TAILIEUCHUNG - A User’s Guide for the Uniform Bank Performance Report

In this study we develop an empirical framework to assess the effects of capital in ows, monetary policy and nancial innovation on the housing sector. Our rst contribution is to document the effects of monetary policy and capital in ows on the housing sector in a broad sample of advanced economies. We estimate a panel vector autoregression (VAR) for 18 OECD countries and identify capital in ows and monetary policy shocks with sign restrictions. There are a number of recent studies that use structural VARs to analyse the transmission of monetary policy shocks to housing variables in advanced economies ñ for example, Assenmacher-Wesche and Gerlach (2010), Carstensen et al (2009),. | Federal Financial Institutions Examination Council A User s Guide for the Uniform Bank Performance Report December 2008 Board of Governors of the Federal Reserve System Federal Deposit Insurance Corporation Office of the Comptroller of the Currency December 2008 Prepared by Federal Financial Institutions Examination Council 3501 Fairfax Drive Room D8073a Arlington VA 22226 Send comments to UBPR Coordinator Phone 703-516-5732 Fax 703-562-6446 Via regular mail to above address For questions regarding content of the UBPR products or UBPR data on DVD please call John Smullen at Phone 1-703-516-5732 E-Mail jsmullen@ UBPR User s Guide December 2008 ii Table of Contents iv Introduction v Summary of Changes Section I Using the Uniform Bank Performance Report for Financial Analysis Section II Technical Information Section III Definitions of UBPR Items III-1 General III-2 Introductory Page III-3 Summary Ratios UBPR Page 01 III-7 Income Statement Revenues and Expenses 000 UBPR Page 02 III-10 Noninterest Income and Expenses 000 and Yields UBPR Page 03 III-14 Balance Sheet Assets Liabilities and Capital 000 UBPR Page 04 III-18 Off-Balance Sheet Items and Derivatives Analysis UBPR Page 05 III-20 Off-Balance Sheet Items and Derivatives Analysis UBPR Page 05A III-24 Off-Balance Sheet Items and Derivatives Analysis UBPR Page 05B III-28 Balance Sheet Percentage Composition of Assets and Liabilities UBPR Page 06 III-31 Analysis of Credit Allowance and Loan Mix UBPR Page 07 III-34 Analysis of Loan and Lease Allowance and Loan Mix UBPR Page 07A III-37 Analysis of Concentrations of Credit UBPR Page 07B III-40 Analysis of Past Due Nonaccrual and Restructured Loans and Leases UBPR Page 08 III-43 Analysis of Past Due Nonaccrual Restructured Loans Leases UBPR Page 08A III-46 Interest Rate Risk Analysis as a Percent of Assets UBPR Page 09 III-49 Liquidity and Investment Portfolio UBPR Page 10 III-53 Capital Analysis UBPR Page 11 III-56 Capital Analysis UBPR Page 11A III-61 One .

TAILIEUCHUNG - Chia sẻ tài liệu không giới hạn
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