Financial Markets And Institutions 6th Edition Free Download
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Sample questions asked in the 6th edition of Financial Markets and Institutions:
Classify the following accounts into one of the following categories: ( LG 12-1, LG 12-2, LG 12-3, LG 12-4 ) a. Assets b. Liabilities c. Equity d. Revenue e. Expense f. Off-balance-sheet activities (1) Service fees charged on deposit accounts (2) Retail CDs (3) Surplus and paid-in capital (4) Loan commitments (5) Consumer loans (6) Federal funds sold (7) Swaps (8) Interest on municipals (9) Interest on NOW accounts (10) NOW accounts (11) Commercial letters of credit (12) Leases (13) Retained earnings (14) Provision for loan losses (15) Interest on U.S. Treasury securities
If a bank manager was quite certain that interest rates were going to rise within the next six months, how should the bank manager adjust the bank’s repricing gap to take advantage of this anticipated rise? What if the manager believed rates would fall?
Suppose that the financial ratios of a potential borrowing firm took the following values: X 1 = Net working capital/ Total assets = .10, X 2 = Retained earnings/Total assets = .20, X 3 = Earnings before interest and taxes/Total assets = .22, X 4 = Market value of equity/Book value of long-term debt = .60, X 5 = Sales/Total assets ratio = 0.9. Calculate and interpret the Altman’s Z-score for this firm.
Bank USA recently purchased $10 million worth of euro-denominated one-year CDs that pay 10 percent interest annually. The current spot rate of U.S. dollars for euros is $1.30/€1. a. Is Bank USA exposed to an appreciation or depreciation of the dollar relative to the euro? b. What will be the return on the one-year CD if the dollar appreciates relative to the euro such that the spot rate of U.S. dollars for euros at the end of the year is $1.20/€1? c. What will be the return on the one-year CD if the dollar depreciates relative to the euro such that the spot rate of U.S. dollars for euros at the end of the year is $1.40/€l?
A British bank issues a $100 million, three-year Eurodollar CD at a fixed annual rate of 7 percent. The proceeds of the CD are lent to a British company for three years at a fixed rate of 9 percent. The spot exchange rate of pounds for U.S. dollars is £1.50/US$. a. Is this expected to be a profitable transaction ex ante? What are the cash flows if exchange rates are unchanged over the next three years? What is the risk exposure of the bank’s underlying cash position? How can the British bank reduce that risk exposure? b. If the U.S. dollar is expected to appreciate against the pound to £1.65/$ 1, ?£1.815/$ 1, and £2.00/$1 over the next three years, respectively, what will be the cash flows on this transaction? c. If the British bank swaps U.S. dollar payments for British pound payments at the current spot exchange rate, what are the cash flows on the swap? What are the cash flows on the entire hedged position? Assume that the U.S. dollar appreciates at the same rates as in part ( b ).
Which of the following is an appropriate change to make on a bank’s balance sheet when GAP is negative, spread is expected to remain unchanged, and interest rates are expected to rise? a. Replace fixed-rate loans with rate-sensitive loans. b. Replace marketable securities with fixed-rate loans. c. Replace fixed-rate CDs with rate-sensitive CDs. d. Replace equity with demand deposits. e. Replace marketable securities with vault cash.
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Financial Institutions Management A Risk Management Approach
Financial Institutions Management A Risk Management Approach Eighth Edition Anthony Saunders John M. Schiff Professor of Finance Salomon Center Stern School of Business New York University Marcia Millon Cornett Professor of Finance Bentley University Mc Graw Hill Education. Financial Markets and Institutions. Insurance and Real Estate) 6th Edition, Kindle Edition. Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.
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Foreword Welcome to the fifth edition of Basics for Bank Directors. Recognizing the key role directors play in banks, the Federal Reserve Bank of Kansas City has