商业银行管理(英文)-全套课件

商业银行管理（英文）全套课件商业银行管理（英文）全套课件1.1AnOverviewofCommercialBank

Whatisbank

TypesandClassesofCommercialBanks

Servicesthatbankprovides1.Payments2.Intermediation3.Otherfinancialservices1.1AnOverviewofCommercialKeytrendsaffectingallfinancial-servicefirmsServiceProliferationRisingCompetitionGovernmentDeregulationAnIncreasinglyInterest-SensitiveMixofFundsTechnologicalChangeandAutomationConsolidationandGeographicExpansionConvergenceGlobalization1.1AnOverviewofCommercialBankKeytrendsaffectingallfinan1.2OrganizationalStructureofBanksTheorganizationandstructureofthecommercialbankingindustry

AdvancingSizeandConcentrationofAssets

IsaCountertrendNowunderWay?1.2OrganizationalStructure

InternalorganizationofthebankingfirmCommunityBanksandOtherCommunity-OrientedFinancialFirmsLargerBanks—MoneyCenter,WholesaleandRetailTrendsinOrganization1.2OrganizationalStructureofBanksInternalorganizationoftheTheArrayoforganizationalstructuresandtypesinthebankingindustry

UnitBankingOrganizations

BranchingOrganizationsBranching’sExpansionReasonsbehindBranching’sGrowthAdvantagesandDisadvantagesofBranchBankingElectronicBranching—WebSitesandElectronicNetworks:AnAlternativeoraSupplementtoTraditionalBankBranchOffices?1.2OrganizationalStructureofBanksTheArrayoforganizationalst1.2OrganizationalStructureofBanksHoldingCompanyOrganizationsWhyHoldingCompaniesHaveGrownOne-BankHoldingCompaniesMultibankHoldingCompaniesAdvantagesandDisadvantagesofHoldingCompanies1.2OrganizationalStructureBankingSupervisionTrendsinFederalLegislationandRegulationKeyLegislation:1956—1998BanksVersusNonbankBanks.TheDepositoryInstitutionsDeregulationandMonetaryControlActof1980.TheGarn-StGermainDepositoryInstitutionsActOf1982TheTaxReformActOf1986CompetitiveEqualityBankingActOf1987TheFinancialInstitutionReform,RecoveryandEnforcementActOf1989(FIRREA)TheFederalDepositInsuranceCorporationImprovementActof1991MarketValueAccountingandFASB115.Riegle-NealInterstateBankingandBranchingEfficiencyActof1994.The1998CreditUnionMembershipAccessAct.1.3BankSupervisionBankingSupervision1.3Bank1.3BankSupervision

CurrentunsolvedregulatoryissuesCapitalAdequacy

TooBigToFall

DepositInsuranceReform

HedgeFunds

NewPowers1.3BankSupervisionCurrentChapter2TheManagementofCapitalChapter2TheManagementofCap2.1BriefintroductiontoCapital

Definitionofbankcapital

EQUITY

LONG-TERMDEBTRESERVES2.1BriefintroductiontoCap2.1BriefintroductiontoCapital

RoleofbankcapitalDEPOSITORYINSTITUTIONFAILURESANDCAPITAL2.1BriefintroductiontoCap2.1BriefintroductiontoCapital

Capitalandrisks

KeyRisksinBankingandFinancialInstitutions’Management

CreditRiskLiquidityRiskInterestRateRiskOperationalRiskExchangeRiskCrimeRisk

2.1BriefintroductiontoCap2.1BriefintroductiontoCapitalDefensesagainstRisk

QualityManagementDiversification

DepositInsuranceOwners’Capital2.1BriefintroductiontoCap2.1BriefintroductiontoCapital

TypesofcapitalinuseCommonstockPreferredstockSurplusUndividedprofitsEquityreservesSubordinateddebenturesMinorityinterestinconsolidatedsubsidiariesEquitycommitmentnotes2.1BriefintroductiontoCap2.2DeterminingCapitalAdequacy

Understandingthecomponentsofbankcapital

CoreCapital=EquityCapital-Goodwill

SupplementaryCapital2.2DeterminingCapitalAdequ

Determiningcapitaladequacy

FunctionsofBankCapital

TheNeedforLeveragetoImprovetheReturnstoOwners

RegulatoryCapitalAdequacyCriteriaandConcerns2.2DeterminingCapitalAdequacyDeterminingcapitaladequacy2.3TheBaselAgreementonInternationalCapitalStandards

