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图书目录
数字化资源
银行管理学（送教学课件）
暂无简介
作者：
Timothy W. Koch
定价：
35.00 元
出版时间：
2004-12-17
ISBN：
978-7-04-016162-5
物料号：
16162-00
读者对象：
高等教育
一级分类：
经济
二级分类：
金融学
三级分类：
金融学
重点项目：
暂无
版面字数：
1000千字
开本：
16开
装帧形式：
平装
页数：
374
最新印次时间：
暂无
- 目录
- 1 FUNDAMENTAL FORCES OF CHANGE IN BANKING
- The Fundamental Forces of Change
- Increased Competition
- Competition for Deposits
- Competition for Loans
- Competition for Payment Services
- Competition for Other Bank Services
- Deregulation and Reregulation
- Financial Innovation
- Globalization
- Increased Competition
- Capital Requirements
- Increased Consolidation
- Summary
- The Fundamental Forces of Change
- 2 ANALYZING BANK PERFORMANCE
- Commercial Bank Financial Statements
- The Balance Sheet
- The Income Statement
- The Balance Sheet
- The Relationship between the Balance Sheet and
- Income Statement
- Income Statement
- The Return on Equity Model
- The Uniform Bank Performance Report
- Profitability Analysis
- Expense Ratio and Asset Utilization
- The Uniform Bank Performance Report
- Banking Risks and Returns: The Profitability, Liquidity, and
- Solvency Trade-Off
- Credit Risk
- Liquidity Risk
- Market Risk
- Operating Risk
- Legal Reputation Risk
- Capital or Solvency Risk
- Solvency Trade-Off
- Maximizing the Market Value of Bank Equity
- Evaluating Bank Performance: An Application
- PNC's Profitability and Risk versus Peers in 2001
- PNC's Profitability versus Risk: 1993-2001
- PNC's Profitability and Risk versus Peers in 2001
- CAMELS Ratings
- Performance Characteristics of Different-sized Banks
- Financial Statement Manipulation
- Preferred Stock
- Nonperforming Loans
- Securities Gains and Losses
- Nonrecurring Sales of Assets
- Preferred Stock
- Summary
- Commercial Bank Financial Statements
- 3 MANAGING NONINTEREST INCOME AND NONINTEREST EXPENSE
- Common Financial Ratios of Expense Control and
- Noninterest Income Growth
- Noninterest Income
- Noninterest Expense
- Key Ratios
- Operating Risk Ratio
- Noninterest Income Growth
- Customer Profitability and Business Mix
- Which Customers Are Profitable?
- What Is the Appropriate Business Mix?
- Which Customers Are Profitable?
- Strategies to Manage Noninterest Expense
- Cost Management Strategies
- Cost Management Strategies
- Summary
- Common Financial Ratios of Expense Control and
- 4 MANAGING INTEREST RATE RISK: GAP AND EARNINGS SENSITIVITY
- Measuring Interest Rate Risk with GAP
- Traditional Static GAP Analysis
- What Determines Rate Sensitivity?
- Factors Affecting Net Interest Income
- Changes in the Level of Interest Rates
- Changes in the Relationship between Short-Term Asset Yields and Liability Costs
- Changes in Volume
- Changes in Portfolio Composition
- Rate, Volume, and Mix Analysis
- Rate-Sensitivity Reports
- Strengths and Weaknesses: Static GAP Analysis
- Link between GAP and Net Interest Margin
- What Determines Rate Sensitivity?
- Earnings Sensitivity Analysis
- Exercise of Embedded Options in Assets and Liabilities
- Different Interest Rates Change by Different Amounts at Different Times
- Earnings Sensitivity Analysis: An Example
- Exercise of Embedded Options in Assets and Liabilities
- Income Statement GAP
- Managing the GAP and Earnings Sensitivity Risk
- Summary
- Measuring Interest Rate Risk with GAP
- 5 MANAGING INTEREST RATE RISK: DURATION GAP AND MARKET VALUE OF EQUITY
- Measuring Interest Rate Risk with Duration GAP
- Duration, Modified Duration, and Effective Duration
- Duration GAP Model
- A Duration Application for Banks
- An Immunized Portfolio
- Duration, Modified Duration, and Effective Duration
- Market Value of Equity Sensitivity Analysis
- MVE Sensitivity Analysis: An Example
- MVE Sensitivity Analysis: An Example
- Earnings Sensitivity Analysis versus MVE Sensitivity Analysis:
- Which Model Is Better?
