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BANK3011 Bank Financial Management
创建日期：2024-05-30 14:39:02
标签： BANK3011
Bank Financial Management

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BANK3011 Bank Financial Management

Final review
Topics:
1. Interest rate risk: repricing model, maturity model, duration model
Repricing model: RSA, RSL -à GAP = RSA – RSL ($) à partial measurement
Maturity, duration: gap (year). Price-yield curve
2. Market risk: VaR (DEAR, Multi-period VaR)
3. Credit risk:
- measurement: individual loan risk (traditional model vs. newer model), loan portfolio (concentration risk,
MPT, diversification benefit, credit rating migration, Moody’s KMV model)
- management: loan sales, asset securitisation (pass-through securities, CMO)
4. Sovereign risk: soverign risk vs. credit risk, forms of sovereign defaults, country risk evaluation
5. Liquidity risk: management (purchased liquidity vs. stored liquidity), measurement (net liquidity statement, peer
group ratio, liquidity index, financing gap), bank runs, Basel III (LCR, NSFR)
6. Deposit insurance and other liability guarantees: liquidity risk vs. return tradeoff, deposit insurance, two views
on FDIC insolvency (poor financial environment vs. moral hazard), three desciplines to mitigate moral hazard
(stockholder/depositor/regulator), other mechanism
7. Capital adequacy: functions of capital, Basel history, Basel III ratios
8. Fintech: fintech lending (types of fintech lending, features of fintech lending)
Question1 [Capital adequacy]. Capital/asset Capital: CET1, Tier1, Tier2
ASSET: Risk-weighted asset, total asset
Question2 [Capital adequacy]
Question3 [Capital adequacy]
Short answers:
1. What are the differences between definitions of CET1, TierI and TierII capital? (Tute_wk13)
1) CET1 (common equity Tier1): equity funds available to absorb losses
- CET1 = common equity (measured in book value) + retained earnings + minority equity interests held by the
DI in subsidiaries – goodwill
2) TierI capital = CET1 + additional TierI capital (e.g. noncumulative qualified perpetual preferred stock)
3) TierII capital = ‘equity-like’ capital resources
- E.g. loss reserves assets, convertible and subordinated debt instruments with maximum caps
2. Four key capital ratios under Basel III
1) TierI leverage ratio = TierI capital / total exposure
2) CET1 risk-based capital ratio = CET1/RWA
3) TierI risk-based capital ratio = TierI capital/RWA
4) Total risk-based capital ratio = Total capital/RWA = (Tier1+Tier2)/RWA
[check questions below in weekly class6]
3. Functions of FI’s capital
4. What are the three pillars of Basel?
5. Improvement on Basel II and III compared to Basel I
Question4 [Deposit insurance and other liability guarantees]
Short answers:
1. Two views on the reasons why banks can become insolvent even under deposit insurance
View1: external events in the financial environment such as the rise in interest rates and oil prices that took
place in the early 1980s or the crash of the housing market in the 2000s
View2: deposit insurance contributes to the moral hazard problem whereby DI owners and managers are
induced to take on risky projects because the presence of deposit insurance substantially reduces the adverse
consequences to the depositors of such behaviour.
2. Moral hazard and how to eliminate it? (see weekly class 5)
Moral hazard occurs in the depository institution industry when the provision of deposit insurance or other
liability guarantees encourages the institution to accept asset risks that are greater than the risks that would have
been accepted without such liability insurance.
To eliminate moral hazard:
1) Impose stockholder discipline
- Through a risk-based deposit insurance program: ensures that DIs engaging in riskier activities will have to
pay high premiums. One reason for the savings institution crisis was the fixed-rate deposit insurance
premiums that did not differentiate between risky and conservative DIs. As a result, stockholders of DIs in
financial difficulties had nothing to lose by investing in projects that had high payoffs because depositors
were protected by the FDIC insurance program.
- Through increased capital requirements and increased disclosure. The more capital a DI has, the less likely
the failure of a DI in the event of a decline in the market value of assets. This protects not only the depositors
but also the FDIC, which provides the insurance. Greater disclosure also allows regulators and outside
analysts to make more informed judgments on the viability of the institution, raising the stock prices of better-
managed DIs and lowering the stock prices of those that are excessively risky.
2) Impose debtholder discipline
3) Impose regulator disciplice

