商业银行经营管理评价(ppt 68页)

Loans
78.0 64.9 Deposits
72.8 91.7
Investments
8.7 25.6 Borrowings
18.9 1.0
Cash
5.6 5.7
Other
7.7 3.9 Capital
8.3 7.3
Total
100 100 Total
100 100
Bank Assets: Loans
Bank Assets: Noninterest cash and due from banks
It consists of
– vault cash, – deposits held at Federal Reserve Banks – deposits held at other financial institutions – cash items in the process of collection
– earn interest, – help meet liquidity needs – speculate on interest rate movements – serve as part of a bank’s dealer
functions.
The administration and transaction costs are extremely low.
0
Domestic other
7.3
4.7
International
0.5
0
Unearned income
- 0.2
0
Loss allowance
- 1.0
-0.5
Total
78.0
64.9
Bank Assets: Investment securities
Investment securities are held to
Bank Assets: Investment securities
Short-term investments
– Interest-bearing bank balances (deposits due from other banks)
– federal funds sold – securities purchased under agreement to
– Leases; Unearned income; Loss allowance
PNC and CNB: LoanPNpCortfolio (2C0N0B0)
Real estate
37.0
37.0
Commercial
28.8
19.4
Individuals
5.6
4.3
Agricultural
0.0
Loans: Categories
Real estate loans Commercial loans Loans to individuals Agricultural loans Other loans in domestic offices Loans and leases in foreign offices Three adjustments
These assets are held to
– meet customer withdrawal needs – meet legal reserve requirements – assist in check clearing and wire transfers – effect the purchase and sale of Treasury securities
Different-sized Banks
Balance Sheet
It is a statement of financial position listing assets owned, liabilities owed, and owner’s equity as of a specific date.
Assets = Liabilities + Equity. Balance sheet figures are calculated
at a particular point in time and thus represent stock values.
China Big Four Banks (12/31/2002) v.s.
Loans are the maHale Waihona Puke Baiduor asset in most banks’ portfolios and generate the greatest amount of income before expenses and taxes.
They also exhibit the highest default risk and are relatively illiquid.
第二章 商业银行经营评价
Balance Sheet Income Statement Relationship between Balance Sheet
and Income Statement Return on Equity Model 股份制商业银行风险评级体系(04年2月
22日) Performance Characteristics of
3.8 7.1
Total
100 100 Total
100 100
PNC Bank (12/31/2000, TA: 63 bn) v.s. Community National Bank (12/31/00, TA: 0.1bn)
Asset (%)
Liabilities(%)
PNC CNB
PNC CNB
All US Banks (12/31/2002)
Asset (%)
Liabilities(%)
CN US
CN US
Loans
60.2 61.4 Deposits
81.4 65.8
Investments
6.6 23.1 Borrowings
14.9 27.2
Cash
24.8 9.1
Other
8.4 7.4 Capital
resell (RPs) – Treasury bills – municipal tax warrants
Long-term investment: notes and bonds
– Treasury securities – Obligations of federal agencies – Mortgage-backed, foreign, and corporate