Chapter 19
Bank Management
Outline
Bank Goals, Strategy, and Governance
Bank Alignment of Compensation with Goals
Bank Strategy
Bank Governance by the Board of Directors
Other Forms of Bank Governance
Managing Liquidity
Management of Liabilities
Management of Money Market Securities
Management of Loans
Use of Securitization to Boost Liquidity
Managing Interest Rate Risk
Methods Used to Assess Interest Rate Risk
Whether to Hedge Interest Rate Risk
Methods Used to Reduce Interest Rate Risk
International Interest Rate Risk
Managing Credit Risk
Measuring Credit Risk
Tradeoff between Credit Risk and Expected Return
Reducing Credit Risk
Managing Market Risk
Measuring Market Risk
Methods Used to Reduce Market Risk
Integrated Bank Management
Application
Managing Risk of International Operations
Exchange Rate Risk
Settlement Risk
Key Concepts
1. Create a simple example of how banks that attempt to maximize returns can be exposed to a high
degree of liquidity risk, interest rate risk, and default risk.
2. Describe liquidity risk, and explain how banks manage it.
3. Describe interest rate risk, and explain how banks manage it.
4. Describe credit risk, and explain how banks manage it.
POINT/COUNTER-POINT:
Can Bank Failures be Avoided?
POINT: No. Banks are in the business of providing credit. When economic conditions deteriorate, there
will be loan defaults and some banks will not be able to survive.
COUNTER-POINT: Yes. If banks focus on providing loans to creditworthy borrowers, most loans will
not default even during recessionary periods.
WHO IS CORRECT? Use the Internet to learn more about this issue and then formulate your own
opinion.
ANSWER: Many arguments are possible. A bank may be able to avoid a large amount of loan defaults by
providing loans to only the highest rated firms. However, many banks would not be able to lend all the
funds that they have if they only lend to the highest rated firms. Therefore, they provide some loans to
weaker firms, and are susceptible to loan defaults when economic conditions are weak. There are many
banks competing to give loans and it causes some banks to provide loans that are questionable. The
competition is good for the industry because it ensures that deserving customers can receive funding at a
competitive rate, but it leads to some bank failures.