Capital Markets Examiner School, Providence, RI

What is a “Capital Markets”

 Sensitivity to Market Risk?

 Liquidity?

 Investment Portfolio?

 Capital?

 Stress Testing?

The Capital Markets Examiner

 Defining Capital Markets…

 “The examination of bank financial risk at the intersection of balance sheet structure and its interaction with exogenous and endogenous market risk sensitivity”.  In this definition, “sensitivity” is considered beyond the “S” sensitivity rating and instead encompasses a broad sensitivity to economic and financial market events and their impact on the balance sheet structure.