BaselICapitalRequirementsAttachedtoDerivativesBankCapitalStandardsandMarketRiskValueatRisk(VαR)ModelsRespondingtoMarketRiskLimitationsandChallengesofVαRandInternalModeling2.3TheBaselAgreementonIn2.3TheBaselAgreementonInternationalCapitalStandards

BaselII:ANewCapitalAccordUnfoldingWhyBaselIIAppearstoBeNeededPillarsofBaselII1.Minimumcapitalrequirementsforeachbankarebasedonitsownestimatedriskexposurefromcredit,market,andoperationalrisks.2.Supervisoryreviewofeachbank’srisk-assessmentproceduresandtheadequacyofitscapitalwillbedonetoensuretheyare“reasonable.”3.Greaterpublicdisclosureofeachbank’struefinancialconditionsothatmarketdisciplinecanbecomeapowerfulforcecompellingexcessivelyriskybankstolowertheirriskexposure.2.3TheBaselAgreementonIn2.3TheBaselAgreementonInternationalCapitalStandardsInternalRiskAssessmentOperationalRiskBaselIIandCreditRiskModels2.3TheBaselAgreementonIn2.3TheBaselAgreementonInternationalCapitalStandardsADual(Large-Bank,Small-Bank)SetofRulesProblemsAccompanyingtheImplementationofBaselII2.3TheBaselAgreementonIn2.4CapitalManagement

MANAGINGCAPITALANDLINESOFBUSINESSCapitalAllocation

CapitalRequired

RevenuesGeneratedandFundsUse

OverheadConsumed

CapitalManagement2.4CapitalManagementMANAGChapter3TheManagementofLiabilitiesChapter3TheManagementofLia3.1Structureofbankliabilities

DEPOSITSOURCESOFFUNDSCheckableDeposits

SmallTimeandSavingsDeposits

LargeTimeDeposits

3.1Structureofbankliabili3.1Structureofbankliabilities

EurodollarDeposits

BrokeredDepositsIRAandKeoghPlans3.1Structureofbankliabili

NONDEPOSITSOURCESOFFUNDS

FederalFunds

RepurchaseAgreementsDiscountWindowAdvances3.1StructureofbankliabilitiesNONDEPOSITSOURCESOFFUNDS3.FederalHomeLoanBankBorrowingsBanker’sAcceptancesCommercialPaperCapitalNotesandDebentures3.1StructureofbankliabilitiesFederalHomeLoanBankBorrowi3.2InterestRatesOfferedonDifferentTypesofDeposits

TheCompositionofDeposits

TheOwnershipofDeposits

TheCostofDifferentDepositAccounts3.2InterestRatesOfferedon3.3Managingbankliabilities

FORMULATINGPRICINGPOLICY

Somekeyareastobecoveredinthebank’spricingpolicyare■Servicefeesversusminimumbalancerequirements■Depositcostsandvolumesandtheirrelationshiptoprofits■Creditavailabilityandcompensatingbalances■Customerrelationshippricing■Promotionalpricingofnewproducts■Othermarketingelementssuchasproductdifferentiation3.3Managingbankliabilities3.3Managingbankliabilities

DEPOSITPRICINGMATRIX3.3Managingbankliabilities3.3Managingbankliabilities

THEPRICINGCOMMITTEE

COMPONENTSOFTHEPRICINGDECISIONThefollowingkeyfactorswereidentified:■Wholesalecostoffunds■Pricingstrategyofcompetitors■Interestelasticity(orresponsiveness)ofconsumerdemand■Pastdepositflowsforvariouskindsofconsumeraccounts■Maturitystructureofdeposits3.3Managingbankliabilities

PROFITABILITYANDDEPOSITPRICING3.3ManagingbankliabilitiesPROFITABILITYANDDEPOSITPRI

LENDINGANDDEPOSITCOSTS

CUSTOMERRELATIONSHIPPRICING

PROMOTIONALPRICING3.3ManagingbankliabilitiesLENDINGANDDEPOSITCOSTS3.33.3Managingbankliabilities

OTHERMARKETINGELEMENTSRELATEDTOPRICINGProductDifferentiationDistribution3.3Managingbankliabilities3.3Managingbankliabilities

ESTIMATINGTHECOSTSOFBANKFUNDSCostDefinitions

WEIGHTED-AVERAGECOSTOFFUNDS

PURPOSESOFCOSTANALYSES

MARGINALCOSTSOFFUNDS3.3ManagingbankliabilitiesChapter4LiquidityandReserveManagementChapter4LiquidityandReserve4.1Determiningabank’sreserveneeds4.1Determiningabank’srese4.2Meetingrequiredreservesandmanagingthemoneyposition