- Strengths and Weaknesses: GAP and Earnings Sensitivity Analysis
- Which Model Is Better?
- Summary
- Measuring Interest Rate Risk with Duration GAP
- 6 MANAGING LIABILITIES
- The Composition of Bank Liabilities
- Recent Trends for Large and Small Banks
- Recent Trends for Large and Small Banks
- Characteristics of Small Denomination Liabilities
- Transactions Accounts
- Electronic Money
- Service Charges
- Electronic Money
- Characteristics of Large Denomination Liabilities
- Jumbo CDs (CDs over 100,000)
- Immediately Available Funds
- Federal Funds Purchased
- Security Repurchase Agreements
- Foreign Office Deposits
- Individual Retirement Accounts
- Federal Home Loan Bank Advances
- Jumbo CDs (CDs over 100,000)
- Funding Costs and Banking Risk
- Funding Sources and Interest Rate Risk
- Funding Sources and Liquidity Risk
- Funding Sources and Credit Risk
- Funding Sources and Bank Safety
- Funding Sources and Interest Rate Risk
- Borrowing from the Federal Reserve
- Federal Deposit Insurance
- Depositor Protection and Handling Problem Institutions
- Depositor Protection and Handling Problem Institutions
- Summary
- The Composition of Bank Liabilities
- 7 THE EFFECTIVE USE OF CAPITAL
- Why Worry about Bank Capital?
- Risk-Based Capital Standards
- The Basel Agreement
- Risk-Based Elements of the Plan
- The Basel Agreement
- What Constitutes Bank Capital?
- Fdiciaand Bank Capital Standards
- Tier 3 Capital Requirements for Market Risk
- Capital Requirements for Market Risk Using Internal Models
- The New Basel Capital Accord (Basel II) and Operational Risk
- Tier 3 Capital Requirements for Market Risk
- What Is the Function of Bank Capital?
- How Much Capital Is Adequate?
- Weaknesses of the Risk-Based Capital Standards
- Weaknesses of the Risk-Based Capital Standards
- The Effect of Capital Requirements on Bank Operating Policies
- Limiting Asset Growth
- Changing the Capital Mix
- Changing Asset Composition
- Pricing Policies
- Shrinking the Bank
- Limiting Asset Growth
- Characteristics of External Capital Sources
- Subordinated Debt
- Common Stock
- Preferred Stock
- Trust Preferred Stock
- Leasing Arrangements
- Subordinated Debt
- Capital Planning
- Applications
- Applications
- Summary
- Why Worry about Bank Capital?
