Chap银行的流动性和准备金管理分析.ppt

Liquidity and Reserve Management Strategies and Policies流动性和准备金管理 §1. Liquidity Management 流动性管理 1、Demands for and Supplies of Liquidity 流动性的供求 2、Strategies for Liquidity Management 流动性管理的策略 §2. Estimating a Bank’s Liquidity Needs 计算银行的流动性需求 §3. 法定准备金和货币头寸管理 §1. Liquidity Management流动性管理 The Availability of Cash in the Amount and at the Time Needed at a Reasonable Cost 银行在需要资金时，可用合理的成本获取足够的资金来源 Supplies of Liquid Funds流动资金的供给 Incoming Customer Deposits 吸收客户存款 Revenues from the Sale of Nondeposit Services 提供非存款服务获取的收益 Customer Loan Repayments 客户贷款的偿还 Sales of Bank Assets 银行资产的出售 Borrowings from the Money Market 从货币市场借款 Demands for Bank Liquidity银行流动性需求 Customer Deposit Withdrawals 存款人提款 Credit Requests from Quality Loan Customers 向合格的客户提供贷款 Repayment of Nondeposit Borrowings 借款的偿还 Operating Expenses and Taxes 营业费用和交税 Payment of Stockholder Dividends 向股东支付红利 Lt 0 Supplies Demands liquidity surplus Lt 0 Supplies Demands Liquidity deficit 2、Strategies for Liquidity Management流动性管理的策略 Asset liquidity Management Strategy 资产流动性管理的策略 — or Asset Conversion Strategy资产转换策略 Borrowed Liquidity Management Strategy 借入流动性管理的策略 or Liability Management Strategy负债流动性管理的策略 Balanced Liquidity Management Strategy资产负债流动性管理— or Asset and Liability Management Strategy Asset Liquidity Management资产流动性管理 Calls for Storing Liquidity in the Form of Liquid Assets and Selling Them When Liquidity is Needed 要求银行保持足够的流动性资产，在需要资金时将资产出售，以满足流动性需求 Liquid Asset 流动性资产 Have a Ready Market 必须有一个市场 Have a Reasonably Stable Price 必须有合理稳定的价格 Reversible 可转换 Borrowed Liquidity Management负债流动性管理 Calls for the Bank to Purchase or Borrow from the Money Market To Cover All of Its Liquidity Needs 银行可从货币市场借入资金，以满足流动性需求 Sources of Borrowed Funds借入资金的来源 Federal Funds Purchased 联邦基金借款 Repurchase Agreement (Repos) 再回购协议 Issuing Large CDs (﹥$100,000) 发行大额可转让定期存单 Issuing Eurocurrency Deposits 发行欧洲货币存款 Borrowing Reserves from the Fed 从