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ID:40047196
大小:308.35 KB
页数:28页
时间:2019-07-18
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1、PositioningYourBalanceSheetforPeakPerformanceJohnCrawford,CFAExecutiveVicePresident,StrategicProductsGroupAgenda•AttributesofPeakPerformance•CompositionofPerformance•PerformanceStrategies&Tools•EnvironmentalChallenges/Strategies2PeakPerformingBalanceSheet•Performanceandefficiencyarein
2、dicativeofhowmuchincomeyoucandrivewiththecapital/resourcesyouhave.•Longtermhighperformingbalancesheetcreatescapacityforgreateropportunity3PeakPerformingBalanceSheetAttributesofPeakPerformance•Performanceofcorebusinessrealizedinthebottomline•Pricingdrivenbyprofitabilityobjectives•Disci
3、plinedriskmanagement–Credit–InterestRateRisk–Liquidity•Capitalefficient4PeakPerformingBalanceSheet•Consistentpeakperformancerequires–Discipline–Patience–Persistence–Longtermview•Bankbalancesheetstake2-4yearstotransition5PeakPerformingBalanceSheetSourcesofReturn:•RiskAdjustedCreditSpre
4、adfromLending•EarningsfromCoreDeposits•EarningsfromFeeBusinesses•RiskAdjustedReturnfromCoreBusiness•EarningsfromInterestRateRisk•RiskAdjustedSpreadfromInvestments•WholesaleFunding/HedgingEfficiency•EarningsfromWholesaleBalanceSheet•TotalReturntoCapitalProviders6CoreBalanceSheet•Thepar
5、tyourcustomersuse•Loans,deposits,etc.•Existsatthepleasureofyourcustomers•Competitiveproducts•Driveslongtermvalueoffranchise7ManagingCoreBalanceSheetManagementObjectives•Deliverproductscustomerdesirestobuy(maynotbethesameaswhatyouwanttosell)•Achieveprofitgoals•Achieveriskmanagementobje
6、ctives8ManagingCoreBalanceSheetManagementTools•DisciplinedPricingCustomerDriven•Loans•LoanHedging•Deposits•LoanTrading•Deposithedging9ManagingCoreBalanceSheetExamples•Loanhedgingprogramtoprovidefixedrateloans–Tailoredtoneedsofeachcustomer–Resultsindesiredratecharacteristicsforbank•Loa
7、ntrading–AdjustdurationexposuretomanageEARandEVE–Managecreditconcentrationswhilestillmeetingneedsofborrowers•Customerdeposithedging–OfferCDswithrateoptions(customerratereset,etc.)tocustomerswithoutretainingundesirablerisks10ManagingWholesaleBalanceSheetBalanceSheetcommittedtobankpurpo
8、ses•I
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