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FN1024 Principles of banking and finance
创建日期：2024-05-08 17:32:03
所属分类：金融Finance
标签： FN1024
Principles of banking and finance

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FN1024 Principles of banking and finance

Important note
This commentary reflects the examination and assessment arrangements for this course in the
academic year 2019–20. The format and structure of the examination may change in future years,
and any such changes will be publicised on the virtual learning environment (VLE).
Information about the subject guide and the Essential reading
references
Unless otherwise stated, all cross-references will be to the latest version of the subject guide (2011).
You should always attempt to use the most recent edition of any Essential reading textbook, even if
the commentary and/or online reading list and/or subject guide refer to an earlier edition. If
di↵erent editions of Essential reading are listed, please check the VLE for reading supplements – if
none are available, please use the contents list and index of the new edition to find the relevant
section.
Comments on specific questions
Candidates should answer FOUR of the following EIGHT questions: ONE from Section A, ONE
from Section B and TWO further questions from either section. All questions carry equal marks.
Section A
Candidates should answer ONE question and NO MORE THAN TWO further questions from
this section.
Question 1
(a) Discuss the main causes of illiquidity and insolvency in banking and discuss the
relationship between them.
(10 marks)
(b) Explain operational risk and market risk as it a↵ects banks. Give examples.
(5 marks)
(c) Explain credit risk as it a↵ects banks and discuss the techniques banks can use
to manage the moral hazard created by a credit risk exposure.
(10 marks)
Reading for this question
For (a), see subject guide, Chapter 6, pages 116–31.
For (b), see subject guide, Chapter 6, pages 118–20.
3

