home Finance Books Фінансовий менеджмент банку - Primostka L.O.

Фінансовий менеджмент банку - Primostka L.O.

5.3. MANAGEMENT OF THE GROSS POSITION OF TA WITH OBJECTIVE RESERVES OF THE BANK

The management of a bank needs a negoynoy priinyattya rіshen, yakі мають важівий довгостроковий вплив на його прибутковість. One of the main lines of such management is the management of the grocery position to the bank . Groshova positsіya bank viznachaetsya vidnoshennyam sumi koshtiv on korespondentskomu rahunku ta kasi banku yogo suupkhnih activeiv. Pokaznik penny positії bank tisno ob'yazany z norms ovozjazkovogo vatvolovannya, yakі - the basic tool of groshno-kreditnoy polity in bilshostі krayn svitu.

Obovyazykovi reserve - tsepovna suma activeiv, yaki komerciyny bank zgіdno zichnim zakoby zany zayabiagati in the central bank. The role of the reserves can be vikonuvati lishe pevnі see active - kosti on Korraunkuku in the central bank of tatyotkovki koshti in kas komercitsnogo bank.

Oblig obovyazykovyh reserves to be vsnachaetsya norms reservoir, yaki vstavlyayuet central bank, the structure and the oath of deposit zobov'azan skin bank. As a rule, the legislation of the territory regulates the upper and lower interim of reserve vimogs, in the case of some central banks, the bank is actually deprived of the norm of the reserve of money by the camp of the credit market and the agents of the flowing grocery policy.

Formuvannya obov'yazkovih rezervіv Got to metі: 1) regulyuvannya groshovoї masi in obіgu; 2) donation of funds for the payment of wages for wimogs; 3) підтримання ліквідності комерційного bank.

Obovyazykovy reserve in the pokaynom obsozi mozhut buti vikoristani bank lishe in times pripinennya yogo dіyalnosti. Тоді central bank is given the docs to the reserve for the roses for the banks. In the case of vipadkіv, the vicarities of the reserve koshtivs are interchangeable and regulated by the land of the commercial bank of the central bank, which is supposed to be characterized by the frequency of the vicarities of the priests, the priests of priests on the reserve camp, the guarantee of the sanitation. Yak rule, in the sum of obovyazkivki reserve vvisotski not nahachovuyutsya, then on the basis of reserve koshti «" vtracheniami "for the bank, tobto neprobutkovymi assets.

Stvorennya sistemi obovyazyakovogo reservoir yak інструменту регулювання ліквідності - one of the problems with the central bank branches. Z one side, існування механізму запаванняня знижує загальний ризик банівської системи і є neеххдним елемент macroeconomic regularity of groschen masi.

On the other side, such a system is undeveloped. Significant part of the credit resources viluchaetsya z bankivskogo, and zreštoyu і z vibrochnichogo sector. Reservation of zaluchenih koshtiv zbіlshuє їh vartіst, scho zmushuє banks in the setting up of the written form before the active operations. Otzhe, the system of reserve wimogs - to dot the road with a glance at the opportunities for the bank to keep the profits. Оскільки використання резерів можливе лише в екстремальній ситуації банкрутства, then the formations are centralized, the fund is not serviced for the sake of security of a particular bank, the letters for the bankruptcy of the bankruptcy of the parties.

Удосконалення методики встановлення резервних вимог має кілька напрямків, які грунтуться на використані світового досвіду:

• Contribution to the reservation of koshtis from the state tinnyi paperi, but to bring dohid;
• Payment to commercial banks for private compensation for zberіgannia mіnіmalnikh reserveov;
• Settlement of different types of deposits in the form of a credit institution; Терміну діяльності; Розміру активів і капіталу; Specialties regyonu ta become a penny rink; Structurta rivnya rizikovostі activity;
• Diversification of the reservoir normative for the type of deposit that is deposited on the current aggregate of grocery mashi.

In bolshostі rozvineniy kraїn mіnіmalnі normi obovv'yakkovykh reserve dіvіtsіtіvіonі zalizhno vіd vіd, rozmіrі ta string depositovyh zobov'azan ', and vіdіkі vіdatіvі zapalіv vzagalі not є ob'ektom zapadnikh vimog (до.12).

The National Bank of Ukraine will settle the rate of reserve, yak to be reconsidered in the middle of the economic situation in the country. In 1997, the norm of the reservoir of a bula was reduced from 15 to 11%, or for 1998 through the situation in the financial and currency markets of the NBU, the number of permits increased by 15%, and by the beginning of 1998 - to 16.5%. The obovyazkovym reservoir in our region of Ukraine is collapsed in the legal and financial spheres, secured by a commercial bank at the national and foreign currencies, unconscionably in dzherel, rozmіrіv ta strіivії їх розміщення на рахунках. Such a pidhid will be asked for rozraunok rozmіr obovyazykovyh reserve, ykii zdіysnyuetsya hut mnozhenya normi reservoir on serednjoaritmeticnu sumu zalishkiv zaluchenih koshtiv for zvіtniy period. Until the commercial banks of koshtiv receive cash, spend their money on deposit accounts, rozraunkovykh, current, budgetary legal entities and legal entities, as well as koshti інших загальнобанівських рахунків.

