Silicon Valley Bank: Bargain Buy or a Bankrupt?

內容大綱
On March 8, 2023, Silicon Valley Bank (SVB) disclosed its plans to raise USD 1.75 billion to seal a hole in its balance sheet from an unsuccessful sale of a fixed-income portfolio that had reportedly resulted in substantial losses. This unexpected move triggered a massive withdrawal of deposits, especially by technology and venture capital firms. The liquidity problem was expected to leave losses amounting to USD 20 billion. A fund manager intended to examine the level of financial distress in SVB and identify the possibility of recovery. His clients believed that SVB could still be a good buy at the current valuation. The fund manager examined various risks and applied the probability of financial distress model for analysis.
學習目標
After working through this case, students will be able to do the following:<ul><li>Understand the various risks prominent in banks.</li><li>Examine the bank’s operations and financials to identify potential risks. </li><li>Understand the application of the probability of financial distress model to estimate the solvency level of a bank. </li><li>Estimate the possibility of SVB’s bankruptcy using the probability of financial distress model.</li></ul>
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