Overview
Course code:
Undergrad: ACCT-GB 6025
Grad: ACCT-GB-3321
Co-taught with Professor Stephen Ryan
This course analyzes financial statements of financial institutions from the perspective of investors, bankers, and consultants. It provides a framework to identify, understand, and analyze key performance metrics of banks.
Takeaways
- Unique aspects of their business model
- Overview of the key assets and liabilities
- Overview of key revenue and expense items
- Key accounting standards and their impact on financial statements
- Key performance metrics and drivers of ROE and price-to-book ratios
Prerequisites
Core course in Financial Accounting
Materials
We will not require a textbook. We will distribute materials in class. We will go through several financial statements in class. Some of the key companies are listed below:
- Wells Fargo
- Bank of America
- Citigroup
- Silicon Valley Bank
Exams and Grading
There are no in-class quizzes or midterms. There is a final exam.
- Please read about the penalty for missing classes above.
- Assignments: 50%. They will be due at the beginning of each class except the first class.
- Final exam: 50%
Assignments
- Machine-graded spreadsheet-based Almaris assignments: The link is on Brightspace
- Assignments to be turned in on paper: Brightspace
Penalty for missing classes and unapproved use of devices in class
Paper and pencil
Please bring paper and pen/pencil to take notes in class.
Unapproved device usage
Most of us are now addicted to devices, which impedes learning. You are allowed to use devices only when I ask you to use your computer in class. Otherwise, ALL device use is strictly prohibited, unless you have a qualified disability which allows you to use devices in class. Students using devices when not approved will be asked to leave the classroom. Each time you are asked to leave the class, you will be marked absent. This is very painful, awkward, and disruptive, and I hope I never have to do this, but I will not hesitate to enforce this policy.
Reasons for requiring attendance
Attendance is required for several reasons. First, you incorrectly assume you can catch up on a missed class by watching a recording (if available). Videos do not engage your brain as much as a live class. Second, less than 20% of you watch the recording (if available). You are then lost in class, which provides the wrong signals to me as an instructor. Third, your absence hurts class discussions. Fourth, you miss out on feedback if you do not work through the questions I pose in class. Fifth, I lose the feedback since there are fewer questions.
Attendance policy enforced after the add/drop period
The attendance policy below will be in effect only after the add/drop period.
Attendance sheet
After entering the class, please mark yourself present on the OneDrive sheet within the first 20 minutes (link posted on Brightspace after the add/drop period). You will be marked absent if you are more than 20 minutes late, unless it is due to factors beyond your control (traffic, subway delays, or interviews running late). You will also be marked absent if you leave the class early unless you have my permission or get it afterward. You will get an F in the course if you are caught cheating on the attendance sheet.
Mark yourself excused on the attendance sheet for excused absences
Without mandatory attendance, attendance is often below 50%. Therefore, though I dislike doing this, I penalize absences. If you anticipate being absent for good reasons, please email me well in advance. Please enter Excused on the attendance sheet described below to avoid the penalty if approved. You must update it; I will not mark you excused. If you miss a class due to emergencies and cannot tell me in advance, do not panic. Take care of the emergency first, and then email me. I will permit you to change the Absent to Excused. But if you miss a class without a valid reason, there is a penalty, as stated below.
Penalty for missing classes
For sections meeting in 150-190 minute sessions, you will lose one grade (A to A-, A- to B+, B+ to B, B to B-, and so on) for EVERY missed session unless you were explicitly excused via email. Thus, if you miss two class sessions, you will lose two grades, and so on.
For sections meeting in 75-80 minute sessions, you will lose one grade (A to A-, A- to B+, B+ to B, B to B-, and so on) for EVERY TWO missed sessions unless you were explicitly excused via email. Thus, if you miss four class sessions, you will lose two grades, and so on.
Seating and name tags
Please sit in the same seat in every class and display your name tags. For Zoom classes, you must keep your video on AT ALL TIMES. You must also have a good working headset or mic, as it is extremely rude to be inaudible and force me to ask you to repeat yourself.
NYU Stern Policies
Please read the NYU Stern Policies for this course.
Administrative and System Requirements
Videotaping
Classes are normally not videotaped, except for EMBA classes. If the class is videotaped, the link is posted to Brightspace by NYU Stern IT within a day.
Registered Students Only
Only registered students can attend classes. I cannot override this NYU Stern rule. We do not allow unregistered students to "audit" a class.
Albert and NYU Brightspace
You must be in Albert and NYU Brightspace before starting the first class. If you register late, there might be a delay of a day before you appear in these systems. If you cannot access these systems after a day, please contact the relevant REGISTRAR. I cannot add you to these systems regardless of what someone in IT tells you.
Computer Requirements
You need to bring a computer to every class. If you have any technical questions, please contact Stern IT at (212-998-0180) or servicedesk@stern.nyu.edu, or NYU IT at +1 (212) 998-3333 or askit@nyu.edu. I cannot help you with your computer issues.
