Verfügbarkeit: Bank management

Bank management:

Gespeichert in:

Bibliographische Detailangaben
Hauptverfasser:	Koch, Timothy W. (VerfasserIn), MacDonald, S. Scott (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Fort Worth [u.a.] Dryden Press 2000
Ausgabe:	4. ed.
Schriftenreihe:	The Dryden Press series in finance
Schlagworte:	Banken (financiële instellingen) Financieel management Prestatiebeoordeling Toezicht Bank management Bank Bankbetriebslehre Management
Online-Zugang:	Inhaltsverzeichnis
Beschreibung:	XXIX, 968 S. Ill., graph. Darst.
ISBN:	0030244021

Internformat

MARC


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Datensatz im Suchindex

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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
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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

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