Bank asset liability management: the impact, issues and trends
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chicago, Ill. u.a.
Probus Publ.
1994
|
| Series: | A bankline executive report
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIII, 168 S, graph. Darst. |
| ISBN: | 1557387095 |
Staff View
MARC
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| 100 | 1 | |a Johnson, Hazel J. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Bank asset liability management |b the impact, issues and trends |c Hazel J. Johnson |
| 264 | 1 | |a Chicago, Ill. u.a. |b Probus Publ. |c 1994 | |
| 300 | |a XIII, 168 S, |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a A bankline executive report | |
| 650 | 4 | |a Banks - Capital | |
| 650 | 4 | |a Asset-liability management (Banking) | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-006530416 | ||
Record in the Search Index
| _version_ | 1804124219550728192 |
|---|---|
| adam_text | Contents
List of Exhibits ix
Preface xiii
Chapter 1 Measuring Bank Profitability 1
Introduction 1
Bank Profits I
Assets 2
Liabilities and Capital 6
The Income Statement 8
Rates of Return 11
Conclusion 21
Chapter 2 Managing Bank Assets 23
Introduction 23
Liquidity Management 24
The Securities Portfolio 30
The Loan Portfolio 50
Conclusion 62
v
vi / Contents
Chapter 3 Managing Bank Liabilities and Capital 67
Introduction 67
The Impact of Interest Rate Changes on the Cost of Funds 67
Capital Classifications 70
Capital in U.S. hanks 73
New Capital Standards 75
Conclusion 83
Chapter 4 Cross Industry Comparisons 85
Introduction 85
The Thrift Industry 86
Credit Unions 93
Mutual Funds 99
Pension Funds 103
Insurance Companies 109
Finance Companies 119
Comclusiom 126
Chapter 5 Managing Interest Rate Risk 129
Introduction 129
The Effect of Merest Rate Changes 129
Gap Analysis 132
The Exposure of Bank Capital 138
Duration Analysis 140
Hedging Against Merest Rate Changes 143
Conclusion 151
Contents / vii
Appendixes 153
A l Future Value of $1 154
A 2 Future Value of an Annuity of 157
A 3 Present Value of $1 160
A 4 Present Value of an Annuity of $1 163
Index 167
About the Author 169
List of Exhibits
1 1 Mercantile Bank Balance Sheet
December 31, 1994 (in millions) 3
1 2 Commercial Bank Financial Assets, 1964 and 1991 5
1 3 Commercial Bank Liabilities, 1964 and 1991 7
1 4 Mercantile Bank Income Statement, 1994 (in millions) 9
1 5 Commercial Bank Profitability 1983 1992 10
1 6 Mercantile Bank Interest Income and Expense, Average
Balances, and Rates of Return, 1994 13
1 7 Banking Industry Ratios, 1988 1992 18
1 8 Banking Industry Ratios by Size of Bank, 1988 1992 20
2 1 Taxable vs. Tax Exempt Securities 41
2 2 The Investment Portfolio of U.S. Banks, 1964 and 1991 42
2 3 The Loan Portfolio of U.S. Banks, 1964 and 1991 52
2 4 Bank Loans to Business, 1971,1981, and 1991 54
2 5 Real Estate Loans by Banks, 1971,1981, and 1991 55
2 6 Bank Loans to Consumers, 1971, 1981, and 1991 56
3 1 Mercantile Bank, Cost of Funds 69
3 2 Average Equity Capital Ratios by Year, 1988, 1990, and 1992 74
ix
x / List of Exhibits
3 3 Average Equity Capital Ratios by Size of Banks, 1988, 1990,
and 1992 76
3 4 Risk Weighted Assets 78
3 5 Risk Based Capital Requirements 81
3 6 Example of Risk Weighted Assets 82
3 7 Example of Risk Based Capital Requirement 82
4 1 Savings and Loan Associations, Assets, 1964 and 1991 87
4 2 Savings and Loan Associations, Liabilities, 1964 and 1991 88
4 3 Mutual Savings Banks, Assets, 1964 and 1991 90
4 4 Mutual Savings Banks, Liabilities, 1964 and 1991 91
4 5 Asset Comparisons of Commercial Banks, Savings and Loan
Associations, and Mutual Savings Banks, 1964 and 1991 92
4 6 Liability Comparisons of Commercial Banks, Savings and Loan
Associations, and Mutual Savings Banks, 1964 and 1991 93
4 7 Thrifts and the Mortgage Market, 1964 through 1991 94
4 8 Credit Unions, Assets, 1964 and 1991 95
4 9 Credit Unions, Liabilities, 1964 and 1991 97
4 10 Asset Comparisons of Commercial Banks and Credit Unions,
1964 and 1991 98
4 11 Liability Comparisons of Commercial Banks and Credit
Unions, 1964 and 1991 99
4 12 Mutual Funds, Assets, 1964 and 1991 100
4 13 Money Market Mutual Funds, Assets, 1974 and 1991 101
