Управление ликвидностью и платежеспособностью коммерческого банка

Автор работы: Пользователь скрыл имя, 10 Марта 2014 в 18:27, курсовая работа

Краткое описание

Целью данной работы явилось теоретическое изучение платежеспособности и ликвидности коммерческих банков, факторов их определяющих и оснвоных направлений анализа, рассмотрение ликвидности и платежеспособности на примере банка ОАО «Россельхозбанк».
В рамках поставленной цели необходимо решить следующие задачи:
1. Определить понятие ликвидности и платежеспособности коммерческого банка.
2. Изучить факторы, определяющие ликвидности коммерческого банка.
3. Изучить основные направления анализа ликвидности и платежеспособности коммерческого банка.

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|              |                |   государственный   |номер (/поряд- |           |

|              |                |регистрационный номер| ковый номер)  |           |

+--------------+----------------+---------------------+---------------+-----------+

|45296561000   |52750822        |1027700342890        |   3349        | 044525111 |

+--------------+----------------+---------------------+---------------+-----------+

 

 

                      ИНФОРМАЦИЯ ОБ ОБЯЗАТЕЛЬНЫХ НОРМАТИВАХ

 

                          по состоянию на 01.01.2011 г.

 

Сокращенное фирменное наименование кредитной организации

ОАО Россельхозбанк

 

Почтовый адрес

119034 город Москва Гагаринский переулок дом 3

 

 

                                                          Код формы по ОКУД 0409135

                                                                           Месячная

                                                                           тыс.руб.

 

1. Расшифровки отдельных  балансовых счетов для расчета  обязательных нормативов

 

+------------------------------------------------+--------------------------------+

|               Код обозначения                  |              Сумма             |

+------------------------------------------------+--------------------------------+

|                        1                       |                 2              |

+------------------------------------------------+--------------------------------+

|                  8806                          |                      140324.00 |

+------------------------------------------------+--------------------------------+

|                  8807                          |                       98227.00 |

+------------------------------------------------+--------------------------------+

|                  8810                          |                     6714943.00 |

+------------------------------------------------+--------------------------------+

|                  8811                          |                      162827.00 |

+------------------------------------------------+--------------------------------+

|                  8902                          |                     2964748.00 |

+------------------------------------------------+--------------------------------+

|                  8904                          |                     2529739.00 |

+------------------------------------------------+--------------------------------+

|                  8909                          |                       76887.00 |

+------------------------------------------------+--------------------------------+

|                  8910                          |                    22049042.00 |

+------------------------------------------------+--------------------------------+

|                  8912                          |                    37294129.00 |

+------------------------------------------------+--------------------------------+

|                  8913                          |                     3994288.00 |

+------------------------------------------------+--------------------------------+

|                  8914                          |                      135072.00 |

+------------------------------------------------+--------------------------------+

|                  8918                          |                   411486054.00 |

+------------------------------------------------+--------------------------------+

|                  8921                          |                    33694129.00 |

+------------------------------------------------+--------------------------------+

|                  8925                          |                     1110383.00 |

+------------------------------------------------+--------------------------------+

|                  8927                          |                        3751.00 |

+------------------------------------------------+--------------------------------+

|                  8928                          |                       73647.00 |

+------------------------------------------------+--------------------------------+

|                  8933                          |                    10889554.00 |

+------------------------------------------------+--------------------------------+

|                  8934                          |                    10929206.00 |

+------------------------------------------------+--------------------------------+

|                  8938                          |                      140788.00 |

+------------------------------------------------+--------------------------------+

|                  8940                          |                        2012.00 |

+------------------------------------------------+--------------------------------+

|                  8941                          |                     1595676.00 |

+------------------------------------------------+--------------------------------+

|                  8942                          |                     1472365.00 |

+------------------------------------------------+--------------------------------+

|                  8945                          |                   129579817.00 |

+------------------------------------------------+--------------------------------+

|                  8953                          |                    31631232.00 |

