Bank risk analysis in emerging markets:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London
Euromoney Publ.
1998
|
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIV, 212 S. Ill., graph. Darst. |
| ISBN: | 1855644789 |
Staff View
MARC
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| 100 | 1 | |a Palmer, Howard |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Bank risk analysis in emerging markets |c Howard Palmer |
| 264 | 1 | |a London |b Euromoney Publ. |c 1998 | |
| 300 | |a XIV, 212 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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Record in the Search Index
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| adam_text | Contents
Acknowledgements xi
The author xii
Foreword xiii
Lord Maitland
Preface xiv
Chapter 1 1
Introduction -The real problems
Chapter 2 7
Political or bank risk?
Bank versus political risk
Country risk
Country risk analysis
Clash analysis
Is political risk foreseeable?
Assessing probabilities
Constructing a portfolio
Chapter 3 29
A transactional analysis of bank risk
Introduction
The Bank Bobowa case
Chapter 4 41
Annual reports - barriers to transparency
Chapter 5 47
How to analyse a bank s balance sheet
Step-by-step guide
Step 1 Capital/assets
Step 2: Loan growth and mix figures
Step 3: Loan losses
Step 4: Loan provisions
Step 5: Liquidity ratios
Step 6: Liquidity profile (and management policy)
Step 7: Deposits
Step 8: Net income and ROA
Step 9: Costs/income
Step 10: Special items
The mechanics of a profile
vii
BANK RISK ANALYSIS IN EMERGING MARKET COUNTRIES
Chapter 6 75
Spreading the bank s balance sheet
Reasons for spreading
In-built asset conservatism
Basic use of spreadsheet ratios
Income statement - a spreadsheet format
Hi-tech spreading - an investment banking solution
Chapter 7 95
Banks in emerging markets - a management grid matrix
Chapter 8 101
The nature of capital
The reality of capital
Risk weighting
The Basle Committee banking regulations, supervisory practices and Tier 1 capital
The adequacy of capital adequacy
Chapter 9 115
Avoiding fraud and failure -The Crocodile System
Chapter 10 125
Collection of interbank debts in emerging markets
Negotiating objectives
Strategy
Review of options
Debt collection in practice
Conclusions
Chapter 11 133
Accept or reject? - pinball line management
Question 1: How much do they want?
Question 2: How liquid are they?
Question 3: How much expected traffic is there?
Question 4: How much will we earn?
Question 5: How targeted are they?
Question 6: Has the deal hit the COBRA flippers?
Question 7: Is a replay possible?
Chapter 12 141
The virtual reality of bank risk analysis
Merger mania
The future of bank risk analysis
Lithuania - the last word
Appendix I 151
The 15-step grid (full version)
Appendix II 153
The Estonian banking review
viii
List of figures and tables
Figure 2.1 Bank or country risk? - Commercial Joint Stock Bank for Foreign
Economic Activity of the Republic of Belarus
Figure 2.2 The clash grid - country and bank risk head on
Table 2.1 Country risk investment gradings
Figure 3.1 Transactional analysis - parallel transactions
Figure 3.2 A duplex transaction
Figure 3.3 The win/lose decision-making tree
Figure 3.4 Bank Bobowa - annual report
Figure 3.5 Bank Bobowa transaction flow chart
Table 4.1 Capital and return of Indian banks
Table 5.1 Danareska Bank - a statement of capital
Figure 5.1 Grid Step 1
Table 5.2 Global Trade Bank Ltd, Kenya - loan growth
Figure 5.2 Global Trade Bank Ltd - a consolidated balance sheet
Table 5.3 Global Trade Bank Ltd - contingent liabilities
Table 5.4 Global Trade Bank Ltd - loan growth
Table 5.5 Global Trade Bank Ltd - ratio of shareholder s funds to total assets
Table 5.6 Back to Step 1, Global Trade Bank s capital
Figure 5.3 The Pie chart - loan mix of Everbright Bank, China
Figure 5.4 Gridding Step 1 and Step 2, loan losses
Figure 5.5 GloriaBank s balance sheet (grid Step 3)
Figure 5.6 Aljba Alliance - making sense of provisions (grid Step 4)
Figure 5.7 Aljba Alliance, consolidated balance sheets
Table 5.7 Step 4 - Loans/net income ratios
Table 5.8 The loan portfolio of Aljba Alliance
Figure 5.8 A crucial note
Table 5.9 Provisions/loans ratios, Aljba Alliance
Figure 5.9 Assets in the grid
Table 5.10 A loan provision lesson
Figure 5.10 Arab-African International Bank, consolidated balance sheet
Table 5.11 Notes on investment securities
Table 5.12 Arab-African International Bank, liquid assets
Table 5.13 Arab-African International Bank, total loans/total deposits ratio
Table 5.14 Income and expenditure analysis - Chinese banks
Table 5.15 Profit and ROA (China)
Table 5.16 Cost/total income ratios in China
Figure 5.11 The Agricultural Development Bank of Pakistan
Figure 6.1 A basic balance sheet - where does the CD fall?
