Chuy+¬n -¦+¼ 2

download Chuy+¬n -¦+¼ 2

of 93

  • date post

    11-Mar-2016
  • Category

    Documents

  • view

    5
  • download

    0

Embed Size (px)

description

TCTT

Transcript of Chuy+¬n -¦+¼ 2

  • Chuyn 2NGN HNG V QUN TR CC NH CH TI CHNH

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Bng cn i k ton ngn hngTi sn nTin gi pht sc (tin gi thanh ton)Tin gi phi giao dch (tit kim, c k hn)Tin vayVn ngn hng

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Bng cn i k ton ngn hng(tip theo)Ti sn cD trCc danh mc tin mt trong qutrnh nh thuTin gi ti cc ngn hng khcChng khonCc khon cho vay Cc ti sn khc

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Bng cn i k ton hp nht cc ngn hng thng mi (t l % cc khon mc trn tng s, 6/ 2011

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Hot ng c bn ca ngn hng: tin gi bng tin mtM ti khon pht sc do lm tng ln mt khon d tr ngn hng tng ng vi khon tin gi tng thm.

    Ngn hng quc gia u tinNgn hng qc gia u tinTi snNgun vnTi snNgun vnTin mt d tr+$100Tin gi pht sc+$100Tin mt d tr+$100Tin gi pht sc+$100

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Hot ng c bn ca ngn hng: tin gi pht scKhi ngn hng nhn thm mt khon tin gi th lm cho d tr tin mt tng ln tng ng v khi khon tin gi gim xung s lm cho d d tim mt gim tng ng

    Ngn hng quc gia u tinNgn hng quc gia th haiTi sn cTi sn nTi sn cTi sn nD tr+$100Tin gi pht sc+$100D tr-$100Tin gi pht sc-$100

    Ngn hng quc gia u tinTi snNgun vnCc danh mc tin mt trong qu trnh nh thu+$100Tin gi pht sc+$100

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Hot ng c bn ca ngn hng: tim kim li nhunChuyn i ti sn: bn mt danh mc ti sn n ny sau dng s tin thu c mua mt danh mc ti sn vi nhng c im khc. Ngn hng huy ng vn ngn v di hn

    Ngn hng quc gia u tinNgn hng quc gia u tin

    Ti sn cTi sn nTi sn cTi sn nD tr bt buc+$100Tin gi pht sc+$100D tr bt buc+$100Tin gi pht sc+$100D tr tha+$90Cho vay+$90

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Cc nguyn tc chung trong qun tr ngn hngQun tr thanh khonQun tr ti snQun tr nQun tr an ton vnRi ro tn dngRi ro li sut

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr thanh khon: tha d trGi s d tr bt buc l 10%Nu mt ngn hng c d tr bt buc phong ph, th khi c mt khon tin gi rt khoi ngn hng khng cn thit phi thay i cc b phn TS khc trn bng cn i.

    Ti sn cTi sn nTi sn cTi sn nD tr$20MTin gi$100MD tr$10MTin gi$90MCho vay$80MVn ngn hng$10MCho vay$80MVn ngn hng$10MChng khon$10MVn ngn hng$10M

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr thanh khon: thiu ht d trD tr l mt yu cu bt buc phi thc hin i vi hot ng kinh doanh ngn hng, thiu ht d tr phi c loi trTng d tr l hn ch chi ph pht sinh khi dng vn tin gi rt khi ngn hng.

    Ti sn cTi sn nTi sn cTi sn nD tr$10MTin gi$100MD tr$0Tin gi$90MCho vay$90MVn ngn ng$10MCho vay$90MVn ngn hng$10MChng khon$10MChng khon$10M

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr thanh khon: vay nChi ph pht sinh l tin li phi tr cho cc khon vn vay.

