［推荐精品］银行管理宝典-Beta-.doc

《［推荐精品］银行管理宝典-Beta-.doc》由会员上传分享，免费在线阅读，更多相关内容在工程资料-天天文库。

1、

2、LLIBOR:]TheLondonInterbankOfferedRateisadailyreferenceratebasedontheinterestratesatwhichbanksborrowunsecuredfundsfromotherbanksintheLondonv/holesalemoneymarket.Itoffersacommonpricingstandardforallbanks,bothforeignanddomestic,andgavecustomersacommonbasisforcomparingth

3、etermsonloansofferedbydifferentlenders.2?PrimerateT

4、Primerateorprimelendingrateisatermoriginallyindicatedtherateofinterestatv/hichbankslenttofavoredcustomerswithhighcredibility,thoughthisisnolongeralv/aysthecase.Somevariableinterestratesmaybeexpressedasapercentageabov

5、eorbelov/primerate.Itisusedasanindexincalculatingratechangestoadjustableratemortgages(ARM)gridothervariablerateshprttermloans.田federalfundsrateljlhefederalfundsrateistheinterestrateatv/hichprivatedepositoryinstitutions(mostlybanks)lendbalances(federalfunds)attheFedera

6、lReservetootherdepositoryinstitutions,usuallyovernight.Itistheinterestratebankschargeeachothgrforloans.

7、4・Thediscountrate:〔Bankdiscountrateisoneoftheinterestratechargedbyacentralbankforloansofreservefundstocommercialbanksandotherfinancialintermediariesandoftenquotedon

8、short-termloansandmoneymarketsecurities.Itisoneimportantindicatoroftheconditionofmonetarypolicyinaneconomy.Becauseraisingorloweringthediscountratealterstheratesthatcommercialbankschargeonloans,itisusedasatooltogombatrecessiopandinflation.gYieldItisthegraphicpictureofh

9、owinterestratesvarywithdifferentmaturitiesofloansviev/edatasinglepointintime(andassumingthatallotherfactors,suchascreditrisk,areheldconstant).Themostfrequentlyreportedyieldcurvecomparesthethree-month,tv/oyearand30-yearU.S.Treasurydebt.Itisusedasabenchmarkforotherdebti

10、nthemarket,suchasmortgageratesorbanklendingrates.ThecurveisalsousedtopredictRangesineconomicoutputandgrowth.

11、6-Yieldtomaturity:]Itisthediscountratethatequalizesthecurrentmarketvalueofaloanorsecurityv/iththeexpectedstreamoffutureincomepaymentsthattheloanorsecuritywillg

12、enerate.

13、7.lrterest・Sensitive岳Ragapexistsbetv/eentheinterest-sensitiveassetsandtheinterest-sensitiveliabilities.Thegapisthep