Figure 6.2 Spreading the assets
Figure 6.3 Defining the assets for spreading (notes to the analyst)
Figure 6.4 Further definitions - what is a marketable security?
Figure 6.5 The loan/tenor issue
Figure 6.6 The liability lines
Figure 6.7 Consolidated profit and loss account
Figure 6.8 The income statement
BANK RISK ANALYSIS IN EMERGING MARKET COUNTRIES
Figure 6.9 Forekspank Estonia - a computer spread
Figure 6.10 Hansapank Estonia - a computer spread
Figure 7.1 A management grid
Figure 7.2 The anthropomorphism of emerging market banks
Table 8.1 Capital ratios of the top five Vietnamese banks
Figure 8.1 Capital base (pre-Basle model)
Table 8.2 The US four categories of risk
Figure 8.2 Loan capital proportion of total base
Figure 9.1 Article in the South China Morning Post, 28 July 1993
Figure 9.2 Advertisement in the Financial Times, 14 March 1995
Figure 9.3 A flawed structure - The International African Trade Bank
Figure 9.4 CAMEL becomes CROCODILE
Figure 9.5 The CROCODILE grid scoring card
Figure 10.1 Choices in interbank debt collection
Figure 11.1 Pinball line management
Figure 11.2 The COBRA flippers
Figure 12.1 The Cayman Islands
Figure 12.2 The Cloverleaf
Figure 12.3 Joint Stock Innovation Bank report
Figure 12.4 Joint Stock Innovation Bank, balance sheet
Figure 12.5 Joint Stock Innovation Bank, registered capital structure
Figure 12.6 Joint Stock Innovation Bank, key financial results
Figure 12.7 Article in Central European Business Weekly, December 1995
|
| adam_txt |
Contents
Acknowledgements xi
The author xii
Foreword xiii
Lord Maitland
Preface xiv
Chapter 1 1
Introduction -The real problems
Chapter 2 7
Political or bank risk?
Bank versus political risk
Country risk
Country risk analysis
Clash analysis
Is political risk foreseeable?
Assessing probabilities
Constructing a portfolio
Chapter 3 29
A transactional analysis of bank risk
Introduction
The Bank Bobowa case
Chapter 4 41
Annual reports - barriers to transparency
Chapter 5 47
How to analyse a bank's balance sheet
Step-by-step guide
Step 1 Capital/assets
Step 2: Loan growth and mix figures
Step 3: Loan losses
Step 4: Loan provisions
Step 5: Liquidity ratios
Step 6: Liquidity profile (and management policy)
Step 7: Deposits
Step 8: Net income and ROA
Step 9: Costs/income
Step 10: Special items
The mechanics of a profile
vii
BANK RISK ANALYSIS IN EMERGING MARKET COUNTRIES
Chapter 6 75
Spreading the bank's balance sheet
Reasons for spreading
In-built asset conservatism
Basic use of spreadsheet ratios
Income statement - a spreadsheet format
Hi-tech spreading - an investment banking solution
Chapter 7 95
Banks in emerging markets - a management grid matrix
Chapter 8 101
The nature of capital
The reality of capital
Risk weighting
The Basle Committee banking regulations, supervisory practices and Tier 1 capital
The adequacy of capital adequacy
Chapter 9 115
Avoiding fraud and failure -The Crocodile System
Chapter 10 125
Collection of interbank debts in emerging markets
Negotiating objectives
Strategy
Review of options
Debt collection in practice
Conclusions
Chapter 11 133
Accept or reject? - pinball' line management
Question 1: How much do they want?
Question 2: How liquid are they?
Question 3: How much expected traffic is there?
Question 4: How much will we earn?
Question 5: How targeted are they?
Question 6: Has the deal hit the COBRA flippers?
Question 7: Is a replay possible?
