bankmana的gement試題庫及答案銀行管理之四

對外經(jīng)濟貿易大學

《銀行管理學》試卷庫之四一、選擇題：(每題1分，共40分)以下選擇題中有且僅有一個正確答案，請將正確答案標在本試卷第1頁的答案表格中。 得分Whichofthefollowingisnotoneofthefundamentalforcesthathavetransformedmodernfinancialmarketsandinstitutions?financialinnovationderegulationdecreasedcompetitionsecuritizationchangesintechnologyRegulatorydialecticcanbedescribedas:theconsolidationofthebankingindustry.theprocessbywhichbanksrespondtoregulationsandtheimpositionofnewregulations.theinvestmentbankingprocess.thesecuritizationofbankassets.thefacilitatingofcorporatemergers.Whichofthefollowingisnotanobjectivebehindsecuritizingmortgages?Freeingcapitalforotheruses.Increasingservicefeeincome.Diversifyingcreditrisk.Obtainingadditionalliquidity.Increasinginterestincome.Whichofthefollowingisnotacharacteristicofatypicalcommercialbank?Mostbanksownfewfixedassets.Mostbankshaveahighdegreeofoperatingleverage.Mostbankshavefewfixedcosts.Manybankliabilitiesarepayableondemand.Banksgenerallyoperatewithlessequitycapitalthannon-financialfirms.Banksgeneratetheirlargestportionofincomefrom:loans.short-terminvestment.demanddeposits.long-terminvestments.certificatesofdeposit.Abank,scoredepositsare:vaultcash.stabledepositsthatarenottypicallywithdrawnovershortperiodsoftime.thebank,sdepositsattheFederalReserve.themostinterestratesensitiveliabilitiesofabank.depositsheldinforeignoffices.Whichofthefollowingwouldbetheleastsensitivetochangesininterestrates?DemanddepositsRepurchaseagreementsFederalfundspurchasedEurodollarliabilitiesJumboCDsThe“provisionforloanandleaselosses”:aretherealizedlossesfromthepreviousaccountingperiod.representsmanagement,sestimateofpotentiallostrevenuefrombadloans.determinedbytheFederalReserveforallbanks.doesnotaffectnetincome.isanothernameforabank's“burden.”第1頁共9頁Recoveriesreferto:thedollarvalueofloansactuallywrittenoffasuncollectible.thedollaramountofloansthatwerepreviouslycharged-offbutnowcharge-offs.loansnotcurrentlyaccruinginterest.loansthatregulatorshaverequiredthebankto“recover”.Theoperatingriskratiomeasures:costcontrolsversusfeegeneration.feeincomeversusnetinterestmargin.non-interestexpenseversusnon-interestincome.depositorsversusemployees.depreciationversusrequiredreserves.Profitablebankcustomers:makeupasmallfractionofallbankcustomers.generallyshopforthebankwiththelowestprice.havesmallloanbalances.alwaysavoidservicecharges.arethemostsensitivetochangesinprice.Banksexperienceeconomiesofscalewhen:marginalcostsincreaseastotalcostsdecrease.totalcostsdecreaseasoutputdecreases.totalcostsincreaseasoutputincreases.averageunitcostsincreaseasoutputincreases.averageunitcostsdecreaseasoutputincreases.Interestraterisk:variesinverselywithabank,sGAP.canbemeasuredbythevolatilityofabank,snetinterestincomegivenchangesinthelevelofinterestrates.canbeeliminatedbymatchingfixedrateassetswithvariablerateliabilities.rarelyhasanimpactonbankearnings.AlloftheaboveAbank,sGAPisdefinedas:thedollaramountofrate-sensitiveassetsdividedbythedollaramountofrate-sensitiveliabilities.thedollaramountofearningassetsdividedbythedollaramountoftotalliabilities.thedollaramountofrate-sensitiveassetsminusthedollaramountofrate-sensitiveliabilities.thedollaramountofrate-sensitiveliabilitiesminusthedollaramountofrate-sensitiveassets.thedollaramountofearningassetstimestheaverageliabilityinterestrate.Whichofthefollowingwillcauseabank,s1-yearcumulativeGAPtoincrease,everythingelsethesame.Anincreasein3-monthloansandanoffsettingdecreasein6-monthloans.Anincreasein3-monthloansandanoffsettingincreasein3-monthCDs.Adecreasein3-monthCD,sandanoffsettingincreasein3-yearCDs.a.andc.b.andc.Anassetwouldnormallybeclassifiedasrate-sensitiveif:itmaturesduringtheexaminedtimeperiod.itrepresentsapartialprincipalpayment.theoutstandingprincipalonaloancanbere-pricedwhenthebaseratechanges.Alloftheabove.a.andc.onlyWhichofthefollowingdoesnothaveanembeddedoption?AcallableFederalHomeLoanBankbond.Demanddepositaccounts.Ahomemortgageloan.第2頁共9頁Anautoloan.Alloftheabovehaveembeddedoptions.Todecreaseliabilitysensitivity,abankcan:buylonger-termsecurities.attractmorenon-coredeposits.increasethenumberoffloatingrateloans.paypremiumsonlonger-termdeposits.Alloftheabove.Ifabankexpectsinterestratestodecreaseinthecomingyear,itshould:increaseitsGAP.issuelong-termsubordinateddebttoday.increasetheratespaidonlong-termdeposits.issuemorevariablerateloans.becomemoreliabilitysensitive.Macaulay'sduration:isaweightedaverageofthetimeuntilcashflowsarereceived.isalwaysgreaterthanmaturity.isneverequaltomaturity.directlyindicateshowmuchthepriceofasecuritywillchangegivenachangeininterestrates.estimateswhenembeddedoptionswillbeused.Forabankthathasanegativedurationgap,adecreaseininterestrateswillcauseinthemarketvalueofassets,inthemarketvalueofliabilities,andainthemarketvalueofequity.increase,decrease,increaseincrease,increase,decreaseincrease,increase,increasedecrease,decrease,increasedecrease,increase,decreaseWith"relationshippricing":banksunbundleservicesandchargeseparatepricesforeach.servicechargesdeclinewithlargercustomerdepositerestratespaidondepositaccountsdecreaseswithcustomerdepositbalances.largedepositorspaythehighestfees.smalldepositorsreceivethehighestinterestrates.WhichofthefollowingwasnotpartoftheBasleAgreement?Bank'srequiredcapitalwaslinkedtoitscompositionofassets.Banksarerequiredtooperatewithaminimumlevelofequity.Theownershipofequitybybankswasprohibited.Capitalrequirementsacrosscountrieswerestandardized.Theminimumtotalcapitalrequirementsweresetto8%ofrisk-adjustedassets.Whydobanksgenerallypreferlowercapitalrequirements?Tominimizetheimpactshareholdershaveonmanagementdecisions.Toincreasetheinfluenceofbankregulators.Toincreaseabank'sreturnonequity.Toincreasedepositorprotection.Tomaximizeoperatingleverage.Forbanksthathaveinsufficientcapital,whichofthefollowingis皿tatypicaloperatingstrategytoachievecapitaladequacy?LimitassetgrowthShrinkthebankIncreasethedollaramountofcommercialloansoutstandingShiftmorebankassetsintolowerriskcategories.RepriceassetstoreflectgreaterequitysupportWhichofthefollowingisnotconsideredacashasset?MarketablesecuritiesCashitemsinprocessofcollection第3頁共9頁DemanddepositsatprivatefinancialinstitutionsDemanddepositsattheFederalReserveVaultcashTheshiftabilitytheorysuggeststhat:bankscanobtainliquiditybysellingTreasurysecuritiespriortomaturity.banksshouldonlymakeshort-termself-liquidatingloans.loanrepaymentsshouldmatchtheborrower'scashflowstorepaytheloan.bankscanobtainliquiditybypurchasingFedfunds.thereisatradeoffbetweenliquidityandsolvency.Whichofthefollowingindicatesthepotentialfordepositsleavingabank?HighbusinessactivityandgrowthDepositsthatareinelastictochangesininterestratesAnaggressivebankloanofficerLargedepositsheldbyasinglecustomerSmallunusedcommercialcreditlinesoutstandingWhensellingsecuritiestomeetliquidityneeds,abankshouldconsiderallofthefollowingexcept:brokeragefees.lostinterestincome.thegainsorlossesonthesecurities.theimpactontaxes.Abankshouldconsideralloftheabovewhensellingsecuritiestomeetliquidityneeds.ThelargestsingleloancategoryforallbanksintheU.S.is:realestatemercialloans.creditcardloans.industrialloans.agriculturalloans.Inthecreditprocess,whichofthefollowingactivitiesfallsunderBusinessDevelopmentandCreditAnalysis?LoancommitteereviewsLoandocumentationreviewOfficercallprogramsPerfectsecurityinterestProcessloanpaymentsAllofthefollowingarebasicsourcesofcashflowsforafirmexcept:liquidatingassets.cashflowsfromoperations.issuingnewequity.liquidatingliabilities.issuingnewdebt.Whichofthefollowingcharacteristicsshouldcollateralhave?Thevalueofthecollateralshouldnotexceedthevalueoftheloan.Thecollateralshouldbehighlyliquid.Thelendermustbeabletoperfectalienonthecollateral.a.andb.only.b.andc.only.Commonsizefinancialstatementsconvertfigurestoacommonsizeby:dividingbalancesheetitemsbytotalassetsandincomestatementitemsbynetincome.dividingbalancesheetitemsbysalesandincomestatementitemsbynetincome.dividingbalancesheetitemsbytotalassetsandincomestatementitemsbysales.dividingbalancesheetitemsbysalesandincomestatementitemsbytotalassets.dividingbalancesheetitemsbytotalequityandincomestatementitemsbysales.Creditcardissuesearnincomefrom:annualerestonoutstandingbalances.discountingthechargesthatmerchantsacceptonpurchases.第4頁共9頁Alloftheabove.a.andb.onlyCustomerprofitabilityanalysisallowsbankmanagementto:estimatethenetprofitfromagivenaccount.eliminateloandefaultrisk.eliminatetheneedforlineofbusinessprofitabilityanalysis.alloftheabovea.andc.onlyBanksaccountfordifferentdefaultrisksinpricingaloanby:reducingtheproportionofequityfinancingusedinthecostoffundsestimate.varyingtheloanpaymentoverthelifeoftheloantoreflectvaryingrisk.tyingtheloanratetothebank,sbasecostoffunds.addingariskpremiumtotheloanrate.chargingadollarfeeatloanoriginationthatvariesinverselywithrisk.Whichofthefollowingclassesofsecuritiesarecarriedatmarketvalueonthebalancesheet?HeldtomaturityAvailableforsaleTradingalloftheaboveb.andc.onlyPurchasingpowerriskrefersto:theriskthatbankcustomerswillnot"purchase"bankloans.theriskthatreturnsmayvaryduetoanticipatedchangesininflation.theriskthatreturnsmayvaryduetounanticipatedchangesininflation.thechangesinforeignexchange.noneoftheaboveAnincreaseininterestrateswillimpactthemarketvalueofasecuritybecause:thepriceofthesecuritywillfall.thereinvestmentrateontheperiodiccouponpaymentsincreases.thereinvestmentrateontheperiodiccouponpaymentsdecreases.a.andb.a.andc.二、判斷題：(每題1分，共10分)。判斷下列論斷的正誤，正確的以T標明，錯誤的用F標明，請將正確答案標在本試卷第1頁的答案表格中。 