Author: (USA) (S.ScottMacDonald) MacDonald
Translator: money
Publishing House: Peking University Publishing House
Date of publication: May 2009
ISBN:978730 1 123 17 1
Format: 16
Pricing: 78.00 yuan
Characteristics of Bank Management (6th Edition): Focusing on risk management, it focuses on the decision-making process of bank managers.
This paper introduces how to use financial models or decision-making procedures. And show it with sample data.
A large number of cases are used to help readers understand the balance between risks and benefits in the process of financial decision-making. This book has been completely updated according to the latest financial supervision laws and regulations, so that readers can understand the latest banking supervision and competition environment. This paper introduces the latest and most comprehensive bank performance evaluation system. Updated the data and analysis of international banking, the overseas scale and role of American banks, and the ownership and composition of foreign banks in the United States.
This paper comprehensively discusses the application of advance payment of federal housing loan bank in financing and liquidity management. The new Basel capital standard is also discussed.
New analytical tools and methods are widely used, such as total income analysis and option adjustment spread analysis introduced when evaluating other investment tools.
This paper introduces the whole process of compiling cash income statement and provides a method to predict the future performance of potential borrowers. S.Scott MacDonald, Ph.D., Texas A&M University, Chairman and CEO of SWGSB Foundation, Director of Bank Board, and Associate Professor of Finance, Edwir L.Cox School of Business, Southern Methodist University. Dr MacDormaid has won many teaching and research awards, and often gives speeches at seminars of banks, vocational programs and banking schools. He has published articles in many academic journals, such as Journal of Financial Economics, Business Magazine, Future Market Magazine and Future Market Review.
Timothy W.Koch, Ph.D. in Economics from Purdue University, Professor of Finance from the University of South Carolina, President of the South Carolina Bankers Association, and Dean of the Graduate School of the Bank of Colorado, has taught in many graduate schools of professional bankers in the United States. He is also a lecturer at the Graduate School of Banking Investment and Financial Management of the University of South Carolina and the head of the banking seminar. As part of the US Treasury Department's plan to help private banks in Eastern Europe, he also provided funds to Poland and Hungary. Bankers in Slovakia and Ukraine teach risk management courses. Dr Kocl's research areas are bank risk management, performance analysis and improvement, pricing of financial futures and fixed income securities, and public finance. Part 1 overview of banking and its supervision
Chapter 1 Changing Banking Environment
1. 1 historical banking supervision
1.2 objectives and functions of banking supervision
1.3 Ensure safety and reliability, and build an effective and competitive financial system.
1.4 Maintain monetary stability and the integrity of the national payment system.
1.5 Effective and competitive financial system
1.6 consumer protection
1.7 federal legislative and regulatory trends
Contemporary Hot Spots: Moral Hazard and Lax Market Self-control: Deposit Insurance
1.8 banking business model
1.9 main driving force of change
1. 10 scientific and technological progress
1. 1 1 summary
utilize
practical activity
Appendix major bank legislation
The second part is the performance evaluation of banks
Chapter II Bank Performance Analysis
2. 1 Financial statements of commercial banks
2.2 Relationship between Balance Sheet and Income Statement
2.3 Return on equity model
2.4 profit analysis
Contemporary Hotspots: Interpreting Financial Ratio and Using Average Value of Balance Sheet Data
2.5 Risk and Benefit Management
2.6 Operational risks
2.7 Bank performance evaluation: an application example
Contemporary hot spot: Enron's falling horse and its influence on PNC bank
2.8 Maximize the market value of bank equity
2.9 manipulation of financial statements
2. 1 0 summary
utilize
Think about a problem
Chapter III Management of Non-interest Income and Non-interest Expenses
3. 1 non-interest income
3.2 Non-interest expenses
3.3 What kind of business and customers are profitable?
Contemporary hot spot: the strategy of increasing non-interest income
Contemporary Hot Spot: Online Banking: How do banks train customers to "change their behavior patterns"?
3.4 What kind of enterprise combination is appropriate?
3.5 Strategies for managing non-interest expenses
Contemporary Hot Spots: Opportunities to Cut Costs
3.6 Summary
utilize
Think about a problem
Part III Interest Rate Risk Management
Chapter IV Pricing of Fixed Income Securities
4. 1 Mathematical calculation of interest rate
4.2 Final value and present value: multi-period payment
4.3 Relationship between interest rate and price of non-option bonds
4.4 Term and price fluctuation
4.5 Analysis of recent innovation and total yield of fixed-income securities valuation
4.6 Money market yield
4.7 Summary
utilize
research project
Chapter V Interest Rate Risk Management: Gap and Income Sensitivity
5. 1 Use gap to measure interest rate risk.
5.2 Traditional static gap analysis
5.3 Income Sensitivity Analysis
5.4 Income statement gap
5.5 Management Gap and Income Sensitivity Risk
5.6 Summary
utilize
Think about a problem
Chapter VI Interest Rate Risk Management: Duration Gap and Economic Value of Equity
6. 1 measure interest rate risk with duration gap
Contemporary Hotspots: Interest Rate Sensitivity and Price Sensitivity
6.2 Sensitivity analysis of equity economic value
Contemporary Hotspots: Real Estate Cleaning and Fannie Mae's Interest Rate Risk
6.3 Benefit Sensitivity Analysis and EVE Sensitivity Analysis: Which model is better?
6.4 Criticism on the management strategy of sensitivity to income and equity economic value
6.5 summary
utilize
Think about a problem
Chapter VII Managing Interest Rate Risk by Derivative Financial Instruments
7. 1 Characteristics of financial futures
7.2 Speculation and hedging
7.3 Application of Micro-hedging
7.4 Application of Macro Hedging
Contemporary Hotspots: Hedge Accounting and the Bankruptcy of Franklin Savings Bank
7.5 Use forward interest agreement to manage interest rate risk
7.6 Basic interest rate swap as an interest rate management tool
7.7 upper and lower interest rate limits
7.8 Summary
utilize
Think about a problem
Part IV Capital Cost, Bank Capital and Liquidity Management
Chapter VIII Bank Financing and Liquidity Management
8. 1 Relationship among liquidity demand, cash and sources of funds
8.2 Characteristics of Retail Deposits
Contemporary hot spot: the scope of deposit insurance
Contemporary Hot Spot: Honest Savings Act
8.3 Characteristics of Large Liabilities
8.4 Electronic money
8.5 "2 1 century check method "
8.6 Measurement of the cost of capital
Contemporary Hotspots: Edge and Average
8.7 Sources of funds and bank risks
8.8 Holding current assets
8.9 Reserve balance of Federal Reserve Bank
8. 10 meets the statutory reserve requirements
8. 1 1 liquidity planning
Contemporary hot spot: overdraft of $24 billion
8. 12 traditional liquidity risk indicators
8. 13 summary
utilize
Think about a problem
practical activity
Chapter IX Effective Utilization of Capital
9. 1 Why worry about bank capital?
9.2 Risk Capital Standards
9.3 Composition of Bank Capital
9.4 FDICIA and bank capital standards
9.5 What is the role of bank capital?
9.6 How much capital is sufficient?
9.7 Impact of capital requirements on bank operation policies
9.8 Characteristics of external capital sources
9.9 Capital Planning
9. 10 federal deposit insurance
Contemporary Hot Spots: Supervision Strategies for Bankruptcy of Large Banks
9. 1 1 Summary
utilize
Think about a problem
Part V Enterprise and Personal Credit
Chapter 10 Overview of credit policy and loan characteristics
10. 1 Recent loan growth trend and loan quality
10.2 Measure the overall quality of assets
10.3 Competition trend of loan business
Contemporary Hot Spot: Diversification of Bank Competition
10.4 credit process
10.5 characteristics of various loans
Contemporary hot spot: RJR-reducing leverage and leveraged buyout
10.6 summary
utilize
Think about a problem
practical activity
Chapter 1 1 commercial loan evaluation
1 1. 1 basic credit problem
1 1.2 Evaluating credit applications: a four-step process.
Contemporary hot spot: false profits of micro-strategic companies
Contemporary Hot Spots: Earning Income Enron: Lessons from Accounting Fraud
Contemporary Hot Spot: Multifunctional Cash Flow
1 1.3 Example of credit analysis: Wade Office Furniture Company.
1 1.4 summary
utilize
Think about a problem
Appendix I Calculation of Financial Ratio
Appendix II Financial Analysis Background Information
Appendix III
Chapter 12 Consumer Credit Evaluation
12. 1 Types of consumer loans
Contemporary Hotspots: Debit Cards, Smart Cards and Prepaid Cards
12.2 subprime loans
12.3 consumer credit control
Contemporary Hot Spots: Errors in Credit Reports
12.4 credit analysis
12.5 characteristics of recent risks and benefits of consumer credit
12.6 summary
utilize
Think about a problem
practical activity
Part 6 Portfolio Management and Themes
Chapter 13 Portfolio Management
13. 1 dealer business and securities business account
13.2 portfolio objectives
13.3 composition of investment portfolio
13.4 characteristics of taxable securities
13.5 prepayment risk of mortgage securities
13.6 characteristics of municipal securities
13.7 drafting investment strategy guide
13.8 active investment strategy
13.9 Term or duration selection of long-term securities
13. 10 the influence of interest rate on the value of weighted securities
13. 1 1 Comparison of the yields of taxable and tax-free securities
13. 12 1986 the impact of the tax reform bill
13. 13 securities trading strategy
13. 14 summary
utilize
Think about a problem
practical activity
Chapter 14 Global Banking
14. 1 global banking participants
14.2 euro
14.3 universal banking model
14.4 Organizational structure of Bank of America
14.5 international financial market
14.6 international loan
14.7 foreign exchange business
14.8 summary
utilize
term
index
……