商业银行经营评价模板1254.pptxVIP

第二章 商业银行经营评价;Balance Sheet;China Big Four Banks (12/31/2002) v.s. All US Banks (12/31/2002);PNC Bank (12/31/2000, TA: 63 bn) v.s. Community National Bank (12/31/00, TA: 0.1bn);Bank Assets: Loans;Loans: Categories;PNC and CNB: Loan portfolio (2000);Bank Assets: Investment securities ;Bank Assets: Investment securities;Bank Assets: Noninterest cash and due from banks;Bank Assets: Other assets ;Bank Liabilities;Bank liabilities: Deposits;Bank liabilities: Deposits;Core doposits;Borrowings (volatile funds);Capital: Subordinated notes and debentures;Capital: Stockholders equity;Income Statement;The Income statement;Noninterest expense;Loan-loss provisions (PLL);Loan-loss provisions (PLL) The reserve’s maximum size is determined by tax.;Income statement: PNC CNB, 2000;Realized securities gains (or losses);Relationship between balance sheet and income statement;Relationship between balance sheet and income statement;Return on equity (ROE = NI / TE)… the basic measure of stockholders’ returns;;Asset utilization (AU = TR / TA):… the ability to generate income.;Expense ratio (ER = Exp / TA)… the ability to control expenses.;Other aggregate profitability measures;Financial ratios…PNC, 2000;股份制商业银行风险评级体系;资本（Capital）;资本（Capital）;资产（Asset）;资产（Asset）;资产（Asset）：续;管理（Management）;管理（Management）;盈利（Earnings）;盈利（Earnings）;流动性（Liquidity）;流动性（Liquidity）;敏感性（Sensitivity）;敏感性（Sensitivity）;Performance Characteristics of Different-sized Banks: Trend with Size;Equity capital ratio;Core capital (leverage) ratio;Tier 1 risk-based capital ratio;Total risk-based capital ratio;Net interest margin;Earning assets to total assets;Efficiency ratio;Noninterest income to earning assets;Noninterest expense to earning assets;LNLS loss provision to assets;US Banks: ROA (2002);US Banks: ROE (2002);US Chinese Banks: ROA (2002);US Chinese Banks: ROE (2002);1、Genius only means hard-working all ones life. (Mendeleyer, Russian Chemist)? 天才只意味着终身不懈的努力。20.8.58.5.202011:0311:03:10Aug-2011:03 2、Our des