Bank management:
Saved in:
Main Authors: | , |
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Format: | Book |
Language: | English |
Published: |
Fort Worth [u.a.]
Dryden Press
2000
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Edition: | 4. ed. |
Series: | The Dryden Press series in finance
|
Subjects: | |
Online Access: | Inhaltsverzeichnis |
Physical Description: | XXIX, 968 S. Ill., graph. Darst. |
ISBN: | 0030244021 |
Staff View
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adam_text | Preface vii
Part I Overview of the Banking
Industry and Regulation 1
1 Fundamental Forces of Change in Banking 3
The Fundamental Forces of Change 5
Increased Competition 6
Competition for Deposits 7
Competition for Loans 8
Competition for Payment Services 12
Competition for Other Bank Services 13
Deregulation and Reregulation 17
Financial Innovation 19
Globalization 26
Capital Requirements 27
Increased Consolidation 27
GE Capital Services: A Financial Conglomerate 28
Business Groups 29
Management Strategies 32
Competitive Responses 33
Summary 34
2 Bank Organization and Regulation 37
Structure of the Banking Industry 38
Unit versus Branch Banking 41
Bank Holding Companies 43
Organizational Form 44
Specialty or Independent Bank 46
Bank Holding Companies 48
Financial Services Holding Company 58
I TABLE OF CONTENTS
Bank Regulation 58
Reasons for Regulation 58
Safety and Soundness 61
Efficient and Competitive Financial System 65
Trends in Federal Legislation and Regulation 71
Key Legislation: 1956 1998 71
The Depository Institutions Deregulation and Monetary
Control Act of 1980 73
The Garn St Germain Depository Institutions Act of 1982 76
The Tax Reform Act of 1986 78
Competitive Equality Banking Act of 1987 78
The Financial Institutions Reform, Recovery and Enforcement
Act of 1989 (FIRREA) 79
The Federal Deposit Insurance Corporation Improvement
Act of 1991 80
Current Unresolved Regulatory Issues 82
Capital Adequacy 83
Too Big to Fail 83
Deposit Insurance Reform 83
Hedge Funds 84
New Powers 84
Summary 85
Appendix: Important Banking Legislation 87
Part II Evaluating Bank Performance 91
3 Analyzing Bank Performance: Using the UBPR 93
Commercial Bank Financial Statements 95
The Balance Sheet 95
The Income Statement 103
The Relationship between the Balance Sheet and
Income Statement 110
The Return on Equity Model 111
The Uniform Bank Performance Report 111
Profitability Analysis 114
Expense Ratio and Asset Utilization 115
Banking Risks and Returns: The Profitability, Liquidity, and
Solvency Trade Off 120
Credit Risk 121
Liquidity Risk 124
TABLE OF CONTENTS | X
Market Risk 126
Operating Risk 127
Legal Reputation Risk 128
Capital or Solvency Risk 128
Maximizing the Market Value of Bank Equity 129
Evaluating Bank Performance: An Application 131
PNC s Profitability versus Risk: 1993 1997 137
CAMELS Ratings 138
Performance Characteristics of Different sized Banks 140
Financial Statement Manipulation 143
Preferred Stock 144
Nonperforming Loans 145
Securities Gains and Losses 146
Nonrecurring Sales of Assets 146
Summary 147
Appendix 151
4 Alternative Models of Bank Performance 169
A Critique of Traditional GAAP Based Performance Measures 170
The Appropriate Peer Group 170
Measures Based on Total Operating Revenue 171
Stock Market Based Performance Measures 172
Customer Focused Performance Measures 173
Line of Business Profitability Analysis 175
RAROC/RORAC Analysis 175
Funds Transfer Pricing 178
Risk Adjusted Income and Economic Income 180
Allocated Risk Capital 181
Management of Market Risk 183
Value at Risk Estimate for Foreign Exchange 184
Economic Value Added 185
The Balanced Scorecard 190
Summary 192
5 Managing Noninterest Income and Noninterest Expense 197
Common Financial Ratios of Expense Control and
Noninterest Income Growth 197
Noninterest Income 199
Noninterest Expense 202
Key Ratios 202
I TABLE OF CONTENTS
Customer Profitability and Business Mix 206