得分Investmentbankingencompassesthreebroadfunctions:underwritingpublicofferingsofnewsecurities;acceptingpublicdeposits;advisingandfinancingmergersandacquisitions.Balancesheetisastatementoffinancialpositionlistingassetsowed,liabilitiesowned,andowner,sequityasofaspecificdate.Balancesheetfiguresarecalculatedataparticularpointintimeandthusrepresentstockvalues.Generally,assetandliabilitymanagement(A/L)meansmanagingabank'sentirebalancesheetasadynamicsystemofinterrelatedaccountsandtransactions.Itrefersspecificallytomanagingcreditrisk.ForabankwithpositiveGAP,iftheinterestrateincreases,it,snetinterestincomewillalsoincrease.Durationisameasureofhowpricesensitiveasecurity(orportfolio)istoachangeininterestrates.Thegreaterisduration,thegreaterispricesensitivity.Indealingwithproblembanks,payoutisthemostoftenusedoption,especiallywhendealingwithlargebanks.Regulatorspreferbankstohavemorecapital,whilebankersgenerallyprefertooperatewithlesscapital.Intheshortrun,themoreliquidabankis,thelowerareitsROEandROA,allotherthingsbeingequal.Regardlessofthetypeofloan,allcreditrequestsmandateasystematicanalysisoftheborrower,sabilitytorepay.第5頁共9頁Thesecuritiesactivitiesofbigbanksandsmallbanksarefundamentallydifferent.Bigbanksgenerallypurchasesecuritiesandholdthemuntilmaturity.三、翻譯題：（每題0.5分，共5分；將按四舍五入原則計算本題總分）請將下列銀行業(yè)專用名詞翻譯成銀行專業(yè)術語，答案請直接寫在英文名詞后面的空格上。 得分AllowanceforloanlossesCollectedbalances Correspondentbank Durationgap Volatiledeposits Debenture Charge-off Loan-lossprovisions Marktomarket Commonsizeratio 四、計算題：（每題1分，共10分） 得分UsingthedataforABCbank（abankintheU.S.）givenbelowtocalculatethefollowingratios（注：其他值均假設為零；計算時直接使用余額，不要求使用均值；結果有百分比表示，保留兩位小數(shù)；只需要答案，不需要寫明公式和計算過程；答案請直接寫在題后的括號書:BalanceSheetAssetsLiabilitiesCash$50DemandDeposits$100Investments$300TimeDeposits$300FederalFunds$10FederalFunds$300Loans$350Equity$100FixedAssets$90TotalAssts$800TotalLiabilities$800IncomeStatementInterestIncome$100Non-InterestIncome$5InterestExpense$75Non-InterestExpense$25ReturnonAssets ReturnonEquity EquityMultiplier ExpenseRatio AssetUtilizationRatioNetInterestMargin EarningsBase Burdenratio Efficiencyratio Spread 五、簡答題：（每題5分，共35分）。請從下列題中任意選擇7題回答，并將答案寫在題后所附答題紙上；如果答題數(shù)超過7個，將按前7個題判分；答題時請標明原題號（并請將原題題號標在下表中）。 得分請?zhí)钌纤鹪}號每小題得分第6頁共9頁Whatarethefundamentalrisksfacedbycommercialbanks?WhatisCAMELSsystem?Whatarethemainfactorsaffectingabank,snetinterestincome?Whatarethefourstepsincalculatingtheminimumcapitalrequirementsforabank?Whataretheeffectsofcapitalrequirementsonbankoperatingpolicies?Whyshouldbanksholdadequate(neithertoomanynortoofew)cashassets?Inconductingcreditanalysis,whatarethefiveCsofgoodcredit?Whatisthefour-partprocessinanalyzingafirm,sloanapplication?Howisevaluatingconsumerloansdifferentfromevaluatingcommercialloans?Whataretheobjectivesofabank,sinvestmentportfolio?Howdoesbankcapitalreduceabank,srisks?Fromwhatsourcescanbanksacquireliquidity?Whatarethestandardstojudgewhethersuchasourceisofhighliquidityornot?ComparedwithstaticGAPanalysis,whatarethestrengthsandweaknessesofdurationgapanalysis?Whatarethecostmanagementstrategiesforbanks?對外經(jīng)濟貿易大學《銀行管理學》試卷庫之四

參考答案及評分標準一、選擇題：（每題1分，共40分）題號12345678910答案CBEBABABBA題號11121314151617181920答案AEBCCDEDEA題號21222324252627282930答案ABCCCAADEA題號31323334353637383940答案CDECDADECD二、判斷題：（每題1分，共10分）題號12345678910答案FFFTTFTTTF三、翻譯題：（每題0.5分，共5分；最后計分按四舍五入計算）Allowanceforloanlosses貸款損失準備金Collectedbalances已到賬余額Correspondentbank代理銀行Durationgap持續(xù)期缺口Volatiledeposits波動性存款Debenture長期信用債券Charge-off貸款沖銷第7頁共9頁Loan-lossprovisions提取貸款損失準備金Marktomarket盯市Commonsizeratio結構比率四、計算題：（每題1分，共10分）一⑴ReturnonAssets(ROA)0.63%⑵ReturnonEquity(ROE)5.00%⑶EquityMultiplier8(4)ExpenseRatio12.50%⑸AssetUtilizationRatio13.13%(6)NetInterestMargin3.80%⑺EarningsBase82.50%(8)Burdenratio2.50%(9)Efficiencyratio83.33%(10)Spread2.65%五、簡答題：(任選7題作答；每題