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Bank management : text and cases 5th ed

Bank management : text and cases 5th ed (1회 대출)

자료유형
단행본
개인저자
Hempel, George H. Simonson, Donald G.
서명 / 저자사항
Bank management : text and cases / George H. Hempel, Donald G. Simonson.
판사항
5th ed.
발행사항
New York :   John Wiley,   c1999.  
형태사항
xv, 683 p. : ill. ; 26 cm.
ISBN
0471169609 (cloth : alk. paper)
일반주기
Includes index.  
일반주제명
Bank management. Bank management --Case studies. Bank management. Bank management --Case studies.
000 00842camuuu200277 a 4500
001 000001038479
005 19991011170608.0
008 980619s1999 nyua 001 0 eng
010 ▼a 98028268
020 ▼a 0471169609 (cloth : alk. paper)
040 ▼a DLC ▼c DLC ▼d C#P ▼d UKM ▼d 244002
049 ▼l 151069236
050 0 0 ▼a HG1615 ▼b .H45 1999
082 0 0 ▼a 332.1/068 ▼2 21
090 ▼a 332.1068 ▼b H491b5
100 1 ▼a Hempel, George H.
245 1 0 ▼a Bank management : ▼b text and cases / ▼c George H. Hempel, Donald G. Simonson.
250 ▼a 5th ed.
260 ▼a New York : ▼b John Wiley, ▼c c1999.
300 ▼a xv, 683 p. : ▼b ill. ; ▼c 26 cm.
500 ▼a Includes index.
650 0 ▼a Bank management.
650 0 ▼a Bank management ▼x Case studies.
650 4 ▼a Bank management.
650 4 ▼a Bank management ▼x Case studies.
700 1 ▼a Simonson, Donald G.

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No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 세종학술정보원/사회과학실/ 청구기호 332.1068 H491b5 등록번호 151069236 도서상태 대출가능 반납예정일 예약 서비스 C