Which Customers Are Profitable? 206
What Is the Appropriate Business Mix? 207
Strategies to Manage Noninterest Expense 211
Cost Management Strategies 212
Summary 214
Part III Managing Interest Rate Risk 217
6 Pricing Fixed Income Securities 219
The Mathematics of Interest Rates 220
Future Value and Present Value: Single Payment 220
Future Value and Present Value: Multiple Payments 222
Simple versus Compound Interest 223
Compounding Frequency 224
The Relationship between Interest Rates and
Option Free Bond Prices 226
Bond Prices and Interest Rates Vary Inversely 226
Bond Prices Change Asymmetrically to Rising and Falling Rates 228
Maturity Influences Bond Price Sensitivity 228
The Size of Coupon Influences Bond Price Sensitivity 231
Duration and Price Volatility 232
Duration as an Elasticity Measure 232
Measuring Duration 233
Comparative Price Sensitivity 235
Recent Innovations in the Valuation of Fixed Income
Securities and Total Return Analysis 237
Total Return Analysis 237
Valuing Bonds as a Package of Cash Flows 239
Money Market Yields 240
Interest Bearing Loans with Maturities of One Year or Less 241
360 day versus 365 day Yields 241
Discount Yields 242
Yields on Single Payment, Interest Bearing Securities 243
Summary 244
7 The Determinants of Interest Rates 249
Determinants of Interest Rate Levels 251
Loanable Funds Theory 251
Supply of, and Demand for, Loanable Funds 251
Changes in the Supply and Demand for Loanable Funds 254
TABLE OF CONTENTS | 1
Inflation and the Level of Interest Rates 256
The Fisher Relation 258
Actual Inflation and Market Interest Rates 261
Interest Rates and the Business Cycle 265
Why Do Interest Rates Differ between Securities? 267
Term to Final Maturity 269
Yield Curves 269
Unbiased Expectations Theory 271
Forward Rates 273
Unbiased Expectations, Market Efficiency, and Arbitrage 274
Liquidity Premium Theory 276
Market Segmentation Theory 277
The Yield Curve and the Business Cycle 279
Term to Repricing Variable Rate and Floating Rate Securities 281
Default Risk 282
Default Risk Premiums 282
Bond Ratings 284
Marketability and Liquidity 285
Liquidity Effects 286
Liquidity Premiums 286
Special Features on Securities 287
Call and Put Provisions 287
Convertibility 289
Income Tax Effects 290
Municipal Securities 291
State and Local Taxes 291
Municipal Default Risk 292
Summary 292
Appendix 297
8 Managing Interest Rate Risk: GAP and
Earnings Sensitivity 301
Measuring Interest Rate Risk with GAP 304
Traditional Static GAP Analysis 304
What Determines Rate Sensitivity? 306
Factors Affecting Net Interest Income 308
Changes in the Level of Interest Rates 309
Changes in the Relationship between Short Term Asset Yields and
Liability Costs 312
Changes in Volume 313
I TABLE OF CONTENTS
Changes in Portfolio Composition 313
Rate, Volume, and Mix Analysis 314
Rate Sensitivity Reports 315
Strengths and Weaknesses: Static GAP Analysis 318
Link between GAP and Net Interest Margin 319
Earnings Sensitivity Analysis 320
Exercise of Embedded Options in Assets and Liabilities 321
Different Interest Rates Change by Different Amounts at
Different Times 322
Earnings Sensitivity Analysis: An Example 323
Income Statement GAP 329
Managing the GAP and Earnings Sensitivity Risk 331
Summary 333
9 Managing Interest Rate Risk: Duration GAP and
Market Value of Equity 339
Measuring Interest Rate Risk with Duration GAP 340
Duration, Modified Duration, and Effective Duration 340
Duration GAP Model 343
A Duration Application for Banks 345
An Immunized Portfolio 348
Market Value of Equity Sensitivity Analysis 349
MVE Sensitivity Analysis: An Example 350
Earnings Sensitivity Analysis versus MVE Sensitivity Analysis:
Which Model Is Better? 353
Strengths and Weaknesses: GAP and Earnings Sensitivity Analysis 353
A Critique of Strategies to Manage Earnings and Market
Value of Equity Sensitivity 354
GAP and DGAP Management Strategies: What Are Your Bets? 355