FN1024 Principles of banking and finance
For (c), see subject guide, Chapter 6, pages 120–25.
Approaching the question
(a) Liquidity is a state where the bank is short of funds to meet cash needs. The main cash
need is deposit withdrawals (also the most uncertain). Large deposit withdrawals that
create illiquidity are typically caused by a loss of confidence in a bank leading to a ‘run’.
Another contributory factor is banks do not hold a large stock of liquid assets as a bu↵er to
meet unexpected cash needs (as liquid assets are a poor earning asset).
Insolvency is a state when the value of a bank’s assets falls below the value of liabilities
(principally deposits). This could be caused by defaults on loans (arising from credit risk),
reductions in trading asset values (arising from market risk) and losses generally (arising
from operational risk – for example, fraud etc.). A contributory factor to insolvency risk is
that banks do not hold a lot of capital (equity) – although this has increased with Basel 3.
A common issue in answering this part was to focus on the nature of illiquidity and
insolvency and not to explain the possible causes. Another problem was that some answers
did not consider the second element of this part, namely the link between the two concepts.
(b) Operational risk is the risk of loss arising from the banks operations, policies and people. It
includes risks such as IT failure, fraud and mismanagement. A classic example would be
that of the rogue trader Nick Leeson who in 1995 created extremely high trading losses for
Barings Bank which exceeded the capital of the bank causing it to fail. This illustrates poor
procedures at Barings as the trader did not have proper oversight.
Market risk is the risk of loss on the bank’s trading assets due to adverse changes in market
prices/interest rates. Trading assets are held for speculative purposes and include bonds,
currencies etc. Banks faced significant market risk in the period leading up to 2008 as they
held large positions in MBSs and CDOs – these su↵ered a large loss of value leading to
insolvency problems for the a↵ected banks – many of which had to be bailed out.
The main issue in answering this question was failure to provide example.
(c) Credit risk is related to non-performance of a debt contract – typically default.
Moral hazard refers to the risk of default increasing after the loan has been made due to
immoral actions by the borrower. These can be mitigated using:
i. restrictive covenants
ii. credit rationing
iii. taking security.
The way each of these impacts on moral hazard needs explaining.
The main issue with answering this part was to explain all the techniques for managing
credit risk rather than those that mitigated moral hazard.
Question 2
(a) Explain how banks are able to act as intermediaries by reconciling conflicting
requirements of lenders and borrowers and reducing costs.
(12 marks)
(b) Explain the Diamond theory of delegated monitoring and discuss its
contribution to our understanding of financial intermediation.
(13 marks)
4
Examiners’ commentaries 2020
Reading for this question
For (a), see subject guide, Chapter 4, pages 69–72.
For (b), see subject guide, Chapter 4, page 81.
Approaching the question
(a) A bank engages in financial intermediation by issuing deposit contracts to raise funding and
then lending those funds using loan contracts. In the process of intermediation banks
transform the characteristics of the funds as they pass from lenders to borrowers.
This asset transformation occurs in order to reconcile the di↵erent requirements of lenders
and borrowers by using claims with characteristics that meet each of their needs.
The process of asset transformation creates liquidity risk (through liquidity transformation)
and credit risk (though risk transformation).
Banks can manage these risks more e↵ectively than other agents as they have advantages of
scale (allowing them to pool and diversify to reduce credit risk) – this allows them to o↵er
safe deposits to depositors thus reducing the potential for loss of confidence thus reducing
liquidity risk. Note that pooling and diversification of deposits also reduces liquidity risk.
Other advantages banks have, include, expertise.
Lending and borrowing incurs significant costs including search costs, verification costs,
monitoring costs and enforcement costs. Banks also use the advantages of economies of scale
and expertise to reduce costs for lenders and borrowers.
(b) The main idea of the delegated monitoring theory is that since monitoring borrowers is
costly, it is ecient for surplus units (lenders) to delegate the task of monitoring to
specialised agents such as banks. Banks have a comparative advantage relative to direct
lending in monitoring activities in the context of costly state verification. In fact, they have
a better ability to reduce monitoring costs because of their diversification.
Hypotheses required for delegated monitoring to work:
1. existence of scale economies in monitoring, that means that a typical bank finances many
(n) projects
2. small capacity of investors as compared to the size of investments, that means that each
project needs the funds of several investors (m)
3. low cost of delegation, that means that the cost of monitoring the financial intermediary
itself has to be less than the surplus gained from exploiting scale economies in
monitoring investment projects.
Direct lending implies that each of the m investors monitors the financed firm: the total cost
is n⇥m⇥K.
If a bank (financial intermediary) emerges, it can choose to monitor each firm (total cost
n⇥K): the bank is a delegated monitor, which monitors borrowers on behalf of lenders
(note that the bank is not monitored by its lenders – the depositors). As:
n⇥ k < N ⇥m⇥K
then lower cost to delegate.
Financial intermediation (delegated monitor) dominates direct lending as soon as n is large
enough: this means that diversification exists (i.e. a large number of loans are held by the
intermediary). Diversification is important because it increases the probability that the
intermediary has sucient loan proceeds to repay a fixed debt claim to depositors – this
reduces delegation cost to near zero.
The key issue with answering this part was to ignore the role played by diversification of
loans in reducing delegation cost.
5
FN1024 Principles of banking and finance
Question 3
(a) With reference to examples, discuss the characteristics and consequences of
financial bubbles.
(12 marks)
(b) Discuss the empirical evidence on market under-reaction in the context of weak
and semi-strong form eciency.
(13 marks)
Reading for this question
For (a), see subject guide, Chapter 3, pages 59–61.
For (b), see subject guide, Chapter 5, pages 195–96.
Approaching the question
(a) Financial bubbles occur when the market price of an asset rises well above its fundamental
value. Better answers will discuss the problems associated with determining fundamental
value for assets with uncertain future returns.
Bubbles typically occur when there is a rising market and bullish sentiment. Often fuelled
by access to low cost easily available credit. Bubbles cannot exist permanently – at some
point a correction will occur and the price of the overvalued asset will fall. This can lead to
distress selling and defaults on borrowed funds.
Examples include Tulip Mania, Dot-com bubble, housing market bubbles.
Better answers will identify that bubbles are often associated with a rapid expansion in the
supply of credit.
(b) Evidence on market underreaction constitutes an anomaly related to earnings
announcements. Although empirical evidence generally confirms rapid adjustment to new
information (as shown in the evidence in favour of the semi-strong-form eciency), recent
evidence shows that stock prices do not instantaneously adjust. Two key anomalies are
identified: stock price overreaction and underreaction.
A definition of underreaction should be provided: underreaction to earnings announcements
means that stock prices do not fully incorporate the new information embodied in the
unexpected earnings announcement.
Answers should then examine the empirical evidence that shows that adjustment to extreme
bad news takes several months: there is a market overreaction and subsequent gradual
adjustment (see, for example, the evidence in Ball and Brown (1968), then confirmed by
Bernard and Thomas (1989)).
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