Diploma. Topic: "The Securities Market"

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Uploaded: 31.08.2006
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Description

Explanatory memorandum consists of 87 pages (formulas, calculations, tables, 17 figures, 20)
Applications -10 pages
21 information source

Additional information

TABLE OF CONTENTS

INTRODUCTION 3
1 Theoretical and legal bases of the investment policy of the commercial bank (for example, portfolio investment) 5
1.1 Structure of the securities market and its specificity in Russia 5
1.2 Types of securities and to assess their profitability 13
1.2.1 Shares 14
1.2.2 Bonds 17
1.2.3 Highly bank securities 19
1.3 The activity of commercial banks in the securities market and its legal basis 22
2 portfolio investment as a form of investment activity of commercial bank 27
2.1 Formation of a portfolio of securities 27
2.1.1 Basic principles of investment portfolio. 27
2.1.2 Investment Strategy 28
2.1.3 Models of portfolio investment 32
2.1.4 The risk of the securities portfolio during the formation of 40
2.2 Portfolio management 46
2.2.1 Monitoring of portfolio 46
2.2.2 Strategy portfolio management 51
2.2.3 Interconnection risk revenue and profitability. 53
2.2.4 Determining the optimal reinvestment term investment. 54
2.2.5 Selection of the optimal strategies of the investor on the basis of the analysis of profitability of securities 55
2.3 0ptimizatsiya securities portfolio based on modern portfolio theory 56
2.4 Effectiveness of the securities portfolio 64
3 Portfolio management of commercial bank 67
3.1 Key performance indicators of the bank's "Incognito" in 1993-1996. 67
3.2 The Bank's activities in 1997-1998 73
3.2.1 The manifestation of the crisis in 1997-1998 73
3.2.2 The impact of the crisis on the Bank's activities in 1997-1998 74
3.3 Portfolio management Bank 75
3.4 Further development of the crisis and its impact on the bank's activities 78
CONCLUSION 82
References 86
ANNEX 88



Thesis is devoted to the actual pro-developing economy problems - the investment policy of the commercial bank, which we consider the example of the formation and management of a portfolio of securities. Purpose - to identify the most legitimate governance processes and the formation of a portfolio of securities. For a complete consecration of the chosen theme were as follows:
1) Identify the basic theoretical preconditions of the securities portfolio;
2) discloses a technique of formation and management of the securities portfolio;
3) Consider the portfolio of the bank "Incognito";
4) To analyze the main trends of the stock market in terms of the portfolio of the investor-tion.
As the object of study (rightly) been selected Bank for commer-as the banks are the largest investors and asset-governmental participants of the stock market.
The theoretical part provides coverage structure of the securities market, becoming co-participants, as well as characteristics of the securities. This chapter introduces the HN problem of formation of the modern Russian securities market.
In order to create an optimal portfolio req-Dimo develop an investment strategy that is based on the analysis of income, by investing, investing time and analysis of emerging risks at the same time. The higher the risk in the securities market, the greater are the requirements for the quality-stvu portfolio management. Management process aims to preserve the quality of the basic investment portfolio and the properties that correspond to the interests of its holder. The second chapter describes a method of forming and managing port felem securities, as well as the adoption of optimal solutions for the formation of in-investment portfolio.
In the paper the theoretical aspects are intertwined with real practical materials activities of a commercial bank. Since the law on banks and banking information of a commercial bank is a commercial secret, and given the real data on portfolio investments for the 1994-1999 biennium., The author of the work, keeping trade secrets, gives the bank a code name. Then the bank will be called "Incognito".

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