An Example 356
Yield Curve Strategies 357
Summary 359
i o Financial Futures, Forward Rate Agreements, and
Interest Rate Swaps 363
Characteristics of Financial Futures 364
Types of Futures Traders 365
The Mechanics of Futures Trading 366
An Example: 90 Day Eurodollar Time Deposit Futures 367
TABLE OF CONTENTS | X
Speculation versus Hedging 373
A Long Hedge 376
A Short Hedge 378
Change in the Basis 379
Basis Risk and Cross Hedging 381
Microhedging Applications 381
Creating a Synthetic Liability with a Short Hedge 382
The Mechanics of Applying a Microhedge 384
Macrohedging Applications 386
Hedging: GAP or Earnings Sensitivity 386
Hedging: Duration GAP and MVE Sensitivity 387
Accounting Requirements and Tax Implications 388
Using Forward Rate Agreements to Manage Rate Risk 390
Forward Rate Agreements: An Example 391
Potential Problems with FRAs 391
Basic Interest Rate Swaps as a Risk Management Tool 392
Characteristics 392
Swap Applications 394
Pricing Basic Swaps 397
Comparing Financial Futures, FRAs, and Basic Swaps 398
Summary 399
11 Options, Caps, Floors, and More Complex Swaps 407
The Nature of Options on Financial Futures 408
Examples Using Eurodollar Futures 409
Profit Diagrams 413
Eurodollar Futures 413
Call Options on Eurodollar Futures 415
Put Options on Eurodollar Futures 416
The Use of Options on Futures by Commercial Banks 417
Positions That Profit from Rising Interest Rates 417
Profiting from Falling Interest Rates 417
Hedging Borrowing Costs 419
Hedging with 3 Month Eurodollar Futures 419
Hedging with Options on Eurodollar Futures 422
Sensitivity of the Option Premium to the Change in
Eurodollar Futures Price 426
Interest Rate Caps, Floors, and Collars 427
Buying an Interest Rate Cap 428
Buying an Interest Rate Floor 429
I TABLE OF CONTENTS
Interest Rate Collar and Reverse Collar 431
Protecting against Falling Interest Rates 433
Protecting against Rising Interest Rates 436
Interest Rate Swaps with Options 441
Using Swaps to Reduce Borrowing Costs of a New Debt Issue 441
Using Interest Rate Swaps with a Call Option 441
Using Interest Rate Swaps with a Put Option 443
Summary 445
Part IV Managing the Cost of Funds,
Bank Capital, and Liquidity 451
12 Managing Liabilities and the Cost of Funds 453
The Composition of Bank Liabilities 454
Recent Trends for Large and Small Banks 455
Characteristics of Small Denomination Liabilities 459
Transactions Accounts 459
Electronic Money 461
Functional Cost Analysis 464
Small Time Deposits 466
Service Charges 467
Calculating the Net Cost of Transaction Accounts 468
Characteristics of Large Denomination Liabilities 469
Jumbo CDs (CDs over $100,000) 469
Immediately Available Funds 471
Federal Funds Purchased 472
Security Repurchase Agreements 472
Foreign Office Deposits 473
Individual Retirement Accounts 476
Federal Home Loan Bank Advances 477
Measuring the Cost of Funds 477
Evaluating the Cost of Bank Funds 478
The Average Historical Cost of Funds 478
The Marginal Cost of Funds 479
Weighted Marginal Cost of Total Funds 485
Marginal Cost Analysis: An Application 486
Funding Costs and Banking Risk 489
Funding Sources and Interest Rate Risk 489
Funding Sources and Liquidity Risk 490
TABLE OF CONTENTS I X
Funding Sources and Credit Risk 491
Funding Sources and Bank Safety 492
Borrowing from the Federal Reserve 492
Federal Deposit Insurance 493
Depositor Protection and Handling Problem Institutions 493
Summary 495
13 The Effective Use of Capital 501
Why Worry about Bank Capital? 502
Risk Based Capital Standards 503
The Basle Agreement 504
Risk Based Elements of the Plan 505
What Constitutes Bank Capital? 511
FDICIA and Bank Capital Standards 516
Capital Requirements for Interest Rate Risk 518
Capital Requirements for Market Risk Using Internal Models 518
What Is the Function of Bank Capital? 520
How Much Capital Is Adequate? 524
Weaknesses of the Risk Based Capital Standards 524