5分，共35分)Whatarethefundamentalrisksfacedbycommercialbanks?CreditriskLiquidityriskMarketriskOperationalriskReputationalriskLegalriskCapitalorsolvencyriskWhatisCAMELSsystem?Capital:signalstheabilitytomaintaincapitalcommensuratewiththenatureandextentofalltypesofriskandtheabilityofmanagementtoidentify,measure,monitor,andcontroltheserisks.Asset:reflectstheamountofexistingcreditriskassociatedwiththeloanandinvestmentportfolioaswellasoffbalancesheetactivities.Management:reflectstheadequacyoftheboardofdirectorsandseniormanagementsystemsandprocedurestoidentify,measure,monitor,andcontrolrisks.Earnings:reflectsnotonlythequantityandtrendinearnings,butalsothefactorsthatmayaffectthesustainabilityorqualityofearnings.Liquidity:reflectstheadequacyofthebank'scurrentandprospectivesourcesofliquidityandfundsmanagementpracticesSensitivity:reflectsthedegreetowhichchangesininterestrates,foreignexchangerates,commodityprices,andequitypricescanadverselyaffectearnings.Whatarethemainfactorsaffectingabank,snetinterestincome?ChangesinthelevelofinterestratesChangesintheslopeoftheyieldcurveortherelationshipbetweenassetyieldsandliabilitycostoffundsChangesinthevolumeofassetsandliabilitiesChangeinthecompositionofassetsandliabilitiesWhatarethefourstepsincalculatingtheminimumcapitalrequirementsforabank?Classifyassetsintooneoffourriskcategories,appropriatetotheobligor,collateral,orguarantoroftheasset.Convertoff-balancesheetcommitmentsandguaranteestotheiron-balancesheet“creditequivalent”valuesandclassifythemintheappropriateriskcategories.Multiplythedollaramountofassetsineachriskcategorybytheappropriateriskweight;thisequalsrisk-weightedassets.第8頁共9頁Multiplyrisk-weightedassetsbytheminimumcapitalpercentages,either4percentforTier1capitalor8percentfortotalcapitalforaU.S.banktobeadequatelycapitalized.Whataretheeffectsofcapitalrequirementsonbankoperatingpolicies?LimitingAssetGrowthChangingtheCapitalMixChangingAssetCompositionPricingPoliciesShrinkingtheBankWhyshouldbanksholdadequate(neithertoomanynortoofew)cashassets?Tosatisfyfourobjectives:■Supplycoinandcurrency■Mandatedlegalreserverequirements■Clearing■PurchaseservicesfromcorrespondentbanksSubstantialopportunitycost■InterestthatcouldbeearnedonanalternativeinvestmentInconductingcreditanalysis,whatarethefiveCsofgoodcredit?Character:honestyandtrustworthiness.Capital:wealthpositionmeasuredbyfinancialsoundnessandmarketstanding.Capacity:legalstandingandmanagement,sexpertise.Conditions:economicenvironmentorindustry-specificfactorsCollateral:secondarysourceofrepaymentorsecurityinthecaseofdefault.Whatisthefour-partprocessinanalyzingafirm,sloanapplication?Overviewofmanagement,operations,andthefirm,sindustryCommonsizeandfinancialratioanalysisAnalysisofcashflowProjectionsandanalysisoftheborrower,sfinancialconditionHowisevaluatingconsumerloansdifferentfromevaluatingcommercialloans?Whenevaluatingmeasurableaspectsofrequests,banksareaddressingthesameissues.Bankshavetodealwithalargenumberofdistinctborrowerswithdifferentpersonalitiesandfinancialcharacteristics.Consumerloansdiffersomuchindesignthatnocomprehensiveanalyticalformatappliestoallloans.Formostconsumerloans,thereisnoformalanalysisofindividualborrowercharacteristicsunlessacreditscoringmodelisused.Installmentloansaretreatedmuchlikecommercialloans.Thequalityoffinancialdataislower: