Wellspring of Fund .

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Laporan Keuangan. Money. BI current record. Gaining Resources: Bank's Store Securities Position Credit. Altered Resource. Utilization of Asset. Wellspring of Asset. Request Store. BANK as Monetary Go-between. Sparing Store. Time Store. Value. Utilization of Asset. Interest ?. Expense of Asset. Coordinated ?.
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Laporan Keuangan Cash BI current record Earning Assets: Bank\'s Deposit Securities Placement LOAN Fixed Asset Use of Fund Source of Fund Demand Deposit BANK as Financial Intermediary Saving Deposit Time Deposit Equity

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Use of Fund Interest ? Cost of Fund Matched ? Development ? Liquidity Sources of Fund Asset and Liability Management the arrangement of activities and techniques intended to control the bank\'s dangers and money related position

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Sources and Uses of Funds Method: Calculate future changes after some time in advances and stores from past understanding and future desires. Case of estimation: Estimating liquidity needs

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Structure-of-Deposits Method : Example of estimation: Estimating liquidity needs

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Funding and market liquidity needs Funding-liquidity chance alludes to keeping up adequate money to address venture issues. Advertise liquidity hazard is identified with market disturbances that can briefly extend offer ask spreads and make it hard to finish off open positions in subordinates, securities, and so forth without supporting misfortunes. General meaning of liquidity: Amount of liquidity required in respect to capacity to meet liquidity requests . Assessing liquidity needs

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Role of advantage liquidity Liquid resources are an option wellspring of assets. A save to shield the bank from money related market loss of certainty that could undermine wellbeing and soundness. Essential stores - vault money and money hung on store at the Federal Reserve area bank. Auxiliary stores - currency advertise instruments held by the bank under no formal administrative necessities. Resource liquidity

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Primary stores Lagged save prerequisites Calculate day by day normal equalizations of exchanges stores amid a 14-day time frame ( calculation period ). Ascertain normal every day vault trade out the following 14-day time frame. Skip 3 days. Keep up save equalizations at the Federal Reserve amid a consequent 14-day time span ( upkeep period ). In this manner, 17 days between end of calculation period and start of upkeep period. LRR brings down administration costs and enhances the nature of data on required equalizations. Resource liquidity

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Managing the cash position (limit money possessions which for the most part intends to meet save prerequisites). Resource liquidity

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Secondary stores T-charges, Federal organization securities, repurchase assentions (RPs or Repos), brokers\' acknowledgments, debatable testaments of store (CDs), government assets, and business paper. Forceful liquidity approach Yield bend connections can be utilized to purchase longer-term or here and now securities (e.g., 30-day 2-year securities). Securitization of credits (resource sponsored financing) Loans are changed over to securities with more prominent liquidity. Credit hazard is diminished. Resource administration

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Asset/obligation board of trustees (ALCO) all in all, a short-run administration apparatus: Construct a sources and employments of assets explanation. NIMs are controlled by this administration: Example: $100 million 5-year settled rate advances at 8% = $8 million intrigue $90 million 30-day time stores at 4% = $3.6 million intrigue $10 million value Net intrigue salary = $4.4 million Net intrigue edge (NIM) = ($8 - $3.6)/$100 = 4.4% If financing costs rise 2%, store expenses will ascend in one year from now yet not credit intrigue. Presently, NIM = ($8 - $5.4)/$100 = 2.6%. Subsequently, NIM relies on upon financing costs, the dollar measure of assets, and the acquiring blend (rate x dollar sum) Asset/Liability administration

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Purchase the assets expected to meet credit requests and store withdrawals. Journalist parities of littler manages an account with bigger banks. Dangers Interest rate increments diminish financing cost edges. Capital misfortunes on securities and different resources can happen as loan fees increment. Loss of open certainty would keep the bank from moving over obtained reserves. Expanded acquiring causes money related hazard to increment (i.e., changeability of income per share). Capital market hazard can happen when loan costs are low and speculators move stores from stores to higher procuring capital resources in the monetary commercial center. Risk administration