The Effect of Capital Requirements on Bank Operating Policies 525
Limiting Asset Growth 526
Changing the Capital Mix 528
Changing Asset Composition 529
Pricing Policies 529
Shrinking the Bank 529
Characteristics of External Capital Sources 530
Subordinated Debt 530
Common Stock 531
Preferred Stock 532
Trust Preferred Stock 532
Leasing Arrangements 533
Capital Planning 533
Applications 534
Federal Deposit Insurance 536
Risk Based Deposit Insurance 538
Problems with Deposit Insurance 539
Weakness of the Current Risk Based Deposit Insurance System 541
Proposals to Improve Deposit Insurance 542
Summary 544
I TABLE OF CONTENTS
14 Liquidity Planning and Managing Cash Assets 549
The Relationship between Cash and Liquidity Requirements 550
Cash versus Liquid Assets 552
Objectives of Cash Management 553
Reserve Balances at the Federal Reserve Bank 554
Required Reserves and Monetary Policy 554
The Impact of Sweep Accounts on Required Reserve Balances 556
Meeting Legal Reserve Requirements 558
Recent Problems with Reserve Requirements 559
Lagged Reserve Accounting 561
An Application: Reserve Calculation under LRA 562
Reserves Planning 565
Liquidity Planning over the Reserve Maintenance Period 566
Managing Float 567
The Payment System 567
Holds on Deposited Checks 569
Daylight Overdrafts 570
Pricing Federal Reserve Check Clearing Services 572
Managing Correspondent Balances 572
Correspondent Banking Services 573
Payment for Services 574
Computing Balance Requirements 575
Liquidity Planning 576
The Development of Liquidity Strategies 576
Liquidity versus Profitability 577
Liquidity, Credit, and Interest Rate Risk 578
Traditional Measures of Liquidity 580
Asset Liquidity Measures 580
Liability Liquidity Measures 582
Liquidity Analysis of PNC Bank and Community National Bank 584
Liquidity Planning: Monthly Intervals 587
Considerations in Selecting Liquidity Sources 592
Summary 593
Appendix 597
Continental Illinois: The Making of a Liquidity Crisis 597
The Loan Problems 598
The Liquidity Crunch 600
The Rescue 600
Permanent Financial Restructuring 601
Public Policy Issues 602
TABLE OF CONTENTS | X
Part V Extending Credit to
Businesses and Individuals 603
I s Overview of Credit Policy and Loan Characteristics 605
Recent Trends in Loan Growth and Quality 606
Trends in Competition for Loan Business 615
The Credit Process 616
Business Development and Credit Analysis 617
Credit Execution and Administration 621
Credit Review 623
Characteristics of Different Types of Loans 625
Real Estate Loans 625
Commercial Loans 629
Agriculture Loans 640
Consumer Loans 641
Summary 642
16 Evaluating Commercial Loan Requests 645
Fundamental Credit Issues 647
Character of the Borrower and Quality of Data Provided 647
Use of Loan Proceeds 649
Loan Amount 649
The Primary Source and Timing of Repayment 650
Collateral 650
Evaluating Credit Request: A Four Part Process 652
Overview of Management and Operations 653
Common Size and Financial Ratio Analysis 654
Cash Flow Analysis 661
Application to Prism Industries 664
Financial Projections 670
Risk Classification Scheme 672
Credit Analysis: An Application 673
Common Size and Financial Ratios Analysis:
Wade s Office Furniture 676
Cash Based Income Statement: Wade s Office Furniture 681
Sensitivity Analysis 688
Summary 688
Appendix I 693
Appendix II 695
Appendix III 697
I TABLE OF CONTENTS
17 Evaluating Consumer Loans 699
Types of Consumer Loans 701
Installment Loans 701
Noninstallment Loans 709
Subprime Loans 709
Consumer Credit Regulations 710
Equal Credit Opportunity 710
Prohibited Information Requests 711
Credit Scoring Systems 711
Credit Reporting 711
Truth in Lending 712
Fair Credit Reporting 714
Community Reinvestment 715
Bankruptcy Reform 717
Credit Analysis 718
Policy Guidelines 719
Acceptable Loans 719
Evaluation Procedures: Judgmental and Credit Scoring 721
An Application: Credit Scoring a Consumer Loan 722
An Application: Indirect Lending 725
