A Damley – Fall 2023 1
F733 Financial Risk Management
Bank Analysis & Presentation: Outline & Requirements
Fall 2023
Purpose of the Project Reports & Presentation
Analyze the capital and risk management disclosure of a publicly traded bank using the course concepts.
Conclude on the safety and strength of the bank.
Group Size: up to 4 students
Report & Presentation due date: Beginning of last lecture
Approach
1) Each group submits a request for a bank from the list below. Banks will be assigned by the
instructor on a first-come first-served basis.
2) Compile at least 7 years of audited financial statements for your bank. Financial information is
available from the bank’s website, regulatory filings (e.g SEC 10-K filings) or the Bloomberg and
Reuters terminals in the Horizons Investment Decision Centre, idc@mcmaster.ca. All students
have access to the trading room and should make use of this valuable access. Remote trading
room access is described in documents available on Avenue.
3) Prepare a report identifying and completing analysis of the bank’s capital and VaR trends and risk
profile, connecting these developments to the evolution of the bank’s business segments. Include
a comparative analysis versus regulatory requirements and 3 peer banks as part of your review.
Bank List
BBVA (BBVA), Bank of Montreal (BMO.TO), HSBC Holdings plc (HSBC), JPMorgan Chase (JPM), Intesa
Sanpaolo S.p.A (ISP.IT), Mitsubishi UFJ Financial Group (MUFG), National Australia Bank (NAB.AX),
Royal Bank of Canada (RY.TO), Societe Generale (GLE.PA), UBS Group (UBS)
Final Report Format & Submission and Group Presentation
Due date: In-class during last lecture
Your report should be well-organized and consist of at least the following sections. Recommended page
length is no more than 10 pages, including appendices (can you do it in less?) Your narrative supporting
the analysis should be well-thought out and succinct. Include a link to the financial statements used in
your analysis. Ensure you have referenced any other external sources used in your report.
Executive Summary
(Brief) Introduction to the Bank
Approach to the Analysis
Analysis
Conclusion / Recommendation
The Analysis section of the report should be the most detailed part of your report. It should include brief
and relevant research of the bank’s business segments, geographic presence and historical profitability
as it pertains to capital and risk. For example, how has the bank’s revenue and asset mix vs its capital
and risk profile evolved? An outstanding report seeks to elicit insight from the research and analysis
completed, not simply present analysis and conclude.
A Damley – Fall 2023 2
This section should present your analysis in a systematic and understandable manner, in turn supporting
your conclusion on the bank’s capital and risk position. Summary tables and graphs embedded in the text
to support the narrative is highly recommended. Attention to grammar and sentence structure is also
important.
Group Presentation Guidelines
All members of the group must be part of the group presentation. Each presentation should be no more
than 15 minutes with 5 minutes for questions (to be confirmed once groups are finalized.)
• Presentation should use PowerPoint or similar presentation software.
• Like the report, the presentation should focus on concluding on the safety and strength of the
bank’s capital position.
• Present the highlights of your research – e.g key findings.
• Have strong opening to state your groups position, present the info, and have a closing that
wraps up the recommendation,
• Should use graphs and similar techniques to present your analysis. PowerPoint slides should be
visual aids - (do not read from the slides word for word),
• Ensure the time guidelines are met.
Please email a copy of the PowerPoint slides for the instructor BEFORE the presentation.
Alicia Damley
damleya@mcmaster.ca