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Compare the aggregate liquidity needs to aggregate liquidity sources . Liquidity proportions Loans/stores Loans/nondeposit liabilities U.S. government securities/nondeposit liabilities U.S. government securities/huge section time stores Liquid resources and liabilities in period t/assessed liquidity needs in period t (i.e., liquidity with respect to necessities) Optimum bank liquidity Balance dangers and returns … sufficiently high liquidity to address unforeseen issues however not all that high to bring about high open door expenses of close money resources. Vulnerability in guage needs and sources influences ideal too. Reserves administration of liquidity

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Regulatory perspective of bank liquidity Adequacy of bank liquidity (not minimum cost or ideal liquidity technique). The accessibility of advantages promptly convertible into money The structure and instability of stores The dependence on premium delicate assets The capacity to support any level of borrowings over the business cycle The bank\'s formal and casual duties for future loaning The capacity to alter rates on advances when rates on premium touchy wellsprings of assets vacillate The inspector expert Funds administration of liquidity

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RSA($) - RSL($) (or dollars of rate delicate resources less dollars of rate touchy liabilities - ordinarily, short of what one-year development). To think about at least 2 banks, or make track a bank after some time, utilize the: Relative hole proportion = Gap$/Total Assets or Interest rate affectability proportion = RSA$/$RSL$. Positive dollar hole happens when RSA$>RSL$. On the off chance that loan fees rise (fall), bank NIMs or benefit will rise (fall). The turn around occurs on account of a negative dollar hole where RSA$<RSL$. A zero dollar hole would shield bank benefits from changes in loan fees. Dollar hole

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Gap, financing costs, and productivity: The adjustment in the dollar measure of net premium pay (  NII) is:  NII = RSA$(  i) - RSL$( i) = GAP$( i) Example: Assume that loan costs ascend from 8% to 10%.  NII = $55 million (0.02) - $35 million (0.02) = $20 million (0.02) = $400,000 expected change in NII Defensive versus forceful resource/obligation administration: Defensively prepare for changes in NII (e.g., close to zero hole). Forcefully try to build NII in conjunction with loan fee figures (e.g., positive or negative crevices). Ordinarily a few holes are driven by market requests (e.g., borrowers need long haul advances and investors need here and now developments. Dollar hole

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While GAP$ can modify NIM for changes in loan costs, it doesn\'t consider impacts of such changes on resource, obligation, and value values. DGAP (length hole) = D A - W D L , where D An is the normal span of benefits, D L is the normal term of liabilities, and W is the proportion of aggregate liabilities to aggregate resources. DGAP can be certain, negative, or zero. The adjustment in total assets or value esteem (or E) here is not the same as the market estimation of a bank\'s stock (which depends on future desires of profits). This new esteem depends on changes in the market estimations of benefits and liabilities on the bank\'s accounting report. Term Gap

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EXAMPLE: Balance Sheet Duration Assets $ Duration (yrs) Liabilities $ Duration (yrs) Cash 100 0 CD, 1 year 600 1.0 Business loans 400 1.25 CD, 5 year 300 5.0 Total liabilities $900 2.33 Mortgage credits 500 7.0 Equity 100 $1,000 4.0 $1,000 DGAP = 4.0 - (.9)(2.33) = 1.90 years Suppose financing costs increment from 11% to 12%. Presently, %  E = (- 1.90)(1/1.11) = - 1.7%. $  E = - 1.7% x add up to resources = 1.7% x $1000 = - $17. Term Gap

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Duration Gap Defensive and forceful span crevice administration: If you think loan costs will diminish later on, a positive length hole is alluring - as rates decay, resource qualities will build more than obligation values increment (a positive value impact). In the event that you foresee an expansion in financing costs, a negative span crevice is alluring - as rates rise, resource qualities will decay not as much as the decrease in risk values (a positive value impact). Obviously, zero crevice shields value from the valuation impacts of loan cost changes - protective administration. Forceful administration modifies term hole in expectation of loan cost developments.

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TUGAS Buat kelompok dengan jumlah anggota 2-3 orang Membawa contoh laporan keuangan lengkap sebuah bank Buatlah analisis laporan keuangan, khusus mengenai likuiditas. Hasilnya dipresentasikan dan didiskusikan pada pertemuan ke-3 Hasil analisis selengkapnya disajikan dalam bentuk paper yang dikumpulkan withering lambat sebelum mata kuliah ini

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