Recent Risk and Return Characteristics of Consumer Loans 728
Revenues from Consumer Loans 728
Consumer Loan Losses 730
Interest Rate and Liquidity Risk with Consumer Credit 731
Summary 731
18 Customer Profitability Analysis and Loan Pricing 735
Account Analysis Framework 737
Expense Components 737
Target Profit 739
Revenue Components 740
Customer Profitability Analysis: An Application to
Commercial Accounts 746
Pricing New Commercial Loans 749
Risk Adjusted Returns on Loans 750
Fixed Rates versus Floating Rates 752
Base Rate Alternatives 754
Customer Profitability Analysis: Consumer Installment Loans 756
Summary 758
TABLE OF CONTENTS | X)
Part VI Managing the Investment
Portfolio and Special Topics 763
i a The Investment Portfolio and Policy Guidelines 765
Dealer Operations and the Securities Trading Account 767
Objectives of the Investment Portfolio 768
Accounting for Investment Securities 768
Safety or Preservation of Capital 769
Liquidity 770
Yield 771
Diversify Credit Risk 771
Help Manage Interest Rate Risk Exposure 772
Pledging Requirements 772
Trade Offs between Objectives 772
Composition of the Investment Portfolio 773
The Risk Return Characteristics of Investment Securities 775
General Return Characteristics 775
General Risk Characteristics 776
Regulatory Guidelines 780
Characteristics of Taxable Securities 780
Money Market Investments 781
Capital Market Investments 788
Prepayment Risk on Mortgage Backed Securities 796
Unconventional Mortgage Backed Securities 799
Corporate, Foreign, and Taxable Municipal Bonds 804
Asset Backed Securities 804
Characteristics of Municipal Securities 808
Money Market Municipals 809
Capital Market Municipals 811
Credit Risk in the Municipal Portfolio 812
Liquidity Risk 813
Establishing Investment Policy Guidelines 813
Return Objectives 814
Portfolio Composition 814
Liquidity Considerations 814
Credit Risk Considerations 814
Interest Rate Risk Considerations 815
Total Return versus Current Income 815
General Portfolio Considerations 815
Optimum Size of the Loan Portfolio 815
Stability of Deposits 816
J TABLE OF CONTENTS
Optimal Federal Funds Position 816
Capital Requirements 817
Summary 817
20 Active Investment Strategies 821
The Maturity or Duration Choice for Long Term Securities 823
Passive Maturity Strategies 823
Active Maturity Strategies 824
Interest Rates and the Business Cycle 828
The Impact of Interest Rates on the Value of Securities with
Embedded Options 832
Issues for Securities with Embedded Options 832
The Roles of Duration and Convexity in Analyzing Bond
Price Volatility 834
Impact of Prepayments on Duration and Yield for Bonds
with Options 837
Total Return and Option Adjusted Spread Analysis of
Securities with Options 840
Comparative Yields on Taxable versus Tax Exempt Securities 843
After Tax and Tax Equivalent Yields 847
The Yield Comparison for Commercial Banks 848
The Effective Tax on Incremental Municipal Interest Earned by
Commercial Banks 850
The Impact of the Tax Reform Act of 1986 851
Qualified versus Nonqualified Municipals 852
Strategies Underlying Security Swaps 853
Analysis of a Classic Security Swap 854
Swap with Minimal Tax Effects 856
Leveraged Arbitrage Strategy 856
Summary 858
21 Global Banking Activities 863
Global Banking Participants 864
The European Community 872
Universal Banking Model 874
Organizational Structure of U.S. Banks 876
International Financial Markets 879
The Eurocurrency Market 879
The Eurobond Market 880
Eurocredits 881
TABLE OF CONTENTS I XJ
International Lending 882
Short Term Foreign Trade Financing 882
Direct International Loans 885
Foreign Exchange Activities 887
Foreign Exchange Risk 887
Currency Exchange 890
The Relationship between Foreign Exchange Rates and
Interest Rates 891
Price Risk with Foreign Currencies 893
Summary 893
22 Financial Institution Mergers and Acquisitions 897
Recent Trends in Mergers and Acquisitions 900