Excel 365 Desktop Version Required
The desktop version of Excel 365 is required. Excel Online and Google Sheets are NOT OK. Read this page regarding Excel 365 Desktop access for NYU students.
Help and Office
-
Instructors
- Dan Gode: dgode@stern.nyu.edu, 212-998-0021, Office: KMC 10-86.
- Stephen Ryan: sr1@stern.nyu.edu, 212-998-0020, Office: KMC 10-73
- Teaching assistant: Please check NYU Brightspace
Topics
Topic 1: An introduction to banks
Core functions of a bank
- Financial intermediation between depositors and borrowers: How banks use leverage to boost ROE
- Transaction services
Unique aspects of a bank's business model
- Why the metrics used for non-financial businesses do not apply
- A balance-sheet-based financial institution business versus an income-statement-based industrial business
Topic 2: Simple transactions for a bank
- Raise equity from shareholders
- Borrow money from financial markets by issuing bonds
- Attract deposits from retail and corporate customers
- Lend money to borrowers
- Earn interest income on loans to borrowers
- Charge fees to borrowers
- Incur interest expense on deposits
- Charge fees to depositors
- Earn interest income on cash
- Incur interest expense on borrowings from financial markets
- Incur operating costs
- Collect part of the money lent to borrowers
- Depositors withdraw cash
- Repay part of the amount borrowed from financial markets
- Buy back shares
- Pay dividends
Topic 3: Building simple models for a bank and valuation metrics
Unconstrained equity models
- Deposit drivers and deposit-constrained models
- Loan drivers and loan-constrained models
Constrained equity models
- Why are banks required to have equity
- How leverage and the interest rate difference between deposits and loans boost ROE and risk
- How liquidity lowers ROE and risk
Topic 4: Key valuation metrics
- Dividend discount model
- Dividend yield
- Price-to-book ratio
- Price-to-earnings ratio
Topic 5: Interest-bearing assets and liabilities
Amortization tables
- Cash flows versus accruals
- Building amortization tables efficiently
- Par, premium, and discount bonds
Amortized costs versus fair values
- Amortized costs
- Fair values
- Mark-to-market accounting
Topic 6: Interest rate and exchange rate risks
Interest rate risk
- Duration
- Convexity
- Forward rates
- Leverage-adjusted duration gap
Inflation and exchange rates
- Interest rate parity
Topic 7: Credit risk
Balance sheet classification
- Contra-assets: Allowances for loan losses
- Liabilities: Allowance for unfunded lending commitments and loan guarantees
Credit loss measurements
- Incurred losses versus current expected credit loss (CECL) models
- Undiscounted versus discounted CECL models
Topic 8: Debt securities
Debt securities
- Trading securities
- Available-for-sale securities
- Held-to-maturity securities
Topic 9: Balance sheets of Wells Fargo and Silicon Valley Bank
Key assets
- Assets held for liquidity
- Trading account assets
- Interest-earning assets: Available for sale securities, Held-to-maturity securities, Whole loans
- Loan loss reserves
- Deferred tax assets
- Intangible assets and goodwill
Key liabilities
- Deposits
- Debt
- Guarantees
- Employee liabilities
- Deferred tax liabilities
Key equity accounts
- Paid-in capital
- Retained earnings
- Accumulated other comprehensive income
Topic 10: Flow statements of Wells Fargo and Silicon Valley Bank
Income statements
- Interest income
- Fee income and trading gains (losses)
- Interest expense
- Operating expenses
- Bad debt expense
- Tax expense
Other comprehensive income
- Unrealized gains and losses on available-for-sale securities
- Unrealized gains and losses on cash flow hedges securities
- Cumulative translation adjustments
- Pension and OPEB items
Cash flow statements
- Ambiguity of cash flow classifications
- Operating items
- Investing items
- Financing items
Topic 11: Key metrics for Wells Fargo and Silicon Valley Bank
Balance sheet metrics
- Capital adequacy: Tier I, II, and III capital ratio
- Liquidity
- Adequacy of loan loss reserves
- Matching of asset and liability durations
Income statement metrics
- Interest yield rate
- Interest expense rate
- Net interest margin
- Provision for bad debts expense ratio
- Efficiency ratio (aka expense ratio)
ROI and valuation metrics
- ROA and ROE
- Payout ratios
- Price-to-book ratio
- Price-to-forward earnings ratio
Topic 12: Structured transactions and off-balance-sheet financing
Special purpose entities
- Voting interest entities versus variable interest entities
- Separation from the parent
Securitization
- Off-balance-sheet financing and capital adequacy
- Bankruptcy remoteness
- Conditions for sale accounting
Derivatives
- Fair value hedges versus cash flow hedges
- Interest rate swaps, forwards and futures, credit default swaps