MEETINGREQUIREDRESERVESANDMANAGINGTHEMONEYPOSITIONBanks’“moneypositions”consistoffourbasicassetaccounts,asfollows.Currencyandcoin(orvaultcash)DuefromtheFederalReserveDuefromothercommercialbanksCashitemsinprocessofcollection4.2Meetingrequiredreserves4.3EstimatingLiquidityNeeds

SOURCESANDUSESOFFUNDSMETHOD

STRUCTURE-OF-DEPOSITSMETHOD

FUNDINGANDMARKETLIQUIDITYNEEDS4.3EstimatingLiquidityNeed4.4Managingabank’sliquidityneeds

FILLINGABANK’SLIQUIDITYNEEDSTraditionalSourcesofLiquidityEmergingSourcesofLiquidityAthirdmethodistopurchaseintermediateorlong-termsecuritiesthathavetheoptionofbeingsoldatasetpriceinthefuture.Stillanothermethodisforthebanktousecapitalmarketobligations(suchaspreferredstockorcapitalnotes)tofinanceitsliquidityneeds.4.4Managingabank’sliquidi4.4Managingabank’sliquidityneeds4.4Managingabank’sliquidi4.4Managingabank’sliquidityneeds

MATCHINGLIQUIDITYSOURCESTOLIQUIDITYNEEDSThechoiceamongthevarietyofsourcesofliquidityshoulddependonseveralfactors:purposeofliquidityneeded(2)accesstofinancial(money)markets,4.4Managingabank’sliquidi(3)managementphilosophy,(4)costsandcharacteristicsofthevariousliquiditysources(5)interestrateforecasts.4.4Managingabank’sliquidityneeds4.4Managingabank’sliquidi4.4Managingabank’sliquidityneeds

MEETINGCONTINGENCYANDFUTURELIQUIDITYNEEDS

MeetingContingencyLiquidityNeedsMeetingFutureLiquidityNeeds4.4Managingabank’sliquidiChapter5ProvidingLoanstoBusinessandConsumersChapter5ProvidingLoanstoBu5.1IntroductionofLoans

Characteristicsofdifferenttypesofloans

REALESTATELOANS

Commercialrealestateloans.Residentialmortgageloans.Thesecondarymortgagemarket.Homeequityloans.Equityinvestmentsinrealestate.5.1IntroductionofLoansCh5.1IntroductionofLoansCOMMERCIAL.LOANSWorkingcapitalrequirementsSeasonalversuspermanentworkingcapitalneeds.Short-termcommercialloansTermcommercialloansRevouvingcredits5.1IntroductionofLoans5.1IntroductionofLoansAGRICULTURELOANSCONSUMERLOANS5.1IntroductionofLoans5.1IntroductionofLoans

Loansrisksandlosses

LOANRISKSANDLOSSES5.1IntroductionofLoans5.1IntroductionofLoans

Managingcreditrisk

ManagingcreditriskCreditPhilosophyandculture

Creditriskmanagementstrategy5.1IntroductionofLoansMa5.2Regulation、processandprinciplesoflending

Regulationoflending

EstablishingaGoodWrittenLoanPolicy5.2Regulation、processandpr5.2Regulation、processandprinciplesoflending

Stepsinthelendingprocess1.FindingProspectiveLoanCustomers2.EvaluatingaProspectiveCustomer’sCharacterandSincerityofPurpose3.MakingSiteVisitsandEvaluatingaProspectiveCustomer’sCreditRecord5.2Regulation、processandpr5.2Regulation、processandprinciplesoflending

4.EvaluatingaProspectiveCustomer’sFinancialCondition5.AssessingPossibleLoanCollateralandSigningtheLoanAgreement6.MonitoringCompliancewiththeLoanAgreementandOtherCustomerServiceNeeds5.2Regulation、processandpr

Principlesandproceduresoflending

PrinciplesandProcedures

DocumentationStandards5.2Regulation、processandprinciplesoflendingPrinciplesandproceduresof5.3Controllingloanlosses

WhatmakesagoodloanIstheBorrowerCreditworthy?TheCsofCreditCharacterCapacityCash

CollateralConditionsControl

2.CantheLoanAgreementBeProperlyStructuredandDocumented?

