商业银行答案美国版第815Word文档格式.docx

商业银行答案美国版第815Word文档格式.docx

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∙PlanningtoMeetCapitalNeeds

ChapterOutline

I。

Introduction：

WhatIsCapital？

II。

TheManyTasksCapitalPerforms

A.CushionAgainstRiskofFailure

B。

ProvidesFundsNeededtoBeginOperations

C.PromotesPublicConfidence

D。

ProvidesFundsforFutureGrowthandNewServices

E.RegulatorofGrowth

F.CapitalPlaysaRoleinMergers

G.LimitsHowMuchRiskExposureBanksandCompetingFirmsCanAccept

H.ProtectstheGovernment’sDepositInsuranceSystem

Ill.CapitalandRisk

A。

KeyRisksinBankingandFinancialInstitutions’Management

1.CreditRisk

2.LiquidityRisk

3.Interest—RateRisk

4.OperatingRisk

5.ExchangeRisk

6.CrimeRisk

DefensesagainstRisk

1。

QualityManagement

2.Diversification

a.Portfolio

b。

Geographic

3。

DepositInsurance

4.Owners’Capital

IV。

TypesofCapital

A.CommonStock

B.PreferredStock

C.Surplus

UndividedProfits

E。

EquityReserves

F.SubordinatedDebentures

G。

MinorityInterestinConsolidatedSubsidiaries

H。

EquityCommitmentNotes

RelativeImportanceoftheDifferentSourcesofCapital

V.OneoftheGreatIssuesintheHistoryofBanking：

HowMuchCapitalIsReallyNeeded?

A.RegulatoryApproachtoEvaluatingCapitalNeeds

1.ReasonsforCapitalRegulation

2。

ResearchEvidence

VI.TheBasleAgreementonInternationalCapitalStandards:

AnHistoricContractamongLeadingNations

A.BaselI

1.TierOneCapital

2.TierTwoCapital

CalculatingRisk—WeightedAssetsUnderBasleI

4。

CalculatingtheCapital—toRisk-WeightedAssetsRatioUnderBaselI

CapitalRequirementsAttachedtoDerivatives

1.BankCapitalStandardsandMarketRisk

MarketRiskandValueatRisk（VaR）Models

ValueatRisk（VAR）Models

4.LimitationsandChallengesofVaRandInternalModeling

C。

BaselII:

ANewCapitalAccordUnfolding

1。

PillarsofBaselII

2.InternalRiskAssessment

3.OperationalRisk

4.BaselIIandCreditRiskModels

5.ADual（Large-Bank,Small-Bank）SetofRules

6.ProblemsAccompanyingtheImplementationofBaselII

VII。

ChangingCapitalStandardsInsidetheUnitedStates

A.FDICImprovementAct

B.PromptCorrectiveAction

1.WellCapitalized

2.AdequatelyCapitalized

3.Undercapitalized

4.SignificantlyUndercapitalized

5。

CriticallyUndercapitalized

VIII.PlanningToMeetCapitalNeeds

A.RaisingCapitalInternally

DividendPolicy

2.HowFastMustInternallyGeneratedFundsGrow?

RaisingCapitalExternally

1.IssuingCommonStock

2.IssuingPreferredStock

IssuingSubordinatedNotesandDebentures

4.SellingAssetsandLeasingFacilities

5。

SwappingStockforDebtSecurities

6。

ChoosingtheBestAlternativeforRaisingOutsideCapital

IX.SummaryoftheChapter

ConceptChecks

15—1。

Whatdoesthetermcapitalmeanasitappliestofinancialinstitutions？

Fundscontributedtoafinancialinstitutionprimarilybyitsowners,consistingmainlyofstock，reserves，andretainedearnings,plusanylong—termdebtissuedthatqualifiesunderregulations.

15-2.Whatcrucialroledoescapitalplayinthemanagementandviabilityoffinancialfirm?

Capitalprovidesthelong—term，permanentfundingthatisneededtoconstructfacilitiesandprovideabaseforthefutureexpansionofassets.Capitalalsoabsorbsoperatinglossesuntilmanagementhasachancetocorrecttheinstitution’sproblems.Fromaregulatoryperspectivecapitallimitsthegrowthofriskyassets.

15—3.Whatarethelinksbetweencapitalandriskexposureamongfinancialserviceproviders?

Capitalfunctionsasacushiontoabsorblossesuntilmanagementcancorrecttheproblemsgeneratingthoselosses.Institutionsfacemanydifferentkindsofrisk:

（1）crimerisk,

（2）interest—raterisk，（3）creditrisk，（4）liquidityrisk,（5）exchangeriskand（6）operationalrisk。

Capitalrepresentstheultimatelineofdefenseagainsttheseriskswhenallotherdefensesfail.

15—4。

Whatformsofcapitalareinusetoday？

Whatarethekeydifferencesbetweenthedifferenttypesofcapital?

Theprincipalformsofbankcapitalincludecommonandpreferredstock,surplus,retainedearnings，andsubordinatednotesanddebentures.Commonstockrepresentstheparvaluepaidbyowners,whilesurplusistheamountpaidoverparvalueforthestockwhenitisfirstsold.Preferredstockisaspecialtypeofownershipwheredividendsarefixedandstockholdersgenerallydono