Управление рисками коммерческого банка

Page 39

4bIoqepCoB ABHxDyrcR OT KOHKpeTHOiN UCHbI (KOHpaKTbI cpaBHHBaioTcSI C PBIHKOM" B KOHue KaNiAOrO oriepagIHOHHoro AHs).

eCJH

(g)

LIeHbI

He6oibiuoiR npoueHT BbTaUqHBaeTCI no c'eTy y 6poKepa.

114. )DHHaHCOBbie 4TIoqepcbi H apyrHe TaK Ha3bIBaeMbIe rIpOH3BOIHbIe HHcTpyMeHTbI" (ripogyKTmi, BO3HHKaIoiNHe H3 iexcauWHx B HX OCHOBe 4)HHaHCOBbIX aKTHBOB H IIaCCHBOB) HMCIOT CAOKHbINi xapaicrep H Tpe6yIoT 6ombmoro BpeMCHH H yCHAHiN An IIoHHMaHHS. OiHaKo, 6mCTrpo pacryiuas BaxCHOCTh 3Toro HHCTpyMeHTa Tpe6yeTr, wTro6

pYKOBOLCTBO 6aHKa H AxenapTaMeHT 4HHaHCOB 6bLm AOCTaTOwHO 3HaKOMM C HHMHNAIHcInO3OBaHHS B yrpaBJIeHHH aKTHBaMH H IIaCCHBaMH.

V. IpoixeHTHmIji

CBOD

115. 3a nocneAHee AecSTHaNeTe nIpoiLeHTHbIe CBoribI CTaHN OAHHM H3 HaH6ojnee 6bIcTpo pacTyinx BHAOB 45HHaHCOBuX rlpOH3BOAHUIx, HCIIOJb3yeMbIX 60JIMIIHHCTBOM. 3anaAHaX 6aHKoB. npOueHTHbIN

CBOr - 3TO npOCTO KoHopaKTHoe

coraJlCIeHHe Mexy ARByMA CTOpOHaMH, HarIpHMep KOMMepqeCKHM 6aHKoM H OAHHM ero KOpnOpaTHBHbIX KAHeHToB, o6 o6MeHe npoijeirrmm nnuaTex3aMH Ha onpeAeJIeHHyIo, 3apaHee orOBopeHHyO 4)HKTHBHyWO CyMMy. I , 6o0ee KOHKpCTHO, OAHa CTOpOHa 3arnaTHT xApyrofi CTOpOHe 4,HKCHpOBaHHbIH ripOICHT Ha KaKYIO-TO CYMMY H nO3IyqHT niinaT6 no riIaBaIoiIeM npogxeHTHoNi CTaBKe (o6blrHo H3

6a3HpyIONUC5Eic

116.

Ha

CTaBKC JI4BOP) OT Apyrofl

CTOpOHbI.

Ha3HaqeHHeM nponLeHTHoro cBoTia sIBjnscTcA yAyqILeHHe yripaBBeHHA pHCKOM CTaBKH H/HAH CHHxCeHHqs o6uEx 3aTpaT no 3aiNMy.

npouieHTHo1 117.

THnHnqHme xapaKTePHCTKHrnpoileHTHoro cBona BKmoqaioT:

(a)

BenHqHHa: oT 1 000 000 $ AO 500 000 000 $.

(b)

CPOK: OT OAHOrO [O llRTHaAitaTH ACT, HO o6bIMHO OT AByX AO nsrr

(c)

rIpHMeHeHHe: CBorbi Moryr 6bIm npHmeHeHbI

KaKx

ACT.

yXce CyLIeCTByiOLNM,

TaK H K HOBbI KpeCAHTaM.

(d)

KaqecTBo KpezMTa:

AiiA Toro, xTo6BI BaAioTHUI

CBon ITaI

I

BO3MoxeH,

Heo6xoAHMo HaHmHC 3HaHTeCAbHoiri pa3HHUbI B KaqccTBe Kpe.ANTa MecJy y,qCTByIOiiHMH CTOpOHaMH, wTO oTpaxcaeTCs B pa3HHLie 3aeMHoft npoueHTHoi4 CTaBKH B 0.75% H 6oJnee. (e)

118.

fljIaBaIoiiiasq/HiKcHpoBaHHasq CTaBKa: B CBone CTOpOHa, ylnnaqHBaiomasq npoLucHT no nriaBaxoIueN cTaBKC o6bixiHo 5IBJIsieTcS CTOpOHOMI c 6onee BbICOKHM pemTHHroM; OHa norivaeT dHKCH1OBaHHbi4 npouIIeHTHmi4 niaT6xc or cTopoHBm c MeHbIIHM KpoAHTHM peNTNHHOM.

[IpHMep

npoxeHTHoro CBoria 6aHK (MB) npeAviaraeT

HPHBeA6H

B IIpHAOXCHHH CBorl KopnopaLHH AiB

3.6.

Aim Toro, qTo6bi: (a) npeAocraBi4m AB 6onee AeIeBbIe cpeAcTBa Ha 7 .ier, qeM MexAyHapoAHbuii

ripolteHTHbIf4

33


Issuu converts static files into: digital portfolios, online yearbooks, online catalogs, digital photo albums and more. Sign up and create your flipbook.