5.3ControllingloanlossesW5.3Controllingloanlosses3.CantheLenderPerfectItsClaimagainsttheBorrower’sEarningsandAnyAssetsThatMayBePledgedasCollateral?ReasonsforTakingCollateralCommonTypesofLoanCollateralAccountsReceivableFactoringInventory

PersonalPropertyPersonalGuarantees.OtherSafetyDevicestoProtectaLoan5.3Controllingloanlosses3.5.3Controllingloanlosses

Controllingloanlosses

SecuringCollateral5.3ControllingloanlossesC5.3ControllingloanlossesTheLoanReviewFunction

LoanReviewProcedures

CorrectingProblemLoans

Borrower’sFinancialStatements5.3Controllingloanlosses5.4LoanPricing

PricingcommercialloansHowtoCalculateEffectiveYieldEffectofPaymentFrequencyonInterestEarnedandYieldsLoanPricing5.4LoanPricingPricingcom5.4LoanPricingReturnonNetFundsEmployedProfitGoalLoanExpense5.4LoanPricingReturnonNe5.4LoanPricingNetBankFundsEmployedRelationshipPricingMinimumSpread5.4LoanPricingNetBankFun5.4LoanPricingAverageCostversusMarginalCostPerformancePricing5.4LoanPricingAverageCost5.4LoanPricing

Pricingconsumerandrealestateloans

TheInterestRateAttachedtoNonresidentialConsumerLoans

TheCost-PlusModel

AnnualPercentageRate

SimpleInterest

TheDiscountRateMethod

TheAdd-OnLoanRateMethod

Ruleof78s5.4LoanPricingPricingcon5.4LoanPricingInterestRatesonHomeMortgageLoansChargingtheCustomerMortgagePoints5.4LoanPricingInterestRat5.4LoanPricing5.4LoanPricingChapter6InvestmentManagementChapter6InvestmentManagement6.1TypesofInvestmentSecuritiesHeldbyBanks6.1TypesofInvestmentSecur6.1TypesofInvestmentSecuritiesHeldbyBanks6.1TypesofInvestmentSecur6.2FactorsAffectingchoiceofInvestmentSecuritiesExpectedrateofReturnTaxExposureTheTaxStatusofStateandLocalGovernmentBondsTheImpactofChangesinTaxLawsBankQualifiedBondsTheTaxSwappingToolThePortfolioShiftingTool6.2FactorsAffectingchoice6.2FactorsAffectingchoiceofInvestmentSecuritiesInterestRateRiskCreditorDefaultRiskBusinessRiskLiquidityRisk6.2FactorsAffectingchoice6.2FactorsAffectingchoiceofInvestmentSecuritiesCallRiskPrepaymentRiskInflationRiskPledgingRequirements6.2FactorsAffectingchoice6.3IntroductionofInvestmentPortfolio

Objectivesoftheinvestmentportfolio

1.Safetyorpreservationofcapital2.Liquidity

3.Yield6.3IntroductionofInvestmen6.3IntroductionofInvestmentPortfolio4.Creditriskdiversification5.Helpinmanaginginterestrateriskexposure

6.Assistanceinmeetingpledgingrequirements

Trade-offsbetweenobjectives6.3IntroductionofInvestmen6.3IntroductionofInvestmentPortfolio

IntroductionofInvestmentPortfolio6.3IntroductionofInvestmen6.4InvestmentStrategies

EstablishingabankinvestmentpolicyASuggestedInvestmentPolicyPolicyObjectives:LiquidityversusProfitability2.ResponsibilityandChecksandBalances3.CompositionofthePortfolio6.4InvestmentStrategiesEs6.4InvestmentStrategies4.AcceptableSecurities5.Maturities/Durations6.QualityandDiversification7.PortfolioRebalancing8.Pledging9.Safekeeping10.Deliveries6.4InvestmentStrategies4.11.ComputerHardware/Software12.GainsandLossesonSecuritiesSales13.SwappingSecurities14.TradingActivityanduseofDerivatives15.CreditFiles16.ExceptionsandSpecialCircumstances6.4InvestmentStrategies11.ComputerHardware/Software6.4InvestmentStrategies

Passive&AggressiveInvestmentStrategiesPassiveInvestmentStrategiesSpaced-MaturityApproachSplit-MaturityApproach6.4InvestmentStrategiesPa6.4InvestmentStrategiesAggressiveinvestmentstrategiesYield-CurveStrategiesBond-SwappingStrategies6.4InvestmentStrategiesChapter7Off-balanceSheetActivitiesChapter7Off-balanceSheetAct7.1StandbyCreditLetterTheUsesofStandbyLettersofCreditTheValueandPricingofStandbyLettersSourcesofRiskwithstandbys7.1StandbyCreditLetter7.2LoanSalesReasonsbehindloansalesTheRiskinLoanSales