Question5 [Liquidity risk]
Short Answers (detailed answers see weekly class5)
1. Two ways to manage liquidity risk/offset liquidity effects. List pros and cons of each method
1) Use purchased liquidity à raise more liabilities (from Federal funds market, interbank cash market,
repurchase agreements;
Pros: insulates the size and composition of the asset side of the balance sheet from normal deposit drains
Cons: (i) expensive: Borrowd funds at higher rate (in the wholesale money market) than rates on deposits (net
drains are always on low-interest-bearing deposits); (ii)limited availability of funds: solvency of DI &
financial crisis à wholesale gunds are difficult
2) Use stored liquidity à run down cash assets OR liquidate assets
Pros: does not rely on the availability of the funds on the market
Cons: (i) contraction of asset size; (ii) holding excess low-rate assets à opportunity costs of holding excess
cash/liquid asset; (iii) liquidate assets at fire-sale prices will result in realised losses of value, or asset-mix
instability; (iv) not renewing loans may result in the loss of profitable relationships that could have negative
affects on profitability in the future
2. What are the sources of liquidity and current utilization of liquidity? (measurement of liquidity risk - Net
liquidity statement)
- Sources of liquidity (如何得到 Liquid funds)
(i) Cash type assets (sell liquid assets with little price risk & low transaction cost)`
(ii) Maximum amount of borrowed funds available (borrow funds in the money market (purchased
funds, there is a limit of money market borrowing based on DI’s debt capacity)
(iii) Excess cash reserves (excess cash reserve 指的是超过 regulatory reserve requirements 的 cash
reserve)
- Current utilization of liquidity:
(i) Borrowed/money market funds already utilized
(ii) Assets already subject to repurchase agreement (Repo)
3. What is a bank run? What are some possible withdrawal shocks that could initiate a bank run? What
feature of the demand deposit contract provides deposit withdrawal momentum that can result in a bank
run? (Textbook Q22 Chap 12)
A bank run is an unexpected increase in deposit withdrawals from a DI. Bank runs can be triggered by several
economic events including (a) concerns about solvency relative to other DIs, (b) failure of related DIs, and (c)
sudden changes in investor preferences regarding the holding of nonbank financial assets. The first-come, first-
serve (full pay or no pay) nature of a demand deposit contract encourages priority positions in any line for
payment of deposit accounts. Thus, even though money may not be needed, customers have an incentive to
withdraw their funds.
Question6 [Liquidity risk]
Plainbank has $10 million in cash and equivalents, $30 million in loans, and $15 million in core deposits.
(Textbook Q16 Chap 12)
Note: FG = average loans – average(core) deposits = - liquid assets + borrowed funds
à FG + liquid assets = borrowed funds = financing requiments.
1) Calculate the financing gap.
Financing gap = average loans – average deposits = $30 m - $15 m = $15 m
2) What is the financing requirement?
Financing requirement = financing gap + liquid assets = $15 m + $10 m = $25 m
3) How can the financing gap be used in the day-to-day liquidity management of the bank?
A rising financing gap on a daily basis over a period of time may indicate future liquidity problems due to
increased deposit withdrawals and/or increased exercise of loan commitments.
Sophisticated lenders in the money markets may be concerned about these trends, and they may react be
imposing higher risk premiums for borrowed funds or stricter credit limits on the amount of funds lent.
Question7 [Sovereign risk]
Short answer
1. Difference between sovereign risk vs. credit risk
2. Difference between debt reschedule vs. debt repudiation
3. Why debt rescheduling is easier for loans than for bonds?
4. Negotiation points in multi-year restructuring agreement (MYRA)?
Question8 [Management of credit risk]
Short answer (see weekly class4)
1. Motivations for loan sales
2. Types of loan sales: participation vs. assignment
3. Compare pass through security vs. collaterised mortgage obligation (CMO)
A CMO is in effect a series of pass-through securities that have been allocated into different groups or tranches.
Each tranche typically has a different interest rate (coupon), and any defaults on the entire CMO typically are
allocated to the tranche with the shortest maturity. Thus tranches that are rated with the lowest credit rating
(highest risk) also receive the highest return. These tranches however suffer credit losses ahead of the other
tranches. The lowest credit rated tranche is often referred to as the “equity” tranche.
Question9 [Measurement of credit risk]
MC:
1. The transition matrix refers to a matrix that provides a measurement of the probability of a loan
a. Being upgraded over some period
b. Being downgraded over some period
c. Defaulting over some period
d. All of the listed options are correct
2. Limits set on the maximum loan size that can be made to an individual borrower are referred to as:
a. Maximum damage limits
b. Concentration limits
c. Syndication limits
d. Minimisation limits
3. Which of the following statement is true?
a. FIs may set an aggregate limit of less than the sum of two individual industry
limits if two industry groups’ performance are negatively correlate
b. FIs may set an aggregate limit of less than the sum of two individual industry limits if two
industry groups’ performance are highly positively correlated
c. FIs may set an aggregate limit of less than the sum of two individual industry
limits if two industry groups’ performance are negatively correlated
d. FIs may set an aggregate limit of more than the sum of two individual industry
limits if two industry groups’ performance are negatively correlated
4. Which of the following statements is true?
a. A credit scoring model is a mathematical model that considers a borrower's credit rating to make
loan decisions.
b. A credit scoring model is a model that relies on expert knowledge to make loan decisions.
c. A credit scoring model is a mathematical model that uses observed borrower characteristics to
calculate a score representing the applicant's probability of default or to sort borrowers into
different default classes.
d. A credit scoring model is a mathematical model that uses neural networks to make loan decisions
5. An FI’s financing gap is the difference between an FI’s:
a. average core deposits and average loans
b. average loans and average core deposits
c. assets and liabilities
d. liabilities and assets
6. Which of the following statements is true?
a. The liquidity index compares the liquidity of a single institution with the industry average and thus
measures the liquidity risk of that particular institution.
b. The liquidity index provides guidance for FIs on how much liquidity they should hold on a seasonal
basis.
c. The liquidity index measures the potential losses an FI could suffer if new market entrants take away
market share from the existing institutions.
d. The liquidity index measures the potential losses an FI could suffer from a sudden disposal of
assets compared to the mount it would receive at a fair market value established under normal
sales conditions.
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