商業(yè)銀行經(jīng)營風(fēng)險評價(英文版)-文庫吧在線文庫
【正文】 Bank Assets: Investment securities ? Shortterm investments ? Interestbearing bank balances (deposits due from other banks) ? federal funds sold ? securities purchased under agreement to resell (RPs) ? Treasury bills ? municipal tax warrants ? Longterm investment: notes and bonds ? Treasury securities ? Obligations of federal agencies ? Mortgagebacked, foreign, and corporate 11/69 Bank Assets: Noninterest cash and due from banks ? It consists of ? vault cash, ? deposits held at Federal Reserve Banks ? deposits held at other financial institutions ? cash items in the process of collection ? These assets are held to ? meet customer withdrawal needs ? meet legal reserve requirements ? assist in check clearing and wire transfers ? effect the purchase and sale of Treasury securities 12/69 Bank Assets: Other assets ? Other assets are residual assets of relatively small magnitudes such as ? bankers acceptances ? premises and equipment ? other real estate owned and other smaller amounts 13/69 Bank Liabilities ? The characteristics of various debt instruments differ in terms of ? checkwriting capabilities ? interest paid ? maturity ? whether they carry FDIC insurance ? whether they can be traded in the secondary market. 14/69 Bank liabilities: Deposits ? Demand deposits ? transactions accounts that pay no interest ? Negotiable orders of withdrawal (NOWs) and automatic transfers from savings (ATS) accounts ? pay interest set by each bank without federal restrictions ? Money market deposit accounts (MMDAs) ? pay market rates, but a customer is limited to no more than six checks or automatic transfers each month 15/69 Bank liabilities: Deposits ? Two general time deposits categories exist: ? Time deposits in excess of $100,000, labeled jumbo certificates of deposit (CDs). ? Small CDs, considered core deposits which tend to be stable deposits that are typically not withdrawn over short periods of time. ? Deposits held in foreign offices ? balances issued by a bank subsidiary located outside the . 16/69 Core doposits ? Core deposits are stable deposits that are not highly interest ratesensitive. ? Core deposits are more sensitive to the fees charged, services rendered, and location of the bank. ? Core deposits include: demand deposits, NOW accounts, MMDAs, and small time deposits. 17/69 Borrowings (volatile funds) ? Large, or volatile, borrowings are liabilities that are highly ratesensitive. ? Normally issued in uninsured denominations. ? Their ability to borrow is sensitive to the markets perception of their asset quality. ? Volatile liabilities or noncore liabilities include: ? large CDs (over 100,000) ? deposits in foreign offices ? federal funds purchased ? repurchase agreements ? other borrowings with maturities less than one year 18/69 Capital: Subordinated notes and debentures ? Notes and bonds with maturities in excess of one year. ? Longterm uninsured debt. ? Most meet requirements as bank capital for regulatory purposes. ? Unlike deposits, the debt is not federally insured and claims of bondholders are subordinated to claims of depositors. 19/69 Capital: Stockholders39。 ? 根據(jù)我國銀行業(yè)現(xiàn)狀，暫不對市場風(fēng)險進(jìn)行評級，但可以考察銀行資產(chǎn)價值與盈利水平受利率政策與外匯價格變化的影響，作為評價盈利性和資產(chǎn)質(zhì)量的參考。1/69 第二章 商業(yè)銀行經(jīng)營評價 對外經(jīng)濟(jì)貿(mào)易大學(xué) 金融學(xué)院 何自云 2/69 第二章 商業(yè)銀行經(jīng)營評價 ? Balance Sheet ? Ine Statement ? Relationship between Balance Sheet and Ine Statement ? Return on Equity Model ? 股份制商業(yè)銀行風(fēng)險評級體系 (04年 2月 22日 ) ? Performance Characteristics of Differentsized Banks 3/69 Balance Sheet ? It is a statement of financial position list
教學(xué)課件相關(guān)推薦
鄂ICP備17016276號-1