銀行管理學

在最近幾十年中，商業銀行的經營環境、組織制度、業務範圍、經營方式、管理技術、監管規則等各個方面都發生了極其巨大的變化。

《銀行管理學》詳細分析了在這種背景下現代商業銀行的最新經營管理理念和實踐，概括了國際銀行業的現狀和發展趨勢，具體內容包括經營環境分析、銀行績效評價、利率風險管理、負債管理、資本管理、現金資產管理、貸款管理、投資管理等內容。

《銀行管理學》除可作為本科高年級、研究生低年級銀行管理課程教材使用外，還可供銀行培訓教材使用，並可供經濟、金融理論工作者和實際工作者閲讀參考。

1 FUNDAMENTAL FORCES OF CHANGE IN BANKING

The Fundamental Forces of Change

Increased Competition

Competition for Deposits

Competition for Loans

Competition for Payment Services

Competition for Other Bank Services

Deregulation and Reregulation

Financial Innovation

Globalization

Capital Requirements

Increased Consolidation

Summary

2 ANALYZING BANK PERFORMANCE

Commercial Bank Financial Statements

The Balance Sheet

The Income Statement

The Relationship between the Balance Sheet and

Lncome Statement

The Return on Equity Model

The Uniform Bank Performance Report

Profitability Analysis

Expense Ratio and Asset Utilization

Banking Risks and Returns: The Profitabiiify, Liquidity, and

Solvency Trade-Off

Credit Risk

Liquidity Risk

Market Risk

Operating Risk

Legal Reputation Risk

Capital or Solvency Risk

Maximizing the Market Value of Bank Equity

Evaluating Bank Performance: An Application

PNCs Profitability and Risk versus Peers in 2001

PNCs Profitability versus Risk: 1993-2001

CAMELS Ratings

Performance Characteristics of Different-sized Banks

Financial Statement Manipulation

Preferred Stock

Nonperforming Loans

Securities Gains and Losses

Nonrecurring Sales of Assets

Summary

3 MANAGING NONINTEREST INCOME AND NONINTEREST EXPENSE

Common Financial Ratios of Expense Control and

Noninterest Income Growth

Noninterest Income

Noninterest Expense

Key Ratios

Operating Risk Ratio

Customer Profitability and Business Mix

Which Customers Are Profitable?

What Is the Appropriate Business Mix?

Strategies to Manage Noninterest Expense

Cost Management Strategies

Summary

4 MANAGING INTEREST RATE RISK: GAP AND EARNINGS SENSITIVITY

Measuring Interest Rate Risk with GAP

Traditional Static GAP Analysis

What Determines Rate Sensitivity?

Factors Affecting Net Interest Income

Changes in the Level of Interest Rates

Changes in the Relationship between Sh0rt-Term Asset Yields and

Liability Costs

Changes in Volume

Changes in Portfolio Composition

Rate, Volume, and Mix Analysis

Rate-Sensitivity Reports

Strengths and Weaknesses: Static GAP Analysis

Link between GAP and Net Interest Margin

Earnings Sensitivity Analysis

Exercise of Embedded Options in Assets and Liabilities

Different Interest Rates Change by Different Amounts at

……

5 MANAGING INTEREST RATE RISK: DURATION GAP AND MARKET VALUE OF EQUITY

6 MANAGING LIABILITIES

7 THE EFFECTIVE USE OF CAPITAL

8 LIQUIDITY PLANNING AND MANAGING CASH ASSETS

何自雲，經濟學博士，對外經濟貿易大學金融學院副教授。主講“銀行管理學”、“商業銀行研究”等課程。

戴國強，上海財經大學金融學院院長，教授，博士生導師。主要研究方向為貨幣理論和銀行管理理論。開設課程主要有“貨幣銀行學”、“商業銀行經營管理”等。