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BUSI4426

A LEVEL 4 MODULE, SEMESTER TWO PAPER 2020-2021

QUANTITATIVE RESEARCH METHODS FOR BANKING

1.      Discuss the different techniques available to research and econometrically model market concentration, and their advantages and disadvantages.

2.      Explain why it is necessary to undertake stress testing of banks and the methods used by the Federal Reserve in the US.

3.      Give a detailed analysis and the tests involved in SGMM and problems that can arise when constructing a model to examine profitability of banks over time.

4.      Describe the main theories that can be modelled in analysing the loan loss provisioning practices of banks.  Which theories do you believe to be country dependent based on their economic regulations and corporate governance issues.

5.      Critically discuss the one-step and two-step cost efficiency estimation methods and how we can incorporate into the estimation any factors that are outside the control of bank management?

6.      Discuss how the capital structure of banks can affect their current and future business decisions.