Obovyazykovy reserve to be formed in the form for consolidating the balance of the commercial bank in the following way: to pay the sum of money in obovyazkivki reserves to the national currencies to take the trouble to correspondent rahunku komertsitsnogo bank in the NBU and in the bank for the first period. Yak rule, commercial banks have the right to up to 30% of sumy obovvyazykovy reserve trainees in the form of preparation in the national and foreign currencies in their own cases, or at the end of the financial crisis can be settled in the same way. Oblag obovyazykovykh reserveyv komerciyny bank viznachaє shodekadi in rozmіrі vstanovlenogo vidsochka vіd srednjnoarimmetichnyh zalishkiv zaluchenih bank kostyiv. On the sum of reserves, molding for rahunks of phisical osibs, banks are able to mogut the availability of the ODPP and the support of the pre-admission. If the bank is responsible for minimizing the reserve, the penalty is to be fined in a non-locked order, the amount of money to be deposited in the oblast rate of the NBU is the sum of the deficit of obovyazkovy reserves.

In the United States, it is allowed to deficit in 2% of the sum of obovyazykovyh reserves, and on be-yaku sumu, sho 2%, shifted to a fine at rozmіrі oblikovoї rate FRS plus 2% of the sum of deficit. In the case of repeated problems, the commercial bank is in the process of re-arriving in the face of the bank's visibility.

The main meta-management of the bank in the sphere of managing obovyazykovym reserve vimogami - pidtratimi peredbacheni law reserve for the smallest area, do not allow ani nelishki, ani deficit. Nadlishkovy reserve does not bring interest income, and that znizhuyut mozvolostі sustained pribudku, and defitsit reserve tygnne for himself vidotki, povyazhenі іz zastosuvannyaam penalnyh sanktsіy, pravoshu nalagodzhenu robot bank, znizhuє її efektivnist.

Vynachivshi okhsyag neobhіdnih reserveov, manager maє porivniati yogo z obyagom nayavnih gotivkovy koshtiv u kasі ta korespondentskomu rahunku in the central bank. Yaksho soum nayavnyh suupnyh koshtiv vishcha for that, yaku rozrahovano zgіdno z reservenye vimogami, the bank moe supra-reserve reserve. Otzhe, manager guilty of shvidko інвестувати надлишки, окільки такі activating not to bring in income. Yak rule, the bank sells dumps reserve kostyv on mіzhbankіvskomu rinku іншим fіnansovim sets, іo їх demand. Yaksho obviously, sho supershock can zberigatsya trivaly hour, bank coupene tsinnyi papi abo nadae klієntam novy credits. Alternative vartistyu nadlishkovyh reserve, å vtracheni mozmolisty, sustained by the income of інвестуванні коштів hocha b під мінімальнуну bid.

In razi, if rozraunkovyy otnag reserve vimog I shift the actual sum of reserve active, then the bank is right for the deficit of reserves, which is necessary negojno likviduvati. Resources for popovnennya obovyazykovyh reserves can mozhut bouti zapozichcheni in the central bank abo on mizhbankivskomu rinku. Yakscho prognozuєtsya digit for rozmіrami defіtsit abo yogo zberezhennya protyagom trivalogo hour, Mauger management vdatisya to restrukturizatsії balance, sells lіkvіdnі tsіnnі Paper the abo zmenshivshi obsyagi kredituvannya.

On vibir dzherel popovnennya obovyazykovykh reservey vplyvayut soi chinniki:

• Terminovyst pokrtya defitsitu;
• Trivalal consumption of popovnennya reserves;
• Can access to the bank before the lending of property;
• Відносна вартість джерела поповнення резерів;
• Ризиковість джерел;
• The possibility of conducting an operation of hedging with the method of uniqueness of the viscous risk;
• Rules of regularity, yakі interlude the vicarage of the active dzherel;
• The prospect of a penny-and-credit policy in the region, the forecast of the regional rate, the norms of the reservoir;
• Resultant prognozuzuvannya krivoi dokhodnosti ochіkuvannі zmіni vіdsotkovyh rates pobivnyano z vіdsotkovym rizikom, na yakii narazhayatsya bank with zapozichchennі koshtiv.

Management of the bank does not need to vivchit ta zistavi perevagi і nedolіki skin dzherela, z'yasuvati vplyiv perelincheni chinnikiv i zrobiti regular vibri sered alternative dzherel popovnennya obovyazykovyh reserve vimog.

Yak bachimo, managing the rivnem lіkvіdnostі ta obov'yazkovogo reservoir, you need a shvidkogo prinyattya rіshen, yakі majut importantly довгострокові наслідки и впливають на прибутковість a bank. Tom in banks often stvoiyulyutsya spetsializovany structural strokes, yakі virishvuyt problems lіkvіdnostі і and one-hour manage a penny positsієyu banku. Фахівці such відділів nazivayutsya "managers, yakі lead penny pussy."

