商业银行管理（英文）全套ppt课件

Chapter1IntroductionofCommercialBankChapter1IntroductionofComme1.1AnOverviewofCommercialBankWhatisbankTypesandClassesofCommercialBanksServicesthatbankprovides1.Payments2.Intermediation3.Otherfinancialservices1.1AnOverviewofCommercialKeytrendsaffectingallfinancial-servicefirmsServiceProliferationRisingCompetitionGovernmentDeregulationAnIncreasinglyInterest-SensitiveMixofFundsTechnologicalChangeandAutomationConsolidationandGeographicExpansionConvergenceGlobalization1.1AnOverviewofCommercialBankKeytrendsaffectingallfinan1.2OrganizationalStructureofBanksTheorganizationandstructureofthecommercialbankingindustryAdvancingSizeandConcentrationofAssetsIsaCountertrendNowunderWay?1.2OrganizationalStructureInternalorganizationofthebankingfirmCommunityBanksandOtherCommunity-OrientedFinancialFirmsLargerBanksMoneyCenter,WholesaleandRetailTrendsinOrganization1.2OrganizationalStructureofBanksInternalorganizationoftheTheArrayoforganizationalstructuresandtypesinthebankingindustryUnitBankingOrganizationsBranchingOrganizationsBranchingsExpansionReasonsbehindBranchingsGrowthAdvantagesandDisadvantagesofBranchBankingElectronicBranchingWebSitesandElectronicNetworks:AnAlternativeoraSupplementtoTraditionalBankBranchOffices?1.2OrganizationalStructureofBanksTheArrayoforganizationalst1.2OrganizationalStructureofBanksHoldingCompanyOrganizationsWhyHoldingCompaniesHaveGrownOne-BankHoldingCompaniesMultibankHoldingCompaniesAdvantagesandDisadvantagesofHoldingCompanies1.2OrganizationalStructureBankingSupervisionTrendsinFederalLegislationandRegulationKeyLegislation:19562019BanksVersusNonbankBanks.TheDepositoryInstitutionsDeregulationandMonetaryControlActof1980.TheGarn-StGermainDepositoryInstitutionsActOf1982TheTaxReformActOf1986CompetitiveEqualityBankingActOf1987TheFinancialInstitutionReform,RecoveryandEnforcementActOf1989(FIRREA)TheFederalDepositInsuranceCorporationImprovementActof1991MarketValueAccountingandFASB115.Riegle-NealInterstateBankingandBranchingEfficiencyActof1994.The2019CreditUnionMembershipAccessAct.1.3BankSupervisionBankingSupervision1.3Bank1.3BankSupervisionCurrentunsolvedregulatoryissuesCapitalAdequacyTooBigToFallDepositInsuranceReformHedgeFundsNewPowers1.3BankSupervisionCurrentChapter2TheManagementofCapitalChapter2TheManagementofCap2.1BriefintroductiontoCapitalDefinitionofbankcapitalEQUITYLONG-TERMDEBTRESERVES2.1BriefintroductiontoCap2.1BriefintroductiontoCapitalRoleofbankcapitalDEPOSITORYINSTITUTIONFAILURESANDCAPITAL2.1BriefintroductiontoCap2.1BriefintroductiontoCapitalCapitalandrisksKeyRisksinBankingandFinancialInstitutionsManagementCreditRiskLiquidityRiskInterestRateRiskOperationalRiskExchangeRiskCrimeRisk2.1BriefintroductiontoCap2.1BriefintroductiontoCapitalDefensesagainstRiskQualityManagementDiversificationDepositInsuranceOwnersCapital2.1BriefintroductiontoCap2.1BriefintroductiontoCapitalTypesofcapitalinuse1.Commonstock2.Preferredstock3.Surplus4.Undividedprofits5.Equityreserves6.Subordinateddebentures7.Minorityinterestinconsolidatedsubsidiaries8.Equitycommitmentnotes2.1BriefintroductiontoCap2.2DeterminingCapitalAdequacyUnderstandingthecomponentsofbankcapitalCoreCapital=EquityCapital-GoodwillSupplementaryCapital2.2DeterminingCapitalAdequDeterminingcapitaladequacyFunctionsofBankCapitalTheNeedforLeveragetoImprovetheReturnstoOwnersRegulatoryCapitalAdequacyCriteriaandConcerns2.2DeterminingCapitalAdequacyDeterminingcapitaladequacy2.3TheBaselAgreementonInternationalCapitalStandardsBaselICapitalRequirementsAttachedtoDerivativesBankCapitalStandardsandMarketRiskValueatRisk(VR)ModelsRespondingtoMarketRiskLimitationsandChallengesofVRandInternalModeling2.3TheBaselAgreementonIn2.3TheBaselAgreementonInternationalCapitalStandardsBaselII:ANewCapitalAccordUnfoldingWhyBaselIIAppearstoBeNeededPillarsofBaselII1.Minimumcapitalrequirementsforeachbankarebasedonitsownestimatedriskexposurefromcredit,market,andoperationalrisks.2.Supervisoryreviewofeachbanksrisk-assessmentproceduresandtheadequacyofitscapitalwillbedonetoensuretheyare“reasonable.”3.Greaterpublicdisclosureofeachbankstruefinancialconditionsothatmarketdisciplinecanbecomeapowerfulforcecompellingexcessivelyriskybankstolowertheirriskexposure.2.3TheBaselAgreementonIn2.3TheBaselAgreementonInternationalCapitalStandardsInternalRiskAssessmentOperationalRiskBaselIIandCreditRiskModels2.3TheBaselAgreementonIn2.3TheBaselAgreementonInternationalCapitalStandardsADual(Large-Bank,Small-Bank)SetofRulesProblemsAccompanyingtheImplementationofBaselII2.3TheBaselAgreementonIn2.4CapitalManagementMANAGINGCAPITALANDLINESOFBUSINESSCapitalAllocationCapitalRequiredRevenuesGeneratedandFundsUseOverheadConsumedCapitalManagement2.4CapitalManagementMANAGChapter3TheManagementofLiabilitiesChapter3TheManagementofLia3.1StructureofbankliabilitiesDEPOSITSOURCESOFFUNDSCheckableDepositsSmallTimeandSavingsDepositsLargeTimeDeposits3.1Structureofbankliabili3.1StructureofbankliabilitiesEurodollarDepositsBrokeredDepositsIRAandKeoghPlans3.1StructureofbankliabiliNONDEPOSITSOURCESOFFUNDSFederalFundsRepurchaseAgreementsDiscountWindowAdvances3.1StructureofbankliabilitiesNONDEPOSITSOURCESOFFUNDS3.FederalHomeLoanBankBorrowingsBankersAcceptancesCommercialPaperCapitalNotesandDebentures3.1StructureofbankliabilitiesFederalHomeLoanBankBorrowi3.2InterestRatesOfferedonDifferentTypesofDepositsTheCompositionofDepositsTheOwnershipofDepositsTheCostofDifferentDepositAccounts3.2InterestRatesOfferedon3.3ManagingbankliabilitiesFORMULATINGPRICINGPOLICYSomekeyareastobecoveredinthebankspricingpolicyareServicefeesversusminimumbalancerequirementsDepositcostsandvolumesandtheirrelationshiptoprofitsCreditavailabilityandcompensatingbalancesCustomerrelationshippricingPromotionalpricingofnewproductsOthermarketingelementssuchasproductdifferentiation3.3Managingbankliabilities3.3ManagingbankliabilitiesDEPOSITPRICINGMATRIX3.3Managingbankliabilities3.3ManagingbankliabilitiesTHEPRICINGCOMMITTEECOMPONENTSOFTHEPRICINGDECISIONThefollowingkeyfactorswereidentified:WholesalecostoffundsPricingstrategyofcompetitorsInterestelasticity(orresponsiveness)ofconsumerdemandPastdepositflowsforvariouskindsofconsumeraccountsMaturitystructureofdeposits3.3ManagingbankliabilitiesPROFITABILITYANDDEPOSITPRICING3.3ManagingbankliabilitiesPROFITABILITYANDDEPOSITPRILENDINGANDDEPOSITCOSTSCUSTOMERRELATIONSHIPPRICINGPROMOTIONALPRICING3.3ManagingbankliabilitiesLENDINGANDDEPOSITCOSTS3.33.3ManagingbankliabilitiesOTHERMARKETINGELEMENTSRELATEDTOPRICINGProductDifferentiationDistribution3.3Managingbankliabilities3.3ManagingbankliabilitiesESTIMATINGTHECOSTSOFBANKFUNDSCostDefinitionsWEIGHTED-AVERAGECOSTOFFUNDSPURPOSESOFCOSTANALYSESMARGINALCOSTSOFFUNDS3.3ManagingbankliabilitiesChapter4LiquidityandReserveManagementChapter4LiquidityandReserve4.1Determiningabanksreserveneeds4.1Determiningabanksrese4.2MeetingrequiredreservesandmanagingthemoneypositionMEETINGREQUIREDRESERVESANDMANAGINGTHEMONEYPOSITIONBanks“moneypositions”consistoffourbasicassetaccounts,asfollows.1.Currencyandcoin(orvaultcash)2.DuefromtheFederalReserve3.Duefromothercommercialbanks4.Cashitemsinprocessofcollection4.2Meetingrequiredreserves4.3EstimatingLiquidityNeedsSOURCESANDUSESOFFUNDSMETHODSTRUCTURE-OF-DEPOSITSMETHODFUNDINGANDMARKETLIQUIDITYNEEDS4.3EstimatingLiquidityNeed4.4ManagingabanksliquidityneedsFILLINGABANKSLIQUIDITYNEEDSTraditionalSourcesofLiquidityEmergingSourcesofLiquidityAthirdmethodistopurchaseintermediateorlong-termsecuritiesthathavetheoptionofbeingsoldatasetpriceinthefuture.Stillanothermethodisforthebanktousecapitalmarketobligations(suchaspreferredstockorcapitalnotes)tofinanceitsliquidityneeds.4.4Managingabanksliquidi4.4Managingabanksliquidityneeds4.4Managingabanksliquidi4.4ManagingabanksliquidityneedsMATCHINGLIQUIDITYSOURCESTOLIQUIDITYNEEDSThechoiceamongthevarietyofsourcesofliquidityshoulddependonseveralfactors:(1)purposeofliquidityneeded(2)accesstofinancial(money)markets,4.4Managingabanksliquidi(3)managementphilosophy,(4)costsandcharacteristicsofthevariousliquiditysources(5)interestrateforecasts.4.4Managingabanksliquidityneeds4.4Managingabanksliquidi4.4ManagingabanksliquidityneedsMEETINGCONTINGENCYANDFUTURELIQUIDITYNEEDSMeetingContingencyLiquidityNeedsMeetingFutureLiquidityNeeds4.4ManagingabanksliquidiChapter5ProvidingLoanstoBusinessandConsumersChapter5ProvidingLoanstoBu5.1IntroductionofLoansCharacteristicsofdifferenttypesofloansREALESTATELOANSCommercialrealestateloans.Residentialmortgageloans.Thesecondarymortgagemarket.Homeequityloans.Equityinvestmentsinrealestate.5.1IntroductionofLoansCh5.1IntroductionofLoansCOMMERCIAL.LOANSWorkingcapitalrequirementsSeasonalversuspermanentworkingcapitalneeds.Short-termcommercialloansTermcommercialloansRevouvingcredits5.1IntroductionofLoans5.1IntroductionofLoansAGRICULTURELOANSCONSUMERLOANS5.1IntroductionofLoans5.1IntroductionofLoansLoansrisksandlossesLOANRISKSANDLOSSES5.1IntroductionofLoans5.1IntroductionofLoansManagingcreditriskManagingcreditriskCreditPhilosophyandcultureCreditriskmanagementstrategy5.1IntroductionofLoansMa5.2Regulation、processandprinciplesoflendingRegulationoflendingEstablishingaGoodWrittenLoanPolicy5.2Regulation、processandpr5.2Regulation、processandprinciplesoflendingStepsinthelendingprocess1.FindingProspectiveLoanCustomers2.EvaluatingaProspectiveCustomersCharacterandSincerityofPurpose3.MakingSiteVisitsandEvaluatingaProspectiveCustomersCreditRecord5.2Regulation、processandpr5.2Regulation、processandprinciplesoflending4.EvaluatingaProspectiveCustomersFinancialCondition5.AssessingPossibleLoanCollateralandSigningtheLoanAgreement6.MonitoringCompliancewiththeLoanAgreementandOtherCustomerServiceNeeds5.2Regulation、processandprPrinciplesandproceduresoflendingPrinciplesandProceduresDocumentationStandards5.2Regulation、processandprinciplesoflendingPrinciplesandproceduresof5.3ControllingloanlossesWhatmakesagoodloan1.IstheBorrowerCreditworthy?TheCsofCreditCharacterCapacityCashCollateralConditionsControl2.CantheLoanAgreementBeProperlyStructuredandDocumented?5.3ControllingloanlossesW5.3Controllingloanlosses3.CantheLenderPerfectItsClaimagainsttheBorrowersEarningsandAnyAssetsThatMayBePledgedasCollateral?ReasonsforTakingCollateralCommonTypesofLoanCollateralAccountsReceivableFactoringInventoryPersonalPropertyPersonalGuarantees.OtherSafetyDevicestoProtectaLoan5.3Controllingloanlosses3.5.3ControllingloanlossesControllingloanlossesSecuringCollateral5.3ControllingloanlossesC5.3ControllingloanlossesTheLoanReviewFunctionLoanReviewProceduresCorrectingProblemLoansBorrowersFinancialStatements5.3Controllingloanlosses5.4LoanPricingPricingcommercialloansHowtoCalculateEffectiveYieldEffectofPaymentFrequencyonInterestEarnedandYieldsLoanPricing5.4LoanPricingPricingcom5.4LoanPricingReturnonNetFundsEmployedProfitGoalLoanExpense5.4LoanPricingReturnonNe5.4LoanPricingNetBankFundsEmployedRelationshipPricingMinimumSpread5.4LoanPricingNetBankFun5.4LoanPricingAverageCostversusMarginalCostPerformancePricing5.4LoanPricingAverageCost5.4LoanPricingPricingconsumerandrealestateloansTheInterestRateAttachedtoNonresidentialConsumerLoansTheCost-PlusModelAnnualPercentageRateSimpleInterestTheDiscountRateMethodTheAdd-OnLoanRateMethodRuleof78s5.4LoanPricingPricingcon5.4LoanPricingInterestRatesonHomeMortgageLoansChargingtheCustomerMortgagePoints5.4LoanPricingInterestRat5.4LoanPricing5.4LoanPricingChapter6InvestmentManagementChapter6InvestmentManagement6.1TypesofInvestmentSecuritiesHeldbyBanks6.1TypesofInvestmentSecur6.1TypesofInvestmentSecuritiesHeldbyBanks6.1TypesofInvestmentSecur6.2FactorsAffectingchoiceofInvestmentSecuritiesExpectedrateofReturnTaxExposureTheTaxStatusofStateandLocalGovernmentBondsTheImpactofChangesinTaxLawsBankQualifiedBondsTheTaxSwappingToolThePortfolioShiftingTool6.2FactorsAffectingchoice6.2FactorsAffectingchoiceofInvestmentSecuritiesInterestRateRiskCreditorDefaultRiskBusinessRiskLiquidityRisk6.2FactorsAffectingchoice6.2FactorsAffectingchoiceofInvestmentSecuritiesCallRiskPrepaymentRiskInflationRiskPledgingRequirements6.2FactorsAffectingchoice6.3IntroductionofInvestmentPortfolioObjectivesoftheinvestmentportfolio1.Safetyorpreservationofcapital2.Liquidity3.Yield6.3IntroductionofInvestmen6.3IntroductionofInvestmentPortfolio4.Creditriskdiversification5.Helpinmanaginginterestrateriskexposure6.AssistanceinmeetingpledgingrequirementsTrade-offsbetweenobjectives6.3IntroductionofInvestmen6.3IntroductionofInvestmentPortfolioIntroductionofInvestmentPortfolio6.3IntroductionofInvestmen6.4InvestmentStrategiesEstablishingabankinvestmentpolicyASuggestedInvestmentPolicy1.PolicyObjectives:LiquidityversusProfitability2.ResponsibilityandChecksandBalances3.CompositionofthePortfolio6.4InvestmentStrategiesEs6.4InvestmentStrategies4.AcceptableSecurities5.Maturities/Durations6.QualityandDiversification7.PortfolioRebalancing8.Pledging9.Safekeeping10.Deliveries6.4InvestmentStrategies4.11.ComputerHardware/Software12.GainsandLossesonSecuritiesSales13.SwappingSecurities14.TradingActivityanduseofDerivatives15.CreditFiles16.ExceptionsandSpecialCircumstances6.4InvestmentStrategies11.ComputerHardware/Software6.4InvestmentStrategiesPassive&AggressiveInvestmentStrategiesPassiveInvestmentStrategiesSpaced-MaturityApproachSplit-MaturityApproach6.4InvestmentStrategiesPa6.4InvestmentStrategiesAggressiveinvestmentstrategiesYield-CurveStrategiesBond-SwappingStrategies6.4InvestmentStrategiesChapter7Off-balanceSheetActivitiesChapter7Off-balanceSheetAct7.1StandbyCreditLetterTheUsesofStandbyLettersofCreditTheValueandPricingofStandbyLettersSourcesofRiskwithstandbys7.1StandbyCreditLetter7.2LoanSalesReasonsbehindloansalesTheRiskinLoanSales7.2LoanSales7.3BankLoanCommitmentsLineofCreditRevolvingLoanCommitmentTheRiskinLoanCommitment7.3BankLoanCommitmentsLin7.4Over-The-CounterOptions,Futures,andForwardsOver-the-CounterOptionsFloor-CeilingAgreementsForwardRateAgreements7.4Over-The-CounterOptions,SyntheticLoansSecuritization7.4Over-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-LiabilityMan9.1InterestRateRiskForcesDeterminingInterestRates9.1InterestRateRiskForcesTheMeasurementofInterestRatesyieldtomaturity(YTM)9.1InterestRateRisk9.1InterestRateRiskTheComponentsofInterestRatesRiskPremiumsYieldCurvesTheMaturityGapandtheYieldCurveResponsestoInterestRateRisk9.1InterestRateRiskTheComponentsofInterestRat9.2AssetLiabilityManagementALMandTechniquesAlternativesinManagingInterestRateRiskBalanceSheetAdjustmentsOff-balanceSheetAdjustments9.2AssetLiabilityManagemenALMstrategiesAssetManagementStrategyLiabilityManagementStrategyFundsManagementStrategyTheObjectiveofALM9.2AssetLiabilityManagementALMandTechniquesALMstrategies9.2AssetLiabi9.3BalanceSheetAdjustmentsInterest-sensitivegapmanagementIntroductionComputer-BasedTechniques9.3BalanceSheetAdjustments9.3BalanceSheetAdjustmentsTheConceptofDurationasarisk-managementtoolWhatisDuration?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-Balance-SheetTechniquesforHedgingInterestRateRisk9.4Off-Balance-SheetTechniq商业银行管理（英文）全套ppt课件RecapitulationSecuritization9.4Off-Balance-SheetTechniquesforHedgingInterestRateRisk9.4Off-Balance-SheetTechniqChapter10MeasuringandevaluatingtheperformanceofBanksChapter10Measuringandevalua10.1AFrameworkforEvaluatingBankPerformanceInternalPerformanceBankPlanningTechnologyPersonnelDevelopmentChallengesJobSatisfaction10.1AFrameworkforEvaluati10.1AFrameworkforEvaluatingBankPerformanceExternalPerformanceMarketShareRegulatoryCompliancePublicConfidence10.1AFrameworkforEvaluati10.2RisksandReturnsTradeoff:theProfitability,LiquidityandSolvencyTheFederalReserveBoardhasidentifiedsixtypesofrisk：1.Creditrisk2.Liquidityrisk3.Marketrisk10.2RisksandReturnsTradeo10.2RisksandReturnsTradeoff:theProfitability,LiquidityandSolvency4.Operatingrisk5.Legalandreputationrisk6.Capitalrisk10.2RisksandReturnsTradeo10.3AnOverviewofBalanceSheetandIncomeStatementsIntroductiontoBalanceSheetandIncomeStatementsTheBalanceSheet(reportofcondition)AssetsLiabilitiesCapital10.3AnOverviewofBalanceS10.3AnOverviewofBalanceSheetandIncomeStatementsTheIncomeStatement(reportofincome)InterestIncomeNoninterestIncomeOtherExpenseIncomeTaxExpenseNetIncome10.3AnOverviewofBalanceS10.3AnOverviewofBalanceSheetandIncomeStatementsTheRelationshipbetweentheBalanceSheetandIncomeStatement10.3AnOverviewofBalanceS10.4TheMajorFinancialRatiosProfitRatiosROERateofreturnonequity(%)=Netincome/Totalequitycapital100ROARateofreturnonassets(%)=Netincome/Totalassets100UnravelingProfitRatiosOtherProfitMeasures10.4TheMajorFinancialRatiRiskRatiosCapitalizationAssetQualityProvisionforLoanLossesLoanRatioOperatingEfficiencyLiquidity10.4TheMajorFinancialRatiosRiskRatios10.4TheMajorFi10.4TheMajorFinancialRatiosOtherFinancialRatiosTaxesInterestSensitivityRisk-AdjustedReturnonCapital(RAROC)EconomicValueAdded(EVA)10.4TheMajorFinancialRatiT 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