Dr. Andreas Ita

Archegos – Why some banks lost billions

Following the tremors around the default of hedge fund Archegos, some banks suffered enormous losses but others were barely hit. We take a look at why banks like Credit Suisse…

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How fit are you on company valuation?

Valuations play an important role in M&A transactions and the annual testing of goodwill after an acquisition. Particularly for banks, valuations can be challenging. Senior executives and board members should…

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How to update your strategic business plan for the latest COVID-19 developments?

Two months ago, we outlined 4 possible scenarios for the next three years, depending on the further progression of the COVID-19 pandemia (Strategic Planning in uncertain times – A few…

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When an unlikely scenario becomes reality – A few thoughts on the impact of COVID-19 on the future of stress testing

  A year ago, I spoke at the Annual Bank Capital Management Conference on the usefulness of stress tests for ICAAP. If someone had asked me on that warm summer…

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When the regulator grasps the thrust levers – ad-hoc banking regulation in 2020

  Flying an airplane is a delicate task. Under difficult conditions, a pilot has to rely on his experience and intuition, while adhering to a complex set of rules. Applying…

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Strategic Planning in uncertain times – A few suggestions for this year’s planning cycle

Most large firms are in the midst of their annual planning cycle. In light of the uncertainties around COVID-19, strategic planning has perhaps never been more difficult than this year….

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Robin Dutt joins Orbit36 as Managing Partner

Message from Robin and Andreas:
With great pleasure we announce today that Robin Dutt joins Orbit36 as Managing Partner. We worked together for many years as senior managers at UBS…

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AT1 bonds imply that the economic stimulus programs have reduced the risk of a banking crisis

The prices of AT1 bonds allow to infer the probabilities with which CET1 falls below critical thresholds.
Additional Tier 1 (AT1) bonds play an important role in the capital structure…

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Bank share prices imply a significant worsening in CET1 ratios

Implied CET1 ratios suggest significant loss of capital.
Bank stocks have lost between 30% and 50% since their temporary highs in February. With the spreading of COVID-19 in Europe and…

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Six questions I would raise as a board member of a bank these days

The strategic questions a bank management has to address.
1. Liquidity and funding risks?
a. Are there any liquidity movements which require immediate attention?
b. Withdrawals of client deposits due…

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