Chapter 12 141
The virtual reality of bank risk analysis
Merger mania
The future of bank risk analysis
Lithuania - the last word
Appendix I 151
The 15-step grid (full version)
Appendix II 153
The Estonian banking review
viii
List of figures and tables
Figure 2.1 Bank or country risk? - Commercial Joint Stock Bank for Foreign
Economic Activity of the Republic of Belarus
Figure 2.2 The 'clash' grid - country and bank risk 'head on'
Table 2.1 Country risk investment gradings
Figure 3.1 Transactional analysis - parallel transactions
Figure 3.2 A duplex transaction
Figure 3.3 The win/lose decision-making tree
Figure 3.4 Bank Bobowa - annual report
Figure 3.5 Bank Bobowa transaction flow chart
Table 4.1 Capital and return of Indian banks
Table 5.1 Danareska Bank - a statement of capital
Figure 5.1 Grid Step 1
Table 5.2 Global Trade Bank Ltd, Kenya - loan growth
Figure 5.2 Global Trade Bank Ltd - a consolidated balance sheet
Table 5.3 Global Trade Bank Ltd - contingent liabilities
Table 5.4 Global Trade Bank Ltd - loan growth
Table 5.5 Global Trade Bank Ltd - ratio of shareholder's funds to total assets
Table 5.6 Back to Step 1, Global Trade Bank's capital
Figure 5.3 The 'Pie' chart - loan mix of Everbright Bank, China
Figure 5.4 Gridding Step 1 and Step 2, loan losses
Figure 5.5 GloriaBank's balance sheet (grid Step 3)
Figure 5.6 Aljba Alliance - making sense of provisions (grid Step 4)
Figure 5.7 Aljba Alliance, consolidated balance sheets
Table 5.7 Step 4 - Loans/net income ratios
Table 5.8 The loan portfolio of Aljba Alliance
Figure 5.8 A crucial note
Table 5.9 Provisions/loans ratios, Aljba Alliance
Figure 5.9 Assets in the grid
Table 5.10 A loan provision lesson
Figure 5.10 Arab-African International Bank, consolidated balance sheet
Table 5.11 Notes on investment securities
Table 5.12 Arab-African International Bank, liquid assets
Table 5.13 Arab-African International Bank, total loans/total deposits ratio
Table 5.14 Income and expenditure analysis - Chinese banks
Table 5.15 Profit and ROA (China)
Table 5.16 Cost/total income ratios in China
Figure 5.11 The Agricultural Development Bank of Pakistan
Figure 6.1 A basic balance sheet - where does the CD fall?
Figure 6.2 Spreading the assets
Figure 6.3 Defining the assets for spreading (notes to the analyst)
Figure 6.4 Further definitions - what is a marketable security?
Figure 6.5 The loan/tenor issue
Figure 6.6 The liability lines
Figure 6.7 Consolidated profit and loss account
Figure 6.8 The income statement
BANK RISK ANALYSIS IN EMERGING MARKET COUNTRIES
Figure 6.9 Forekspank Estonia - a computer spread
Figure 6.10 Hansapank Estonia - a computer spread
Figure 7.1 A management grid
Figure 7.2 The anthropomorphism of emerging market banks
Table 8.1 Capital ratios of the top five Vietnamese banks
Figure 8.1 Capital base (pre-Basle model)
Table 8.2 The US four categories of risk
Figure 8.2 Loan capital proportion of total base
Figure 9.1 Article in the South China Morning Post, 28 July 1993
Figure 9.2 Advertisement in the Financial Times, 14 March 1995
Figure 9.3 A flawed structure - The International African Trade Bank
Figure 9.4 CAMEL becomes CROCODILE
Figure 9.5 The CROCODILE grid scoring card
Figure 10.1 Choices in interbank debt collection
Figure 11.1 Pinball line management
Figure 11.2 The COBRA flippers
Figure 12.1 The Cayman Islands
Figure 12.2 The Cloverleaf
Figure 12.3 Joint Stock Innovation Bank report
Figure 12.4 Joint Stock Innovation Bank, balance sheet
Figure 12.5 Joint Stock Innovation Bank, registered capital structure
Figure 12.6 Joint Stock Innovation Bank, key financial results
Figure 12.7 Article in Central European Business Weekly, December 1995 |
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| spelling | Palmer, Howard Verfasser aut Bank risk analysis in emerging markets Howard Palmer London Euromoney Publ. 1998 XIV, 212 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016838275&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Palmer, Howard Bank risk analysis in emerging markets |
| title | Bank risk analysis in emerging markets |
| title_auth | Bank risk analysis in emerging markets |
| title_exact_search | Bank risk analysis in emerging markets |
| title_exact_search_txtP | Bank risk analysis in emerging markets |
| title_full | Bank risk analysis in emerging markets Howard Palmer |
| title_fullStr | Bank risk analysis in emerging markets Howard Palmer |
| title_full_unstemmed | Bank risk analysis in emerging markets Howard Palmer |
| title_short | Bank risk analysis in emerging markets |
| title_sort | bank risk analysis in emerging markets |
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