+------------------------------------------------+--------------------------------+

|                  8955                          |                      285691.00 |

+------------------------------------------------+--------------------------------+

|                  8956                          |                    17395595.00 |

+------------------------------------------------+--------------------------------+

|                  8957                          |                    17827711.00 |

+------------------------------------------------+--------------------------------+

|                  8960                          |                    13143195.00 |

+------------------------------------------------+--------------------------------+

|                  8962                          |                    16101406.00 |

+------------------------------------------------+--------------------------------+

|                  8963                          |                     4702500.00 |

+------------------------------------------------+--------------------------------+

|                  8964                          |                     3261353.00 |

+------------------------------------------------+--------------------------------+

|                  8966                          |                     2544612.00 |

+------------------------------------------------+--------------------------------+

|                  8967                          |                         752.00 |

+------------------------------------------------+--------------------------------+

|                  8972                          |                     3054823.00 |

+------------------------------------------------+--------------------------------+

|                  8973                          |                    14666179.00 |

+------------------------------------------------+--------------------------------+

|                  8981                          |                        1991.00 |

+------------------------------------------------+--------------------------------+

|                  8984                          |                     7081358.00 |

+------------------------------------------------+--------------------------------+

|                  8989                          |                    20297350.00 |

+------------------------------------------------+--------------------------------+

|                  8991                          |                    28101427.00 |

+------------------------------------------------+--------------------------------+

|                  8993                          |                          93.00 |

+------------------------------------------------+--------------------------------+

|                  8994                          |                       68446.00 |

+------------------------------------------------+--------------------------------+

|                  8995                          |                     6498306.00 |

+------------------------------------------------+--------------------------------+

|                  8996                          |                   493641563.00 |

+------------------------------------------------+--------------------------------+

|                  8998                          |                    69253257.00 |

+------------------------------------------------+--------------------------------+

 

Контрольная сумма раздела 1: 59987

 

2. Значения обязательных  нормативов и отдельных показателей,

   используемых для  расчета обязательных нормативов

 

H1         =           18.88

H2         =           87.17

H3         =           76.47

H4         =           87.85

H7         =           46.04

H9_1       =               0

H10_1      =            0.74

H12        =            3.13

Ариск0     =       204074400

Лат        =       118310598

Овм        =        86069111

 

Контрольная сумма раздела 2: 43418

 

-----------------------------------------------------------------------------------

 

2а. Информация по расчету  обязательных нормативов

 

AR1       =               0

AR2       =         8602458

AR3       =         7843904

AR4       =       740891744

AR5       =               0

KAP       =       150430998

LAT       =       118310598

OVT       =       154716665

LAM       =        75025814

OVM       =        86069111

KRD       =       493641563

OD        =       411486054

KINS      =         4702500

KSKR      =        69253257

AR        =       757338105

LAT1      =               0

O         =               0

KBR       =               0

F         =               0

KR        =               0

KRAS      =               0

KRIS      =         1110383

KRV       =         6714943

KRS       =          162827

KZ        =               0

ARISK0    =       204074400

VO        =               0

OP        =         1472365

KF        =            0.88

OSKR      =       970710873

RR        =               0

PRIZ      =               1 - Банковская кредитная организация

 

2б. Переменные и корректировки  для расчета обязательных нормативов

 

+------------+-----------------+---------------------------------------------------+

|    Код     |      Сумма      |                    Пояснения                      |

|обозначения |                 |                                                   |

+------------+-----------------+---------------------------------------------------+

|      1     |        2        |                        3                          |

+------------+---------------------------------------------------------------------+

| 9020       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9021       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9022       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9023       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9024       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9025       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9026       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9027       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9028       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9029       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9030       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9031       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9032       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9035       |     58924630.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9036       |            0.88 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9038       |       414399.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9039       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9040       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9042       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9043       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9044       |            0.00 |                                                   |

+------------+-----------------+---------------------------------------------------+

| 9045       |            0.00 |                                                   |

Информация о работе Управление ликвидностью и платежеспособностью коммерческого банка