chapter7商业银行学中英文双语课件.ppt

Chapter 7Managing liability and the cost of funds
Liability management plays an important role in the risk-return trade-off mercial
1. Liability management decisions affect profitability by determining interest expense on borrowed funds, noninterest expense associated with check handling costs, personnel costs, and noninterest e from fees and deposit service charges. 负债管理决策通过决定借入资金的利率费用、包括支票管理成本的非利息费用、人员费用以及来源于存款服务费和其他费用的非利息收入等来影响利润。
2. They affect interest rate risk and liquidity risk by determining the rate sensitivity of liabilities, the stability of deposits toward preventing unanticipated deposit outflows, and the ease of access to purchased ,影响手段包括负债利率敏感性决策、防止非预期存款流出的存款稳定性决策、融资便利性决策
§1 position of bank liabilities银行负债的构成
Transaction accounts usually pay relatively low explicit interest rates but have higher noninterest processing accounts offer limited check writing capabilities but pay higher rates. Liabilities with long-term fixed maturities typically pay the highest interest rates but have the lowest noninterest transaction costs. 交易帐户通常付相对低的直接利率,但有相对高的非利息处理费用。其他帐户提供有限的支票交易能力,但付较高的利率。典型的长期定期负债支付最高的利率,但有最低的非利息交易费用。
Total deposits
Deposits held in foreign offices deposits
domestic offices
Transaction nontransaction accounts
accounts
saving deposits time deposits
Exhibit
Today, virtually all bank liabilities are free of regulatory restrictions on allowable rates, maturities, and minimum denominations. this freedom creates market opportunities, it also presents significant problems. 今天,所有银行负债在利率、期限和最小面额方面实际上没有监管限制。这个自由创造了市场机会,同时它也带来了严重的问题。
First, bank customers have e much more rate conscious. They shop around for the highest yields and typically pay less attention to long-term bank relationships. From the bank‘s perspective, liabilities have e more interest elastic, so that small rate changes can produce large fluctuations in outstanding balances. 首先,银行客户成为越来越利率敏感的,他们寻找最高的收益并很少