商业银行管理bank managment financial services(7th)第15章课后题答案

《商业银行管理bank managment financial services(7th)第15章课后题答案》由会员上传分享，免费在线阅读，更多相关内容在教育资源-天天文库。

1、CHAPTER15THEMANAGEMENTOFCAPITALGoalofThisChapter:Thepurposeofthischapteristodiscoverwhycapital–particularlyequitycapital–issoimportantforfinancialinstitutions,tolearnhowmanagersandregulatorsassesstheadequacyofaninstitution’scapitalposition,andtoexplainthewaysthatmanagementcanraisenewcapital.K

2、eyTopicsinThisChapter·TheManyTasksofCapital·CapitalandRiskExposures·TypesofCapitalInUse·CapitalastheCenterpieceofRegulation·BaselIandBaselII·PlanningtoMeetCapitalNeedsChapterOutlineI.Introduction:WhatIsCapital?II.TheManyTasksCapitalPerformsA.CushionAgainstRiskofFailureB.ProvidesFundsNeededtoB

3、eginOperationsC.PromotesPublicConfidenceD.ProvidesFundsforFutureGrowthandNewServicesE.RegulatorofGrowthF.CapitalPlaysaRoleinMergersG.LimitsHowMuchRiskExposureBanksandCompetingFirmsCanAcceptH.ProtectstheGovernment’sDepositInsuranceSystemIll.CapitalandRiskA.KeyRisksinBankingandFinancialInstitut

4、ions’Management1.CreditRisk2.LiquidityRisk3.Interest-RateRisk4.OperatingRisk5.ExchangeRisk6.CrimeRiskB.DefensesagainstRisk1.QualityManagement2.Diversificationa.Portfoliob.Geographic2193.DepositInsurance4.Owners'CapitalIV.TypesofCapitalA.CommonStockB.PreferredStockC.SurplusD.UndividedProfitsE.

5、EquityReservesF.SubordinatedDebenturesG.MinorityInterestinConsolidatedSubsidiariesH.EquityCommitmentNotesI.RelativeImportanceoftheDifferentSourcesofCapitalV.OneoftheGreatIssuesintheHistoryofBanking:HowMuchCapitalIsReallyNeeded?A.RegulatoryApproachtoEvaluatingCapitalNeeds1.ReasonsforCapitalReg

6、ulation2.ResearchEvidenceVI.TheBasleAgreementonInternationalCapitalStandards:AnHistoricContractamongLeadingNationsA.BaselI1.TierOneCapital2.TierTwoCapital3.CalculatingRisk-WeightedAssetsUnderBasleI4.CalculatingtheCapital-toRisk-WeightedAssetsRatioUnderBaselIB.CapitalRequirementsAttachedtoDeri

7、vatives1.BankCapitalStandardsandMarketRisk2.MarketRiskandValueatRisk(VaR)Models3.ValueatRisk(VAR)Models4.LimitationsandChallengesofVaRandInternalModelingC.BaselII:ANewCapitalAccordUnfolding1.PillarsofBaselII2.InternalRiskAssessment3.Operation