商業(yè)銀行管理課后習(xí)題答案problems5(參考版)
2025-06-29 14:35本頁面
【正文】 s net interest margin, noninterest margin, and ROA.Given:Interest Ine= $55Noninterest Expense= $8Interest Expense= $38Special Ine and Expense= $1Noninterest Ine= $5Total Assets= $986Solutions: a.Net Interest Margin=Interest Ine – Interest ExpensesTotal Assets=$55 $38=$17= or %$986$986b.Noninterest Margin=Noninterest Ine – Noninterest ExpensesTotal Assets =$5 $8=$3= or %$986$986c.ROA=Net Ine=[($55 + $5 + $1) – ($38 + $8)]=$15= or %Total Assets$986$986Alternative Scenario:GivenInterest Ine= $61Noninterest Expenses= $11Interest Expense= $45Special Ine and Expense= $2Noninterest Ine= $58Total Assets= $1,042Solution:a. Net Interest Margin = = = or %b. Noninterest Margin = = = or %c. ROA = [($61 + $58 + $2)($45 + $11)] / $1,042= [$121 $56] / $1,042 = $65 / $1,042 = or %513. Valley State Bank reported the following figures on its ine statement for the past five years:CurrentYearOneYearAgoTwoYearsAgoThreeYearsAgoFourYearsAgoGross Interest Ine$40$41$38$35$33Interest Expenses2423201815`Net Interest Ine16181817 18Provision for Loan Losses21100Net Interest Ine after1417171718 Loan Loss ProvisionNoninterest Ine44321Noninterest Expense87765Net Noninterest Ine(4)(3)(4)(4)(4)Ine before Taxes1014131314Ine Taxes11010Net Ine after Taxes913131214 but Before Gains (Losses)Net Securities Gains (Losses)(2)(1)012Net Ine712131316Total Assets385360331319293ROA%%%%%Valley39。s net interest margin to offset the increasing negative spread between noninterest ine and noninterest expenses.Since bank regulators place a great deal of emphasis on capital adequacy, these two areas, leverage and noninterest margin, could be moving Lochiel to a precarious capital adequacy positionAlternative Scenario 1:Given: Total Equity Capital increases by 30% between year 1 and year 5.Solution:Equity Capital in year 5 = Equity Capital in year 1 * = $18 million * = $ millionThis should make us less content since the equity capital position would be less than originally proposed, pounding the concern we have about increased leverage. Specifically, the equity multiplier would be times ($599/$=) as pared to times.Alternative Scenario 2:Given: Asset Utilization Ratio increased by 25% between year 1 and year 5.Solution:ROE = Profit Margin *Asset Utilization Ratio * Equity Multiplier = % * ( * ) * = % * x = %Change in ROE = (% %)/% = or %.Alternative Scenario 3:Given: Profit margin increased by 15% between year 1 and year 5.Solution:ROE = Profit Margin * Asset Utilization Ratio * Equity Multiplier = (% * ) * * = %.Change in ROE = (% %)/% = or %.511. Wilmington Hills State Bank has just submitted its Report of Condition and Report of Ine to its principal supervisory agency. Given the following figures solve for the bank39。s profit margin has remained relatively constant. However, from year 2 through year 5, there has been a significant decline (from % to %). This can be viewed as troublesome when we note that net ine, total operating revenues, and total assets have more than doubled during the fiveyear period. Two potential areas that management should investigate are (1) the mix of funding sources and (2) noninterest expenses.Since ROE has grown much more rapidly than ROA (ROE grew at an average annual rate of 8% pared to only a % average annual growth rate in ROA), we should be concerned that Lochiel is increasing its liability sources of funding, thereby increasing its lever
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