- 8 LIQUIDITY PLANNING AND MANAGING CASH ASSETS
- The Relationship between Cash and Liquidity Requirements
- Cash versus Liquid Assets
- Cash versus Liquid Assets
- Objectives of Cash Management
- Reserve Balances at the Federal Reserve Bank
- Liquidity Planning over the Reserve Maintenance Period
- Liquidity Planning over the Reserve Maintenance Period
- Managing Float
- The Payment System
- Holds on Deposited Checks
- Daylight Overdrafts
- Pricing Federal Reserve Check-Clearing Services
- The Payment System
- Managing Correspondent Balances
- Correspondent Banking Services
- Payment for Services
- Computing Balance Requirements
- Correspondent Banking Services
- Liquidity Planning
- The Development of Liquidity Strategies
- Liquidity versus Profitability
- Liquidity, Credit, and Interest Rate Risk
- The Development of Liquidity Strategies
- Traditional Measures of Liquidity
- Asset Liquidity Measures
- Liability Liquidity Measures
- Liquidity Analysis of PNC Bank and Community National Bank
- Liquidity Planning: Monthly Intervals
- Considerations in Selecting Liquidity Sources
- Asset Liquidity Measures
- Summary
- The Relationship between Cash and Liquidity Requirements
- 9 OVERVIEW OF CREDIT POLICY AND LOAN CHARACTERISTICS
- Recent Trends in Loan Growth and Quality
- Trends in Competition for Loan Business
- The Credit Process
- Business Development and Credit Analysis
- Credit Execution and Administration
- Credit Review
- Business Development and Credit Analysis
- Characteristics of Different Types of Loans
- Real Estate Loans
- Commercial Loans
- Agriculture Loans
- Consumer Loans
- Real Estate Loans
- Summary
- Recent Trends in Loan Growth and Quality
- 10 EVALUATING COMMERCIAL LOAN REQUESTS
- Fundamental Credit Issues
- Character of the Borrower and Quality of Data Provided
- Use of Loan Proceeds
- Loan Amount
- The Primary Source and Timing of Repayment
- Collateral
- Character of the Borrower and Quality of Data Provided
- Evaluating Credit Request: A Four-Part Process
- Overview of Management, Operations, and the Firm's Industry
- Common Size and Financial Ratio Analysis
- Cash Flow Analysis
- Application to Prism Industries
- Financial Projections
- Risk-Classification Scheme
- Overview of Management, Operations, and the Firm's Industry
- Credit Analysis: An Application
- Common Size and Financial Ratios Analysis: Wade's Office Furniture
- Cash-Based Income Statement: Wade's Office Furniture
- Sensitivity Analysis
- Summary
- Common Size and Financial Ratios Analysis: Wade's Office Furniture
- Fundamental Credit Issues
- 11 EVALUATING CONSUMER LOANS
- Types of Consumer Loans
- Installment Loans
- Noninstallment Loans
- Installment Loans
- Subprime Loans
- Credit Analysis
- Policy Guidelines
- Acceptable Loans
- Evaluation Procedures: Judgmental and Credit Scoring
- An Application: Credit Scoring a Consumer Loan
- An Application: Indirect Lending
- Policy Guidelines
- Recent Risk and Return Characteristics of Consumer Loans
- Revenues from Consumer Loans
- Consumer Loan Losses
- Interest Rate and Liquidity Risk with Consumer Credit
- Revenues from Consumer Loans
- Summary
- Types of Consumer Loans
- 12 CUSTOMER PROFITABILITY ANALYSIS AND LONG PRICING
- Account Analysis Framework
- Expense Components
- Target Profit
- Revenue Components
- Expense Components
- Customer Profitability Analysis: An Application to
- Commercial Accounts
- Commercial Accounts
- Pricing New Commercial Loans
- Risk-Adjusted Returns on Loans
- Fixed Rates versus Floating Rates
- Base Rate Alternatives
- Risk-Adjusted Returns on Loans
- Customer Profitability Analysis: Consumer Installment Loans
- Summary
- Account Analysis Framework
- 13 THE INVESTMENT PORTFOLIO AND POLICY GUIDELINES
- Dealer Operations and the Securities Trading Account
- Objectives of the Investment Portfolio
- Accounting for Investment Securities
- Safety or Preservation of Capital
- Liquidity
- Yield
- Diversify Credit Risk
- Help Manage Interest Rate Risk Exposure
- Pledging Requirements
- Trade-Offs between Objectives
- Accounting for Investment Securities
- Composition of the Investment Portfolio
- The Risk Return Characteristics of Investment Securities
- General Return Characteristics
- General Risk Characteristics
- Regulatory Guidelines
- General Return Characteristics
- Establishing Investment Policy Guidelines
- Return Objectives
- Portfolio Composition
- Liquidity Considerations
- Credit Risk Considerations
- Interest Rate Risk Considerations
- Total Return versus Current Income
- Return Objectives
- General Portfolio Considerations
- Optimum Size of the Loan Portfolio
- Stability of Deposits
- Optimal Federal Funds Position
- Capital Requirements
- Optimum Size of the Loan Portfolio
- Summary
- Dealer Operations and the Securities Trading Account
- 1 FUNDAMENTAL FORCES OF CHANGE IN BANKING
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