商业银行管理（英文）chapter2_The_Management_of_Capital教材教学课件.pptx

Chapter 2The Management of Capital 2.1 Brief introduction to Capital ?Definition of bank capital EQUITY LONG-TERM DEBT RESERVES 2.1 Brief introduction to Capital ?Role of bank capitalDEPOSITORY INSTITUTION FAILURES AND CAPITAL 2.1 Brief introduction to Capital ?Capital and risks Key Risks in Banking and Financial Institutions’ Management Credit Risk Liquidity Risk Interest Rate Risk Operational Risk Exchange RiskCrime Risk 2.1 Brief introduction to Capital Defenses against Risk Quality Management Diversification Deposit Insurance Owners’ Capital 2.1 Brief introduction to Capital ?Types of capital in useCommon stockPreferred stockSurplus Undivided profitsEquity reservesSubordinated debentures Minority interest in consolidated subsidiariesEquity commitment notes2.2 Determining Capital Adequacy ?Understanding the components of bank capital Core Capital = Equity Capital-Goodwill Supplementary Capital 2.2 Determining Capital Adequacy ?Determining capital adequacy Functions of Bank Capital The Need for Leverage to Improve the Returns to Owners Regulatory Capital Adequacy Criteria and Concerns 2.3 The Basel Agreement on International Capital Standards Internal Risk Assessment Operational Risk Basel II and Credit Risk Models 2.3 The Basel Agreement on International Capital Standards A Dual (Large-Bank, Small-Bank) Set of Rules Problems Accompanying the Implementation of Basel II 2.4 Capital Management ?MANAGING CAPITAL AND LINES OF BUSINESS Capital Allocation Capital Required Revenues Generated and Funds Use Overhead Consumed Capital Management THANK YOU