Whenever a program runs within the operating system, there will be data or artefacts created on the system. This condition applies to the malicious software (malware). Although they intend to obscure their presence on the system with anti-forensic techniques, still they have to run on the victim’s system to acquire their objective. Modern malware creates a significant challenge to the digital forensic community since they are being designed to leave limited traces and misdirect the examiner. Therefore, every examiner should consider performing all the forensics approaches such as memory forensic, live-response and Windows file analysis in the related malware incidents to acquire all the potential evidence on a victim’s system. There is a challenge when an examiner only has an option to perform post-mortem forensic approach. It leads to a question: what is a forensic examination and analysis that available to obtain evidence in such incidents? The paper shows how the Prefetching process works on a system, common characteristics and the differences in the Prefetching process related to the various versions of Windows. Thus, the paper shows how the Prefetch files contain the evidentiary value which could answer what, how, where and when the banking Trojan malware infects the system. Finally, the paper shows that forensic examination and analysis of the Prefetch files can find the data remnants of banking Trojan malware incidents.