Багато банкірів-практиків вважають, що the basic індикатором стану ліквідності банку є оцінка yogi станища ринком, який чутливо реагує на бы-які зміни. Management Got pridіlyati Especially uwagi signals scho nadhodyat іz market analysis, such yak vtrata Chastain depozitіv, znizhennya rinkovoї tsіni aktsіy bank pіdvischennya vartostі zapozichenih koshtіv, uskladnennya at realіzatsії deposit sertifіkatіv that tsіnnih paperіv, vіdsutnіst popitu on vіdkrittya novih rahunkіv. For klієntіv that partnerіv bank signals about znizhennya svіdchat scho yogo lіkvіdnostі, Mauger Buti vіdmova Nadachi potentsіyno vigіdnі loans, velikі obsyagi th Visoka frequency zapozichen mіzhbankіvskomu on market analysis that in central bank sales visokolіkvіdnih tsіnnih paperіv sales aktivіv Zi zbitkami for banks.

Zreštoyu Same rіven довіри до банку з боку ринку визначає межі діапазону, в якому регулюється грошова позиція. Привабливий для клієнтів bank може дозволити собі більш ризиковано управляти грошовою позицією, постійно підтримуючи її on the boundary рівні. І nappaki, bank, dovira up to the ya side of the bank stole, stunovation vimusheniya not only obovyazykovi, ale th fear of the reserve for vypadok krizovih situation.

In the minds of Ukraine rizikovy pіdhіd to upravlіnnya penny pozitsієyu priynyatny tіlki for dosit great i stabіlnih bankіv (Especially kolishnіh Reigning) SSMSC toil mіtsnu klієntsku base that vіdpovіdny rіven organіzatsії rozrahunkovo-kasovogo obslugovuvannya for prognozuvannya Ruhu potokіv penny. Takі banks toil access to market analysis lіkvіdnih koshtіv i have mozhut kritichnіy situatsії popovnyuvati operational reserve that pіdtrimuvati pozitsіyu penny. Розгалужена тежа креспондентських рахунків та відповідна інформаційна base дають змогу нормалювати прибутковість, узжжуючичицій process із the borderline розмірами ризику незбалансованої ліквідності. Водночас більшість банків (especially newtons) змушені оперувати it is immovable високоліквідними resources, які мають високу вартість. Політика постійного підтримання резерів на рівні, attainable for the satisfaction of the wimogs of the norms of obovyazykovkivnyh reserves, especially the number of hours пікових періодів зростання депозитів, to bring to znizhennya pokaznikів прибутковості such banks.

Pokey scho schodo mozhlivostі vіtchiznyanih bankіv Vibor metodіv upravlіnnya lіkvіdnіstyu dosit obmezhenі. Vіdsutnіst rozvinenogo Rinku tsіnnih paperіv that vnutrіshnogo string Rinku, neperedbachuvanіst will fіnansovogo market analysis that ekonomіchnoї situatsії in tsіlomu, a temple rіven polіtichnogo riziku Kraina, scho mayzhe povnіstyu blokuє vihіd bankіv on mіzhnarodnі markets Agricultural Art - usі tsі chinniki unemozhlivlyuyut zastosuvannya deyakih іnstrumentіv upravlіnnya lіkvіdnіstyu in Suchasnyj minds. Not muyuchi zmogi vikoristvuvati gnuchkі pіdhod up to regulyuvannya lіkvіdnostі, banks virishvuyt dilemu "lіkvіdnіst - pributkovіst" on the corridor ostannya. This practice has called before the crisis of the bankruptcy of Bagatogo bankruptcy banks.

Management of Ukrainian bankіv Got Shirshov vikoristovuvati methodological doslіdzhennya that prognozuvannya prospects penny-kreditnoї polіtiki NBU for viznachennya napryamkіv zmіni minds kredituvannya th vіdsotkovih rates on fіnansovih Rink, and takozh smіlivіshe vprovadzhuvati practice hedzhuvannya tsіnovih rizikіv, Abi uniknuti neviznachenostі vartostі lіkvіdnih aktivіv.

Zagalom upravlіnnya lіkvіdnіstyu Je warehouses zagalnіshogo processes upravlіnnya asset i pasiv bank to vibіr іnstrumentarіyu nasampered deposits od priynyatoї in particular komertsіynomu bank strategії upravlіnnya asset i pasiv.

Zapitannya for self-control

• What are the main causes of drinking wine in the country ?
• Who can banks stick to serious problems in management?
• At chomu polyagaet sutnist dilemi "lіkvіdnіst - pributkovіst"?
• Yakі activitie formuyut pervinnya vtorinnnyi reserve liіkvіdnih koshtіv?
• Perevagi that nedolіki trіоh basic strategіі management іnlіvіdnіstyu.
• Відмінності різних метоів оцінки consumer in leaflets.
• Yakі chinniki neobhіdno vrachovuvati in the process prognozuvaniya consumers in litter kostah?
• Special attention is paid to the method of showing the results of the bankruptcy practice.
• What is the value of a penny for a bank?
• Yakі chinniki vplyayvat vibir dzherel popovnennya obovyazykovy reserve to the bank?