4 14 Asset Comparisons of Commercial Banks, Mutual Funds,
and Money Market Mutual Funds, 1964/1974 and 1991 103
4 15 Private Pension Funds, Assets, 1964 and 1991 104
4 16 State and Local Government Pension Funds, Assets,
1964 and 1991 106
4 17 Large Time Deposits, Investors, 1964 and 1991 107
4 18 Corporate Equities, Investors, 1964 and 1991 108
4 19 Treasury Securities, Investors, 1964 and 1991 110
4 20 Government Agency Securities, Investors, 1964 and 1991 111
4 21 Asset Comparisons of Commercial Banks, Private Pension
Funds, and State and Local Government Pension Funds,
1964 and 1991 112
List of Exhibits / xi
4 22 Life Insurance Companies, Assets, 1964 and 1991 113
4 23 Life Insurance Companies, Liabilities, 1964 and 1991 114
4 24 Property and Casualty Insurance Companies, Assets,
1964 and 1991 116
4 25 Tax Exempt Securities, Investors, 1964 and 1991 117
4 26 Corporate and Foreign Bonds, Investors, 1964 and 1991 118
4 27 Asset Comparisons of Commercial Banks, Life Insurance
Companies, and Property and Casualty Insurance
Companies, 1964 and 1991 120
4 28 Finance Companies, Assets, 1964 and 1991 121
4 29 Finance Companies, Liabilities, 1964 and 1991 123
4 30 Asset Comparisons of Commercial Banks and Finance
Companies, 1964 and 1991 124
4 31 Liability Comparisons of Commercial Banks and Finance
Companies, 1964 and 1991 125
5 1 Interstate Bank Rate Sensitive and Fixed Rate Assets
and Liabilities, 1994 130
5 2 Interstate Bank Profitability and Rate Changes, 1994 131
5 3 Mercantile Bank Rate Sensitive and Fixed Rate Assets
and Liabilities, 1994 134
5 4 Mercantile Bank Profitability and Rate Changes, 1994 135
5 5 Mercantile Bank Gap Analysis, 1994 136
5 6 Anticipated Cash Flows, Banks A and B 138
5 7 Duration Analysis, Banks A and B 141
5 8 Interest Rate Instruments 144
5 9 Hedging a Fixed Rate Loan in the Futures Market 145
|
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| dewey-tens | 330 - Economics |
| discipline | Rechtswissenschaft Wirtschaftswissenschaften |
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| id | DE-604.BV009862816 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:42:11Z |
| institution | BVB |
| isbn | 1557387095 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006530416 |
| oclc_num | 30566631 |
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| owner | DE-384 DE-521 DE-188 |
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| physical | XIII, 168 S, graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Probus Publ. |
| record_format | marc |
| series2 | A bankline executive report |
| spelling | Johnson, Hazel J. Verfasser aut Bank asset liability management the impact, issues and trends Hazel J. Johnson Chicago, Ill. u.a. Probus Publ. 1994 XIII, 168 S, graph. Darst. txt rdacontent n rdamedia nc rdacarrier A bankline executive report Banks - Capital Asset-liability management (Banking) HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006530416&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Johnson, Hazel J. Bank asset liability management the impact, issues and trends Banks - Capital Asset-liability management (Banking) |
| title | Bank asset liability management the impact, issues and trends |
| title_auth | Bank asset liability management the impact, issues and trends |
| title_exact_search | Bank asset liability management the impact, issues and trends |
| title_full | Bank asset liability management the impact, issues and trends Hazel J. Johnson |
| title_fullStr | Bank asset liability management the impact, issues and trends Hazel J. Johnson |
| title_full_unstemmed | Bank asset liability management the impact, issues and trends Hazel J. Johnson |
| title_short | Bank asset liability management |
| title_sort | bank asset liability management the impact issues and trends |
| title_sub | the impact, issues and trends |
| topic | Banks - Capital Asset-liability management (Banking) |
| topic_facet | Banks - Capital Asset-liability management (Banking) |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006530416&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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