    Ti sn cTi sn nTS d tr$9MTin gi$90MTS cho vay$90MCc khon vay n$9MChng khon$10MVn ngn hng$10M

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr thanh khon: Bn chng khonChi ph cho vic bn chng khon l chi ph mi gii v cc ph giao dch khc

    Ti sn cTi sn nTS d tr$9MTin gi$90MTS cho vay$90MVn ngn hng$10MChng khon$1M

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr thanh khon: Ngn hng trung ngVay n t NHTW theo hnh thc ti chit khu v phi tr li d trn li sut ti chit khu theo quy nh.

    To sn cTi sn nTS d tr$9MTin gi$90MTS cho vay$90MVay ca NHTW$9MChng khon$10MVn ngn hng$10M

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr thanh khon: Gim cho vayGim cc khon cho vay l gi phi tr cho vic mua cc khon d tr Khch hng s phn khng khi ngn hng thu hi vn trc hnCc ngn hng khc ch c th ng mua li cc khon cho vay mc gi thp.

    Ti sn cTi sn nTS d tr$9MTin gi$90MTS cho vay$81MVn ngn hng$10MChng khon$10M

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr ti sn: 3 mc tiu1. Tm kim cc khon cho vay hoc u t chng khon vi li nhun cao.2. Gim thiu ri ro3. Duy tr thanh khon (TS c tnh thanh khon)

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr ti sn: 4 cng c1. Tm kim khch hng vay vi li sut cao nhng ri ro khng tr c n thp.2. u t chng khon vi mc li nhun cao nhng ri ro thp.3. a dng ha danh mc u t gim thiu ri ro.4. Cn bng gia TS thanh khon cao vi TS li nhun cao thanh khon km.

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr ti sn nHin tng gn y do tng ln cc ngn hng thng mi. M rng th trng tn dng qua m v cc cng c ti chnh hin i Tin gi thanh ton gim quan trng trong ngun vn ngn hng.

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr an ton vnVn ngn nga ri ro v n ngn hngVn nh hng n li nhun c ng ngn hng Cc quy nh cn thit

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr an ton vn: ngn nga ri ro v n ngn hng

    Vn ngn hng caoVn ngn hng thpTi sn cTi sn n Ti sn cTi sn n TS d tr$10MTin gi$90MTS d tr$10MTin gi$96MTS tn dng$90MVn ngn hng$10MTS tn dng$90MVn gn hng$4M

    Vn ngn hng caoVn ngn hng thpTi sn cTi sn n Ti sn cTi sn n TS d tr$10MTin gi$90MTS d tr$10MTin gi$96MTS tn dng$85MVn ngn hng$5MTS tn dng$85MVn ngn hng-$1M

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr an ton vn: Thu nhp cho c ng

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun tr an ton vn : s an tonNhng li ch ca c ng ngn hng l bng cch u t an tonTn km cho c ng ngn hng l v vn cng cao nhng thu nhp trn vn cng thpLa chn ph thuc vo tnh hnh kinh t mc tin tng

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Khng hong n di chun ca ngn hng trong cuc khng hong ti chnh ton cuThiu ht vn ngn hng dn n tng trng tn dng chm hn Nhng tn tht ln t vic nm gia nhng chng khon c m bo bng cc hp ng tn dng th chp nh .Nhng thua l lm gim vn ngn hng Cc ngn hng khng th huy ng c nhiu vn trong nn kinh t yu km, v phi tht cht cc tiu chun cho v gim cho vay.

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun l ri ro tn dngKim tra gim stThm nh tn dngChuyn mn ha trong cp tn dngGim st v tun th cc quy nh an ton tn dng

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun l ri ro tn dng (tip theo)Xy dng mi quan h di hn vi khch hngCc cam kt cho vayCn i gia gi tr ti sn th thp vi n cho vay Xy dng nh mc tn dng an ton

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Qun l ri ro li sut Nu mt ngn hng c ngun vn nhy cm vi li sut ln hn ti sn nhy cm vi li sut, th khi li sut tng s lm gim li nhun ngn hng v khi li sut gim s lm li nhun tng.

