A case study interview will (most likely) be commercial in nature. E.g.: you will be given a pack of documents to analyse about whether a company should pursue a certain acquisition or raise finance by a certain means, etc. Then you'll be asked to make a presentation on your findings, which will be followed by an interview on the same.
A scenario-based interview will most likely involve situational questions. E.g.: "Your colleague is struggling to finish a task that is due for an important transaction . . . but you are quite busy yourself . . . what would you do in this case?" - these types of questions.