Finance in banking
bank-specific finance: capital adequacy and Basel ratios, liquidity and funding, credit risk provisioning, and why a bank's own P&L and balance sheet read unlike any other company.
This block builds sector-specific financial fluency for banking professionals. You will move beyond generic corporate finance and learn how banks actually generate earnings, price risk, and satisfy regulators. The focus is on the mechanics unique to banking: net interest margin, capital adequacy, provisioning, liquidity coverage, and balance sheet structure. You will study the core financial logic applied to lending and deposit-taking institutions, master the calculations and benchmarks analysts and regulators use across US and European markets, and understand the regulatory frameworks and risk categories that shape bank behavior. By the end, you will read a bank's financial statements and supervisory disclosures with the same precision as a credit analyst or regulator, grounded in real worked examples.
What you'll master
- Calculate and interpret core bank metrics such as NIM, ROE, ROA, efficiency ratio, and CET1 ratio using real balance sheet data
- Benchmark a bank's performance and capital position against US and European industry norms
- Identify and explain the main financial risks banks face, including credit, market, liquidity, and interest rate risk
- Apply basic financial due-diligence checks to assess a bank's regulatory compliance and financial soundness
Key terms
Modules
Les fondamentaux financiers propres au secteur bancaire: bilan, capital, liquidité et provisions.
Les calculs, ratios et repères pour lire la performance et valoriser une banque.
Le cadre réglementaire, les types de risques et les vérifications d'un analyste.
Latest articles
Recent articles from the blog that apply to Banking.
- KKR flags AI concentration risk: what the credit binge means for bank NPL ratios nowKKR's warning about overexposure to AI-related borrowing is not just a private credit concern. For bank CFOs managing credit portfolios, it reopens a familiar and uncomfortable set of questions about NPL ratios, coverage adequacy, and whether today's cost of risk accurately prices tomorrow's defaults.
- $800mn at an $8bn floor: what Airtel Money's London IPO demands from an African fintech CFOAirtel Money is preparing to file prospectus documents for what could be one of London's largest listings in recent years, targeting $800mn in proceeds at a valuation of $8bn to $9bn. The preparation required to reach that point tells CFOs more about IPO readiness than any generic checklist.
- Revolut's dual listing play and what it signals for fintech CFOsRevolut is preparing to list simultaneously in New York and London, a structural choice that reveals as much about equity story architecture as it does about exchange selection. For CFOs in high-growth fintech, the decisions behind that choice are worth studying carefully.
- Captive finance arms: how automakers use off-balance-sheet structures and residual value exposure to fund sales volumeAutomakers have spent decades building financial subsidiaries that let them sell cars without the debt appearing to threaten the parent's investment-grade rating. With core CPI again exceeding forecasts in September 2026 and rate-cut expectations fading, the mechanics of that structure, and its hidden risks, deserve a CFO's full attention.
- Forced to list: what the RBI's Tata Sons ruling teaches CFOs about IPO-adjacent financial planningIndia's Reserve Bank has rejected Tata Sons' appeal against mandatory listing, potentially triggering the country's largest-ever IPO. For CFOs managing complex group structures, the case is a rare public window into the financial planning demands that precede any path to public markets.