    Ngn hng quc gia u tinTi sn cTi sn nTi sn nhy cm vi li sut$20MCc khon n nhy cm vi li sut $50MCc khon cho vay li sut ngn hn v li sut th ni Chng ch tin gi li sut th niChng khon ngn hnTin gi trn th trng tin tTi sn c li sut c nh$80MN li sut c nh$50MD trTin gi pht scCc khon cho vay di hnTin gi tit kimChng khon di hnChng ch tin gi di hnVn ch s hu

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Phn tch khong chnh lch v thi hn Phn tch chnh lch c bn:(ti sn nhy cm vi li sut n nhy cn vi li sut) x li sut = li nhun ngn hngPhng php phn tch k hno lng chnh lch cho nhiu khon o hn nh, sao cho c th tnh c nh hng ca nhng thay i li sut trong thi k di. Phn tch chnh lch tiu chun haTnh n cc mc khc bit trong tnh nhy cm vi li sut ca cc ti sn v cc khon n c li sut thay i.

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Phn tch khong chnh lch v thi hn (tip theo) % gi tr th trng ca chng khon x phn trm im li sut x thi hn tnh theo nm.

    Khi phn tch thi hn, ngi ta s dng thi hn bnh qun ti sn m mt nh ch ti chnh vi cc khon n ca n cho thy gi tr rng ca n phn ng li vi s thay i li sut nh th no?

    Trong :

    T: thi gian cho n khi khon thanh ton thc hinCPr: khon tin thanh ton ti thi im r (gc + li)i: li sut

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Phn tch khong chnh lch v thi hn (tip theo) Gi s di bnh qun ca cc ti sn m ngn hng nm gi l 3 nm, trong khi di bnh qun ca cc khon n m n phi tr l 2 nm. Ngn hng ny ang nm gi gi tr ti sn l $100 triu v cc khon n bng $90 triu, vn s hu l $10 triu. Khi li sut tng 5 im %, th gi tr th trng cc ti sn m ngn hng nm gi gim 15% (5% x 3 nm), hay $15 triu trong s $100 triu. Tuy nhin, gi tr th trng ca cc khon n cng gim 10% (5% x 2 nm), hay $9 triu trong tng n l $90 triu. Kt qu cui cng l gi tr rng gim $6 triu, hay 6% gi tr ti sn ban u. Ngc li, khi li sut gim 5 im % gi tr rng ca ngn hng s tng mt lng 6% gi tr ti sn.

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Cc hot ng ngoi bng cn i k tonBn cc khon cho vay (trn th trng tn dng th cp) thu nhp kim c bng cch bn cc khon cho vay vi gi cao hn khon cho vay ban u. VD: khon cho vay ban u vi gi tr 98 triu sau bn li vi gi 98,1 triu.To cc khon thu nhp t ph, nh:Mua bn ngoi t cho khch hngThanh ton chng khon cn c.Bo lnh cc chng ch n nh chp nhn hi phiu ngn hng, cung cp tn dng d phng.

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Cc hot ng ngoi bng cn i k tonHot ng thng mi v k thut qun l ri ro Hot ng chng khon phi sinh nhm gim thiu ri ro trong kinh doanh, nhng qua thc hin u t kinh doanh sinh li nh: hp ng ti chnh k hn, hp ng quyn chn, cc cng c n, hon i li sut, giao dch trn th trng ngoi hi.Vn ngi y thc trong hot ng thng mi v k thut qun l ri ro.

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Cc hot ng ngoi bng cn i k tonKim sot ni b lm gim vn ngi y thc Tch bit hon ton gia ngi chu trch nhim mua bn v ngi chu trch nhim ghi chp cc giao dch.Gii hn cho tng s giao dch ca nh bun v mc chp nhn ri ro ca cc nh ch ti chnh Kim tra mc cng thng .

  • CNG NGHIP NGN HNG: CU TRC V CNH TRANH

    2013 Pearson Education, Inc. All rights reserved. 11-*

    Lch s pht trin ca h thng ngn hngNgn hng Bc M trong iu lut 1782Tranh ci v c quyn ca cc ngn hng. o lut ngn hng quc gia 1863 to ra h th