7.2LoanSales7.3BankLoanCommitmentsLineofCreditRevolvingLoanCommitmentTheRiskinLoanCommitment7.3BankLoanCommitmentsLin7.4Over-The-CounterOptions,Futures,andForwardsOver-the-CounterOptionsFloor-CeilingAgreementsForwardRateAgreements7.4Over-The-CounterOptions,SyntheticLoansSecuritization

7.4Over-The-CounterOptions,Futures,andForwards7.4Over-The-CounterOptions,7.5OtherOff-BalanceSheetActivitiesNoteIssuanceFacilityTradeFinanceCommercialLettersofCreditAcceptanceParticipations7.5OtherOff-BalanceSheetAForeignExchangeServiceforFeesCashManagementNetworking7.5OtherOff-BalanceSheetActivitiesForeignExchange7.5OtherOffChapter8InternationalBankingChapter8International8.1InternationalBankingOrganizationHeadofficeRepresentativeofficeForeignbranchForeignSubsidiaryEdgeactandagreementcorporationsInternationalbankingfacilitiesExporttradingcompanies8.1InternationalBankingOrg8.2RegulationofInternationalBankingGoalsofInternationalBankingRegulationNewcapitalregulationsformajorbanksworldwide8.2RegulationofInternation8.3ServiceSuppliedbyBanksinInternationalMarketsHedgingagainstForeignCurrencyRiskExposurecurrency-riskmanagementtechniques:

ForwardContractsCurrencyFuturesContractsCurrencyOptionCurrencySwaps8.3ServiceSuppliedbyBanksSupplyingCustomerswithCreditorCreditGuaranteesSimpletradeAccountBankDraftsCommercialLettersofCreditNoteIssuanceFacilitiesEuropaperIssuingandManagingDepositoryReceiptsDirectLoans8.3ServiceSuppliedbyBanksinInternationalMarketsSupplyingCustomerswithCredi8.4ChallengesforInternationalBanksinForeignMarketsGrowingcustomeruseofsecuritiesmarketsBettermethodsforassessingriskininternationallendingInternationalLoanRisksPossibleSolutionstoTroubledInternationalLoansInternationalLoanRiskEvaluationSystems8.4ChallengesforInternatio8.4ChallengesforInternationalBanksinForeignMarketsAdjusttoDeregulationandNewInternationalAgreementsOpportunitiesintheExpandingEuropeanCommunityOpportunitiesinAsiaasBarriersErode8.4ChallengesforInternatioChapter9Asset-LiabilityManagementChapter9Asset-LiabilityMan9.1InterestRateRiskForcesDeterminingInterestRates9.1InterestRateRiskForcesTheMeasurementofInterestRates

yieldtomaturity(YTM)9.1InterestRateRisk9.1InterestRateRiskTheComponentsofInterestRatesRiskPremiumsYieldCurvesTheMaturityGapandtheYieldCurveResponsestoInterestRateRisk9.1InterestRateRiskTheComponentsofInterestRat9.2AssetLiabilityManagementALMandTechniquesAlternativesinManagingInterestRateRiskBalanceSheetAdjustmentsOff-balanceSheetAdjustments9.2AssetLiabilityManagemenALMstrategiesAssetManagementStrategy

LiabilityManagementStrategy

FundsManagementStrategyTheObjectiveofALM9.2AssetLiabilityManagementALMandTechniquesALMstrategies9.2AssetLiabi9.3BalanceSheetAdjustmentsInterest-sensitivegapmanagementIntroduction

Computer-BasedTechniques9.3BalanceSheetAdjustments9.3BalanceSheetAdjustmentsTheConceptofDurationasarisk-managementtool

WhatisDuration?

PriceSensitivitytoChangesinInterestRatesandDuration9.3BalanceSheetAdjustments9.3BalanceSheetAdjustmentsUsingDurationtoHedgeagainstInterestRateRiskManagementInterpretationTheLimitationsofDurationGapManagement9.3BalanceSheetAdjustments9.4Off-Balance-SheetTechniquesforHedgingInterestRateRiskPayoffProfilesforInterest-RateContracts(IRCs)9.4Off-Balance-SheetTechniq9.4Off-Balance-SheetTechniquesforHedgingInterestRateRiskTheLinearContracts9.4Off-Balance-SheetTechniq9.4Off-Balance-SheetTechniquesforHedgingInterestRateRiskTheNonlinearContracts9.4Off-Balance-SheetTechniq9.4Off-Balance-SheetTechniquesforHedgingInterestRateRiskInterest-RateCollarsFuturesOptions9.4Off-Balance-SheetTechniq9.4Off-Balan