Банковская система

Автор работы: Пользователь скрыл имя, 17 Марта 2011 в 10:25, курсовая работа

Описание работы

Анализ сопровождает выполнение большинства банковских операций, он помогает обеспечить доходность и ликвидность банка, выдержать конкуренцию, завоевать доверие вкладчиков. Поэтому изучение методов и приемов анализа деятельности банка, его клиентуры, форм организации аналитической работы в банке представляет собой важнейшее направление.

Содержание работы

Введение 3

Теоретическая часть 4

1. Основные операции банков 4

2. Индексный метод изучения динамики доходов от основных операций банка 7

Расчетная часть 13

Задание 1. 13

Задание 2. 17

Задание 3. 21

Задание 4. 22

Аналитическая часть 24

1. Постановка задачи 24

2. Методика решения задачи 24

3. Технология выполнения компьютерных расчетов 25

4. Анализ результатов статистических компьютерных расчетов 31

Заключение 32

Список использованной литературы 35

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         • Корреляционной таблицы.

         • Оценить тесноту связи, рассчитав  коэффициент детерминации и эмпирическое  корреляционное отношение. 

1. По исходным  данным установим наличие и  характер связи между работающими  активами и прибылью:

а) составим аналитическую  группировку: 

|Группы        |Группы банков по работающим  активам, млн.руб.     |№  банка         |Работающие  активы, млн.руб.        |Прибыль,             |

|              |                                                  |                |                                   |млн. руб.            |

|              |                                                  |31              |4493                               |165                 |

|              |                                                  |16              |4780                               |134                  |

|              |                                                  |3               |5728                               |68                   |

|I             |4493-8816,4                                       |19              |6585                               |105                  |

|              |                                                  |17              |7024                               |121                  |

|              |                                                  |34              |7442                               |204                  |

|              |                                                  |9               |7560                               |215                  |

|              |Итого:                                            |7               |43612                              |1012                 |

|              |                                                  |33              |9350                               |77                   |

|              |                                                  |7               |9387                               |111                  |

|              |                                                  |6               |9711                               |70                   |

|              |                                                  |35              |10038                              |78                   |

|II            |8816,4-13139,8                                    |4               |10085                              |213                  |

|              |                                                  |15              |10146                              |153                  |

|              |                                                  |25              |10225                              |62                   |

|              |                                                  |18              |10668                              |94                   |

|              |                                                  |8               |11908                              |153                  |

|              |                                                  |23              |11971                              |451                  |

|              |Итого:                                            |10              |103489                             |1462                 |

|              |                                                  |29              |14124                              |91                   |

|              |                                                  |20              |14288                              |93                   |

|              |                                                  |10              |14389                              |224                  |

|              |                                                  |12              |14389                              |348                  |

|III           |13139,8-17463,2                                   |21              |14691                              |329                  |

|              |                                                  |13              |15076                              |64                   |

|              |                                                  |11              |15676                              |203                  |

|              |                                                  |36              |15683                              |189                  |

|              |                                                  |5               |17213                              |146                  |

|              |Итого:                                            |9               |135529                             |1687                 |

|              |                                                  |30              |17961                              |166                  |

|              |                                                  |32              |18785                              |112                  |

|IV            |17463,2-21786,6                                   |22              |19243                              |269                  |

|              |                                                  |28              |20968                              |282                  |

|              |                                                  |27              |21337                              |237                  |

|              |Итого:                                            |5               |98294                              |1066                 |

|              |                                                  |24              |21902                              |139                  |

|              |                                                  |14              |24089                              |240                  |

|V             |21786,6-26110                                     |26              |24888                              |441                  |

|              |                                                  |1               |25946                              |110                  |

|              |                                                  |2               |26110                              |538                  |

|              |Итого:                                            |5               |122935                             |1468                 | 

Таким образом, получаем аналитическую группировку: 

|№ группы      |Группы банков по работающим  |Число банков,              |Работающие активы, млн.руб.              |Прибыль, млн. руб.                 |

|              |активам, млн.руб.            |ед., [pic]                 |                                         |                                   |

|              |                             |                           |всего по группе     |на 1 банк           |всего по группе   |на 1 банк        |

|I             |4493-8816,4                  |7                          |43612               |6230,29             |1012              |144,57           |

|II            |8816,4-13139,8               |10                         |103489              |10348,90            |1462              |146,20           |

|III           |13139,8-17463,2              |9                          |135529              |15058,78            |1687              |187,44           |

|IV            |17463,2-21786,6              |5                          |98294               |19658,80            |1066              |213,20           |

|V             |21786,6-26110                |5                          |122935              |24587,00            |1468              |293,60           |

|Итого:                                     |36                         |                    |13996,08            |                  |185,97           | 

Из таблицы  видно, что между рассматриваемыми величинами существует прямая зависимость, т.е. чем больше работающие активы, тем  больше прибыль и наоборот. 

б) корреляционная таблица:

[pic] млн. руб. 

|Группы банков                         |Группы банков                                                                                       |

|по кредитам, млн.руб.                 |по прибыли, млн.руб.                                                                                |

|                                      |62-157,2         |157,2-252,4         |252,4-347,6          |347,6-442,8          |442,8-538        |

|4493-8816,4                           |16               |31                  |-                    |-                    |-                |

|                                      |3                |34                  |                     |                     |                 |

|                                      |19               |10                  |                     |                     |                 |

|                                      |17               |                    |                     |                     |                 |

|8816,4-13139,8                        |33               |4                   |-                    |-                    |23               |

|                                      |7                |                    |                     |                     |                 |

|                                      |6                |                    |                     |                     |                 |

|                                      |35              |                    |                     |                     |                 |

|                                      |15               |                    |                     |                     |                 |

|                                      |25               |                    |                     |                     |                 |

|                                      |18               |                    |                     |                     |                 |

|                                      |8                |                    |                     |                     |                 |

|13139,8-17463,2                       |29               |10                  |21                   |12                   |-                |

|                                      |20               |11                  |                     |                     |                 |

|                                      |13               |36                  |                     |                     |                 |

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