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Risks at financial institutions

Xem 1-20 trên 33 kết quả Risks at financial institutions
  • Chapter 19 - Types of risks incurred by financial institutions. This chapter provided an overview of the major risks that modern FIs face. FIs face interest rate risk when the maturities of their assets and liabilities are mismatched. They incur market risk for their trading portfolios of assets and liabilities if adverse movements in the prices of these assets or liabilities occur.

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  • There are different ways of managing credit risks for different companies: for financial institutions the mechanisms of handling credit risk issues are mainly embedded in various credit derivatives, while for non-financial companies those are mostly involved in the legibly formulated contract terms. At the same time, however, we are observing erasing the conceptual distinctions between financial and nonfinancial companies due to the same more competitive environment and globalization processes. ...

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  • Chapter 9 - Derivatives: futures, options, and swaps. In this chapter, students will be able to understand: Derivatives transfer risk from one person or firm to another; futures contracts are standardized contracts for the delivery of a specified quantity of a commodity or financial instrument on a prearranged future date, at an agreed-upon price; options give the buyer (option holder) a right and the seller (option writer) an obligation to buy or sell an underlying asset at a predetermined price on or before a fixed future date;...

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  • Chapter 20 - Managing credit risk on the balance sheet. This chapter provided an in-depth look at the measurement and on-balance-sheet management of credit risks. The chapter then discussed the role of credit analysis and how it differs across different types of loans, especially mortgage loans, individual loans, mid-market corporate loans, and large corporate loans.

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  • Chapter 21 - Managing liquidity risk on the balance sheet. This chapter provided an in-depth look at the measurement and on-balance-sheet management of liquidity risks. Liquidity risk is a common problem that FI managers face. Welldeveloped policies for holding liquid assets or having access to markets for purchased funds are normally adequate to meet liability withdrawals.

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  • Chapter 22 - Managing interest rate risk and insolvency risk on the balance sheet. This chapter provided an in-depth look at the measurement and on-balance-sheet management of interest rate and insolvency risks. The chapter first introduced two methods to measure an FI's interest rate gap and thus its risk exposure: the repricing model and the duration model.

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  • The calm before the storm? That question dominated the stage at the seventh annual conference on emerging markets finance, cosponsored by the World Bank and the Brookings Institution and held at Brookings in late April 2005. At the time of the conference, it had been a little less than eight years since the onset of the Asian financial crisis, an event that had depression-like effects throughout much of Asia and, for a time, seemed to threaten global economic stability.

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  • In writing this book we set out to modernize the teaching of bank management at universities and collegiate schools of business. Our goal is to expand the scope of the typical bank management course by (1) covering a broader, but still selective, variety of Wnancial institutions, and (2) explaining the why of intermediation, as opposed to simply describing institutions, regulations, and market phenomena. Our approach is unapologetically analytical, and we have tried to make analysis an appealing feature of this book....

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  • Risk Management and Shareholders’ Value in Bankingis quite simply the best written and most comprehensive modern book that combines all of the major risk areas that impact bank performance. The authors, Andrea Resti and Andrea Sironi of Bocconi University in Milan are well known internationally for their commitment to and knowledge of risk management and its application to financial institutions.

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  • Various kinds of actors are involved in the processing and transfer of remittances to Asian countries, including financial institutions, banks, exchange houses, and money transfer organizations. Exchange houses are a principal means of sending money from the oil -producing countries in Western Asia. Some Indian states and private banks have established agreements with these exchange houses to facilitate the transfers of remittances. These transfers typically occur in an account-to-account manner, and are concentrated in the United Kingdom and the United States.

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  • It is important to recognize that risk-taking is an integral part of many financial institutions’ business models. This is a crucial difference to some domains that we have examined. Also, we are well aware that outside domains may not provide ready guidance to all aspects of financial services (see Appendix). This report concentrates on stylized patterns and lessons that are potentially transferable to the financial sector while acknowledging that no domain is perfect at managing risk or indeed fully comparable to financial services.

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  • Financial institutions are increasingly measuring and managing the risk from credit exposures at the portfolio level, in addition to the transaction level. This change in perspective has occurred for a number of reasons. First is the recognition that the traditional binary classification of credits into “good” credits and “bad” credits is not sufficient— a precondition for managing credit risk at the portfolio level is the recognition that all credits can potentially become “bad” over time given a particular economic scenario.

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  • Drive diversity. Homogeneous systems are less resi lient than diversified ones. For example, in 2007, a virus killed millions of farmed Chilean salmon. The fish had been farmed at high density, treated with similar antibiotics and subjected to similar preventive measures. They were, therefore, all vulnerable to a single threat. Applying this lesson, financial institutions could encourage diverse and contrarian approaches towards modelling risk and selecting business strategies. Competitive forces would make this difficult to achieve at an institutional level.

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  • Identification is further complicated by the fact that some individuals who identify themselves as ‘virgin’ angels, i.e. looking to make their first investment, may never do so. Furthermore, some individuals may have acted as angels but are no longer actively looking to invest; counting either of these categories as active angels risks exaggerating the true number.

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  • In this chapter, students will be able to understand: Derivatives transfer risk from one person or firm to another; futures contracts are standardized contracts for the delivery of a specified quantity of a commodity or financial instrument on a prearranged future date, at an agreed-upon price; options give the buyer (option holder) a right and the seller (option writer) an obligation to buy or sell an underlying asset at a predetermined price on or before a fixed future date;...

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  • In this chapter, the following content will be discussed: Stock valuation methods, determining the required rate of return to value stocks, factors that affect stock prices, role of analysts in valuing stocks, stock risk, applying value at risk, applying value at risk, stock performance measurement, stock market efficiency.

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  • Christopher L. Culp is an adjunct professor of finance at the Graduate School of Business of the University of Chicago, where he teaches graduate-level courses on derivatives, alternative risk transfer, risk management, and investments. He also offers a graduate seminar on insurance during winter quarters as a guest professor of risk and insurance in the Institut für Finanzmanagement at Universität Bern in Switzerland.

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  • Since the financial crisis, there has been renewed interest in documenting the balance- sheet positions of financial institutions. We share the important goal of this literature: to come up with data on positions that will inform the theoretical modeling of these insti- tutions, as called for by Franklin Allen in his 2001 AFA presidential address. Adrian and Shin (2011) investigate the behavior of Value-at-Risk measures reported by investment banks.

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  • But while there are differences in profitability and target markets, there are not big differences in loan portfolio quality. The top row of Table 3 reports on the quality of loan portfolios for different kinds of institutions, and we show that all in fact do quite well. We focus on nongovernmental organizations, non-bank financial institutions, and banks. For each group, the range of experience is captured with data at the 25th percentile, median, and 75th percentile.

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  • We approximate credit risk developments at the bank level by considering non- performing loans of each institution and rating changes at the individual security level. Importantly, our database allows us to identify not only the rating of these securities at the time of origination but also their evolution over time. We also analyze to what extent housing prices, securitization activity and lending may have asymmetric effects across institutions and geographically (at the regional level) by identifying the role of each of these factors.

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