understanding international bank risk

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1、ContentsForewordixAbouttheAuthorxi1TheBankingBackground11.1Differenttypesofbanksandtheirriskprofile11.1.1Bankfailureandthefinancialservicescommunity11.1.2Whatdobanksdo?Howdotheyearntheirmoney?31.1.3Differenttypesofbanksandtheirrevenuestructures61.1.4Commercialbanks71.1.5Investmentbanks101.1.

2、6Riskprofileofinvestmentbanks131.1.7Brokingisacompetitivebusiness131.1.8DerivativestradingandAAAsubsidiaries131.1.9Theregulationofinvestmentbanks141.1.10“Analystoftheyear”awards141.2Primarycausesofbankfailure161.2.1Typesoffailures171.2.2Causesoflosses181.2.3Warningsignalsinpredictingbankfai

3、lure241.2.4Rescuingthebank!281.2.5Creditratingagencies301.3Bankfailures–thefouraces311.3.1BankofCreditandCommerceInternational311.3.2ContinentalIllinois341.3.3Cr´editLyonnais361.3.4Rumasa391.4Themacroeconomicenvironment411.4.1Bankingsystemandindustryrisks411.4.2Economicenvironment431.4.3In

4、dustrycompetitionanditsimpactonbanks431.4.4Technology44viContents2TheRatingFramework452.1Whatisarating?452.2Thedevelopmentofratings462.3Backgroundtoratingagencies462.3.1Inconsistentinitialfoundations482.3.2Secretivedeliberations512.3.3Mainsourceofrevenues512.3.4Generatingvalue532.3.5Growth

5、andthefuture542.4Theratinganalyticalframework562.4.1CAMEL,CAMELB-COM,andCAMELOT582.4.2Capital592.4.3Assetquality602.4.4Management622.4.5Earnings642.4.6Liquidity(liabilitymanagement)642.5Howtheratingagenciesanalysebankrisk652.5.1Whatisarating?652.5.2Ratingscalecomparisons662.5.3Standard&Poo

6、r’sratings662.5.4Moody’sratings682.5.5Fitchperformanceandlegalratings693TheRegulatoryFramework733.1Bankingsystem:structure,governinglaw,andregulations733.1.1Bankingsupervision753.2Coreprinciplesforeffectivebankingsupervision783.2.1Coreprinciplesforeffectivebankingsupervision783.2.2Baselcom

7、mitteepublicationsNo.30(September1997)onbankingprinciples803.3Riskmanagement833.3.1Generallyacceptedriskprinciples833.3.2Derivativesandmarketrisk843.3.3Managingbanklimits863.3.4Generallyacceptedriskprinciplesriskmap873.4BasleCapitalAdequacyandinternationalconv