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CONTENTS

PART ONE MEASUREMENT, ANALYSIS AND THEORY OF VALUE CREATION = 1

 CHAPTER 1 The Changing Nature of Banking in the U.S. = 3

  Role of Commercial Banking in the U.S. Economy = 3

  Historical Background : Current Regulation and Structure = 6

  Resulting Bank Regulation in the United States  = 21

  Resulting Banking Structure = 24

  An Approach to Bank Management in This Challenging Environment = 31

  Discussion Questions = 31

 CHAPTER 2 Understanding a Bank's Financial Statements = 35

  Understanding a Bank's Balance Sheet = 35

  Understanding a Bank's Income Statement = 41

  Supplementary Information = 44

  Data for a Typical Bank? = 47

  An Introduction to Loan Loss Accounting = 47

  Off-Balance Sheet Information = 48

  Nonfinancial Information = 51

  Sources and Quality of Information = 51

  End of Chapter Problems = 54

 CHAPTER 3 Evaluating a Bank's Returns, Risk and Overall Performance = 78

  Using Basic Ideas from Business Finance = 58

  Key Return and Risk Measures for a Sample Bank = 73

  Return-Risk Trade-Offs = 69

  Analysis of Key Return-Risk Trade-Offs = 74

  Comprehensive Ratio Analysis for Financial Firms = 77

  The Components of Net Interest Margin = 87

  Improving Risk Measurement and Management = 91

  The Appropriate Trade-Off Between Risks and Return = 94

  Uniform Bank Performance Reports = 96

  End of Chapter Problems = 97

 CHAPTER 4 Foundations of Value in Banking = 103

  Banks Enter "Nominal Contracts" = 104

  Time Value of Money and Interest Rate Sensitivity = 104

  Balance Sheet Maturity Mismatching = 107

  Measuring Interest Rate Sensitivity : Duration = 111

  Arithmetic Calculation of Duration = 113

  The Duration Gap = 115

  Using Convexity to Modify Duration Analysis = 118

  Yield to Maturity = 119

  Summary and Conclusions = 121

  End of Chapter Problems = 122

  Appendix 4A : Combining Convexity and Duration Estimates of Price Change = 126

  End of Appendix Problems = 128

 CHAPTER 5 Asset and Liability Management and the Yield Curve = 129

  Managing with Discount Rate Expectations = 130

  Gap Management = 134

  Gap Management and Basis Risk = 138

  Simulation Systems = 138

  Gap Strategies and Interest Rate Benchmarking = 141

  Summary and Conclusions = 144

  End of Chapter Problems = 145

  Appendix 5A : Theories of the Term Structure of Interest Rates = 148

   Interest Rate Expectations = 148

   Liquidity Premium Theory = 150

   Market Segmentation and Preferred Habitat Theories = 151

  Appendix 5B : Risk Premiums  and the Term Structure = 152

   Bootstrapping = 153

   Yield Curve Interpolation = 153

  End of Appendix Problems = 156

  Case 1 First National Bank = 157

  Case 2 Lincoln National Bank = 173

  Case 3 Quaker National Bank = 183

  Case 4 Peralta National Bank = 191

  Case 5 Norwest Corporation = 200

PART TWO Asset, Liability, and Capital Decisions = 207

 CHAPTER 6 The Acquisition and Cost of Bank Funds = 209

  Types and Changing Composition of Deposits = 209

  Types and Composition of Borrowed Bank Funds = 214

  The Funding Spread as a Source of Profitability = 216

  Funding Availability and Strategy for Different Types of Banks = 217

  Measuring and Using the Cost of Funds = 219

  Using Cost-of-Funds Measures = 228

  Risks Associated with Raising Funds = 230

  Introduction to Basic Funding Strategies = 233

 CHAPTER 7 Measuring and Providing Reserves and Liquidity = 242

  Determining A Bank's Reserve Needs = 242

  Meeting Required Reserves and Managing the Money Position = 246

  Measuring a Bank's Liquidity Needs = 253

  Filling a Bank's Liquidity Needs = 262

  Matching Liquidity Sources to Liquidity Needs = 264

  Meeting Contingency and Future Liquidity Needs = 268

  End of Chapter Problems = 27O

 CHAPTER 8 Managing the Security Portfolio = 274

  Asset Priority Model = 274

  Portfolio Objectives = 275

  Debt Instruments = 277

  Managing the Security Portfolio = 286

  Total Return : Trading and Swapping Bonds = 293

  Accounting Classification of Securities = 296

  Portfolio Management and Business Cycles = 298

  Evaluating Securities with Uncertain Cash Flows = 303

  Implementing Investment Policies and Strategies = 303

  Summary = 304

  End of Chapter Problems = 305

  Appendix 8A : Alternative Investment Instruments Used by Banks = 307

