E-FAECTOR Bank is considering a strategic move to finance the green energy transition in a European country. However, a debate has emerged between the business and risk departments. The business side wants to make a strong impression on the board and the public by supporting the initiative, while the risk department warns that the bank’s balance sheet is already stretched, leaving little room for additional financing. Recognizing zeb’s expertise in data-driven decision-making, the bank has engaged you to estimate the maximum market share it can achieve without breaching its risk limits. Your task is to assess the debt capacity of energy companies in scope and determine the optimal combination of financial products (bilateral loans, securitizations, bonds, etc.) that will enable the bank to grow its market share while staying within its current risk appetite.
Required: A laptop with a python environment/extension installed
This case will be presented in English and is open for Ba3 and higher.