What acquisition price, sources and uses, and sponsor economics create a credible transaction case?
Model profile
Bank & FIG Financial Model
Build a full bank financial model from the company's own documents. Upload annual reports, filings, spreadsheets or CSV extracts and the model reads the income statement, balance sheet, capital, consensus and notes into the spreads; then project loans, deposits, margin, costs and credit losses under five cases, test CET1 capital, and value the equity the way FIG bankers do.
Decision scope
Questions this model helps you examine
How do operating projections, cash generation, and debt paydown support the proposed capital structure?
How do exit timing, exit multiples, and downside cases affect sponsor returns and value per share?
Model capabilities
What this model includes
The profile below is generated from the same catalogue and workspace definitions used by the application.
- Reads Excel, CSV, PDF and Word documents into the reported years, company data, consensus, peers, non-recurring items and notes, with a review before anything is applied
- Income statement, balance sheet and cash flow spreads with non-recurring adjustments and adjusted EPS
- Five named forecast cases for loan growth, yields, fees, efficiency ratio, cost of risk and deposits
- A loan book by segment with stage migration, defaults, workout, gross charge-offs and recoveries, and a CECL (lifetime, with reversion) or IFRS 9 allowance
- Deposit products with betas and repricing lags; NII under parallel shocks, ramps and curve twists; cash-flow EVE under the six Basel IRRBB scenarios with prepayments; laddered AOCI and held-to-maturity marks
- Fee and cost builds by line on a budget that does not flex with revenue, preferred dividends, minority interests and tax losses carried forward
- The CET1, Tier 1 and total capital stack with standardised operational and market risk, DTA threshold deductions and Tier 2 amortisation; leverage, LCR on HQLA levels and NSFR
- Dividend discount of total distributions and of excess capital, residual income, justified price / tangible book and peer P / E and P / TBV
- A bank acquisition at any close year with the target's balance sheet, PCD and other credit marks, a consolidated pro forma, TBV dilution and earn-back, EPS accretion and a capital-based IRR
- Case comparison, rate, credit, deposit-run and macroeconomic stress tests with segment sensitivities and nine-quarter measures, a share price tornado and a Monte Carlo
- Peer multiples from public SEC filings at the valuation date, share prices and peer multiples from market data feeds or a peer file, and the cost of equity from public data
- For US banks, the FDIC Call Report with no upload: reported years, quarters, the loan mix and the bank's percentile in a peer group of similar size
- Post-SVB risk: uninsured deposits against contingent liquidity, unrealised securities losses against CET1, and CRE concentration against the supervisory criteria
- A quarterly model on the annual engine with trailing twelve months, beats and misses against quarterly consensus, and the supervisory nine-quarter stress capital buffer
- Bank M&A deal terms: price per target share, premium, a fixed or floating exchange ratio with a collar, ownership and contribution, accretion on consensus, sensitivities and the ability to pay
- Rate and volume analysis of NII, a repricing gap by bucket, and NII and EVE at risk against policy limits
- The holding company against the bank: cash runway, double leverage, bank dividend capacity, AT1 and Tier 2 issuance room, and the community bank leverage ratio
- A working Excel model with live formulas checked against the engine, and a one-page tear sheet to print
Build the case
Inputs and workspaces
- DocumentsUpload annual reports, filings, spreadsheets and CSV extracts; review what was read, then apply it.
- Call ReportFor US banks: the reported years, quarters, loan mix and FDIC peer benchmarks from the bank's Call Report, with no upload.
- Company and valuationCompany and market data, capital, funding, valuation settings, analytics and notes.
- Spreads and casesReported years, non-recurring items, forecast cases, annual drivers, debt, loan segments, deposit products, fee and cost lines, macroeconomic scenarios, peers and consensus.
- Market dataThe share price and 52-week range from a market data provider, peer multiples from public filings, a feed or a peer file, and the cost of equity from public data.
- Excel modelDownload a working Excel model: statements, ratios, capital, the dividend discount and its sensitivity, comps and the football field as live formulas, checked against the engine.
- Tear sheetA one-page summary to print or save as PDF: valuation, financial summary, football field, capital and liquidity, peers and model checks.
Review the result
Outputs and analysis
- Implied share priceDividend discount
- Upside to the share priceDividend discount
- Average implied value per shareMethods in the average
- Excess-capital value per shareAt the CET1 target
- Residual income value per shareBook value plus excess returns
- Justified price / tangible book value per shareFrom RoTE and the cost of equity
- Cost of equityDiscount rate
- Diluted EPS, next yearSelected case
- 20 additional metrics in the workspace
- Financial statements and capitalDetailed schedules
- Ratios, valuation, cases and notesDetailed schedules
Designed for review
Who this model is for
- Private-equity sponsors and corporate development teams
- Investment and financial analysts
- Transaction advisers
- Investment committees and lenders
Governed evidence
The review trail stays with the result.
Each completed calculation preserves the model version, saved inputs, reporting-currency snapshot, immutable run, and result fingerprint used for its reports.
- Version-controlled calculation logic
- Saved assumptions and scenarios
- Immutable calculation runs
- Reporting context preserved in exports
Ready to explore the case?