How Do Mergers Add Value? 906
NationsBank and BankAmerica 909
Citibank and Travelers 911
Deutsche Bank AG and Bankers Trust 912
Problem Mergers 912
Value Added from Buying Failed Thrifts 913
Valuation Procedures 914
Premium to Book Value 914
Premium to Adjusted Book Value 916
Price to Earnings per Share 917
EPS Dilution Constraints 917
Return on Investment 919
Valuing Future Earnings 919
An Application 921
Historical Performance Analysis 924
Valuation Based on Alternative Procedures 926
Implications 932
Nonfinancial Considerations That Affect Mergers
and Acquisitions 932
Summary 933
References 939
Glossary 951
Index 961
|
any_adam_object | 1 |
author | Koch, Timothy W. MacDonald, S. Scott |
author_facet | Koch, Timothy W. MacDonald, S. Scott |
author_role | aut aut |
author_sort | Koch, Timothy W. |
author_variant | t w k tw twk s s m ss ssm |
building | Verbundindex |
bvnumber | BV013640390 |
callnumber-first | H - Social Science |
callnumber-label | HG1615 |
callnumber-raw | HG1615 |
callnumber-search | HG1615 |
callnumber-sort | HG 41615 |
callnumber-subject | HG - Finance |
ctrlnum | (OCoLC)40840253 (DE-599)BVBBV013640390 |
dewey-full | 332.1068 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.1068 |
dewey-search | 332.1068 |
dewey-sort | 3332.1068 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
edition | 4. ed. |
format | Book |
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id | DE-604.BV013640390 |
illustrated | Illustrated |
indexdate | 2024-07-09T18:49:27Z |
institution | BVB |
isbn | 0030244021 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009320467 |
oclc_num | 40840253 |
open_access_boolean | |
owner | DE-20 |
owner_facet | DE-20 |
physical | XXIX, 968 S. Ill., graph. Darst. |
publishDate | 2000 |
publishDateSearch | 2000 |
publishDateSort | 2000 |
publisher | Dryden Press |
record_format | marc |
series2 | The Dryden Press series in finance |
spelling | Koch, Timothy W. Verfasser aut Bank management Timothy W. Koch ; S. Scott MacDonald 4. ed. Fort Worth [u.a.] Dryden Press 2000 XXIX, 968 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier The Dryden Press series in finance Banken (financiële instellingen) gtt Financieel management gtt Prestatiebeoordeling gtt Toezicht gtt Bank management Bank (DE-588)4004436-1 gnd rswk-swf Bankbetriebslehre (DE-588)4129045-8 gnd rswk-swf Management (DE-588)4037278-9 gnd rswk-swf Bank (DE-588)4004436-1 s Management (DE-588)4037278-9 s 1\p DE-604 Bankbetriebslehre (DE-588)4129045-8 s 2\p DE-604 MacDonald, S. Scott Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009320467&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Koch, Timothy W. MacDonald, S. Scott Bank management Banken (financiële instellingen) gtt Financieel management gtt Prestatiebeoordeling gtt Toezicht gtt Bank management Bank (DE-588)4004436-1 gnd Bankbetriebslehre (DE-588)4129045-8 gnd Management (DE-588)4037278-9 gnd |
subject_GND | (DE-588)4004436-1 (DE-588)4129045-8 (DE-588)4037278-9 |
title | Bank management |
title_auth | Bank management |
title_exact_search | Bank management |
title_full | Bank management Timothy W. Koch ; S. Scott MacDonald |
title_fullStr | Bank management Timothy W. Koch ; S. Scott MacDonald |
title_full_unstemmed | Bank management Timothy W. Koch ; S. Scott MacDonald |
title_short | Bank management |
title_sort | bank management |
topic | Banken (financiële instellingen) gtt Financieel management gtt Prestatiebeoordeling gtt Toezicht gtt Bank management Bank (DE-588)4004436-1 gnd Bankbetriebslehre (DE-588)4129045-8 gnd Management (DE-588)4037278-9 gnd |
topic_facet | Banken (financiële instellingen) Financieel management Prestatiebeoordeling Toezicht Bank management Bank Bankbetriebslehre Management |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009320467&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT kochtimothyw bankmanagement AT macdonaldsscott bankmanagement |