内容提要 在近几十年中,商业银行的经营环境、组织制度、业务范围、经营方式、管理技术、监管规则等各个方面都发生了极其巨大的变化。《银行管理学》详细分析了在这种背景下现代商业银行的经营管理理念和实践,概括了国际银行业的现状和发展趋势,具体内容包括经营环境分析、银行绩效评价、利率风险管理、负债管理、资本管理、现金资产管理、贷款管理、投资管理等内容。《银行管理学》除可作为本科高年级、研究生低年级银行管理课程教材使用外,还可供银行培训教材使用,并可供经济、金融理论工作者和实际工作者阅读参考。 目录 1 FUNDAMENTAL FORCES OF CHANGE IN BANKINGThe Fundamental Forces of ChangeIncreased CompetitionCompetitiofor DepositsCompetitiofor LoansCompetitiofor Payment ServicesCompetitiofor Other Bank ServicesDeregulatioand ReregulationFinancial InnovationGlobalizationCapital RequirementsIncreased ConsolidationSummary2 ANALYZING BANK PERFORMANCECommercial Bank Financial StatementsThe Balance SheetThe Income StatementThe Relationship betweethe Balance Sheet andLncome StatementThe ReturoEquity ModelThe Uniform Bank Performance ReportProfitability AnalysisExpense Ratio and Asset UtilizationBanking Risks and Returns: The Profitabiiify, Liquidity, andSolvency Trade-OffCredit RiskLiquidity RiskMarket RiskOperating RiskLegal ReputatioRiskCapital or Solvency RiskMaximizing the Market Value of Bank EquityEvaluating Bank Performance: AApplicationPNCs Profitability and Risk versus Peers i2001PNCs Profitability versus Risk: 1993-2001CAMELS RatingsPerformance Characteristics of Different-sized BanksFinancial Statement ManipulationPreferred StockNonperforming LoansSecurities Gains and LossesNonrecurring Sales of AssetsSummary3 MANAGING NONINTEREST INCOME AND NONINTEREST EXPENSECommoFinancial Ratios of Expense Control andNoninterest Income GrowthNoninterest IncomeNoninterest ExpenseKey RatiosOperating Risk RatioCustomer Profitability and Business MixWhich Customers Are Profitable?What Is the Appropriate Business Mix?Strategies to Manage Noninterest ExpenseCost Management StrategiesSummary4 MANAGING INTEREST RATE RISK: GAP AND EARNINGS SENSITIVITYMeasuring Interest Rate Risk with GAPTraditional Static GAP AnalysisWhat Determines Rate Sensitivity?Factors Affecting Net Interest IncomeChanges ithe Level of Interest RatesChanges ithe Relationship betweeSh0rt-Term Asset Yields andLiability CostsChanges iVolume Changes iPortfolio CompositionRate, Volume, and Mix AnalysisRate-Sensitivity ReportsStrengths and Weaknesses: Static GAP AnalysisLink betweeGAP and Net Interest MarginEarnings Sensitivity AnalysisExercise of Embedded Options iAssets and LiabilitiesDifferent Interest Rates Change by Different Amounts at……5 MANAGING INTEREST RATE RISK: DURATION GAP AND MARKET VALUE OF EQUITY6 MANAGING LIABILITIES7 THE EFFECTIVE USE OF CAPITAL8 LIQUIDITY PLANNING AND MANAGING CASH ASSETS 作者介绍
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