 CHAPTER 9 Managing Bank Capital = 322

  Determining Capital Adequacy = 322

  Managing Capital and Lines of Business =  331

  Sustainable Internal Growth = 339

  Raising Capital Externally = 343

  End of Chapter Problems = 354

  Appendix 9A : A Process for Planning Financial Needs = 356

  Case 6 Shawnee National Bank = 360

  Case 7A Hillside Bancorp(A) = 368

  Case 7B Hillside Bancorp(B) = 376

  Case 8 Aspict Bankshares Corporation = 379

PART THREE MANAGING LOANS AND THE LOAN PORTFOLIO = 387

 CHAPTER 10 The Bank Credit Organization = 389

  Loan Risks and Losses = 390

  Managing Credit Risk = 391

  The Credit Organization = 394

  Loan Committees and the Loan Approval Process = 395

  Loan Policy and Procedures Formulation = 397

  Controlling Loan Losses = 403

  Pricing Policy = 409

  Unethical Conduct and Conflicts of Interest = 409

  Common Reasons for Loan Losses = 409

  Legal and Regulatory Controls on Lending = 410

  Summary = 414

  End of Chapter Problems = 415

  Appendix 10A : Are Bank Loans Competitive? = 416

 CHAPTER 11 Credit Seleetion, Underwriting and Portfolio Diversification = 418

  Selection Risk Analysis = 418

  Covenants and Pricing = 423

  Risk Rating and Monitoring = 429

  Managing Portfolio Risk = 431

  Types of Loans = 432

  Loan Sales and Securitization = 446

  Summary = 452

  End of Chapter Problems = 453

  Appendix 11A : Financial Ratio and Credit Selection Analysis =  455

  Appendix 11B : Bases for Loan Pricing = 473

 CHAPTER 12 Consumer Lending = 475

  Commercial Bank Consumer Credit = 476

  Automobile Lending = 477

  Revolving Credit = 478

  Home Equity Credit = 478

  Mobile Home Financing = 479

  Securitization of Consumer Loans = 479

  Interest Charge Considerations = 480

  Credit Analysis in Consumer Lending = 482

  Credit Evaluation Systems = 486

  Reporting the Credit Decision = 490

  Banks and Credit Card Finance = 491

  Real Estate Loans 494

  Consumer Loan Losses and the Bankruptcy Code = 500

  Bankruptcy Reform = 501

  Criticism and Reform of the 1978 Bankruptcy Code = 502

  Consumer Regulation and Compliance = 503

  Summary = 506

  End of Chapter Problems = 506

  Case 9 Lobo Mill Products Company = 507

  Case 10 Questor Inc. = 509

  Case 11 Global Machinery arid Metals Company, Inc. = 513

  Case 12 Bergner Construction Company = 517

  Case 13 Calbank Leasing Corporation = 522

  Case 14 Edward Edwards Company(A) = 529

PART FOUR HEDGING AND PRICING WITH DERIVATIVES AND INTERNATIONAL BANKING = 533

 CHAPTER 13 Financial Futures and Forwards : Hedging and Pricing = 535

  Overview of Derivatives = 535

  The Basics and Forwards of Futures Contracts = 537

  Forward Prices = 541

  Microhedging = 544

  Macrohedging = 550

  Foreign Exchange Forwards and Futures = 555

  Summary = 556

  End of Chapter Problems = 557

 CHAPTER = 14 Interest Rate Options : Hedging and Pricing = 559

  Option Basics = 560

  Exchange-Traded Interest Rate Options = 563

  Hedging a Bond Portfolio = 565

  Options Pricing Models = 566

  Interest Rate Options = 568

  Caps, Floors, and Collars = 513

  Other Contingent Claims Products = 575

  Summary = 582

  End of Chapter Problems = 582

  Appendix 14A : Black-Scholes Model and Put-Call Parity = 586

 CHAPTER 15 Interest Rate Swaps : Hedging and Pricing = 588

  The Basics of Interest Rate Swaps = 589

  Basis Swaps = 592

  Swaps, FRAs and Futures = 594

  Swap Pricing = 597

  Summary = 600

  End of Chapter Problems = 601

  Appendix 15A : Adjusting the Swap Rate for Convexity = 604

  Appendix 15B : The Swap Curve = 606

 CHAPTER 16 International Banking = 609

  Bank Foreign Exchange (FX) Risk Management = 610

  Foreign Exchange Rates = 611

  Interest Rate Parity = 618

  Structure of the Foreign Exchange Market = 620

  The Eurocurrency Markets = 621

  Bank Financial Management in a Foreign Environment = 622

  International Loans = 624

  International Lending by U.S. Banks = 628

  Legal Forms of International Banking Organizations = 628

  Summary = 630

  End of Chapter Problems = 631

  Case 15 Edward Edwards Company (B) = 633

  Case 16 KeyCorp = 635

  Case 17 Region Financial Corporation = 641

  Case 18 City Federal Savings and Loan Association = 749

  Case 19 Grantland Bank = 658

Index = 671



관련분야 신착자료

Ingham, Geoffrey K. (2020)