,400€4,860until 4 Jan
LondonScheduled
25 – 29 Jan 2027€5,600€5,040until 4 Jan
MadinahScheduled
1 – 5 Feb 2027€4,200€3,780until 11 Jan
MadridScheduled
8 – 12 Feb 2027€5,400€4,860until 18 Jan
MakkahScheduled
8 – 12 Feb 2027€4,200€3,780until 18 Jan
ManamaScheduled
15 – 19 Feb 2027€4,700€4,230until 25 Jan
MilanScheduled
22 – 26 Feb 2027€6,000€5,400until 1 Feb
OnlineScheduled
28 Feb – 4 Mar 2027€1,700€1,530until 8 Feb
MuscatScheduled
1 – 5 Mar 2027€5,300€4,770until 8 Feb
ParisScheduled
8 – 12 Mar 2027€5,700€5,130until 15 Feb
RiyadhScheduled
15 – 19 Mar 2027€4,200€3,780until 22 Feb
SalalahScheduled
15 – 19 Mar 2027€5,300€4,770until 22 Feb
AbujaScheduled
22 – 26 Mar 2027€5,100€4,590until 1 Mar
DohaScheduled
10 – 14 Oct 2027€4,400€3,960until 20 Sept

Available in: Istanbul · Dubai · London · Riyadh · Doha · Amsterdam

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