商業(yè)銀行管理組織彼得S.羅斯英文原書第8版英語試題目整合Chap015

.Chapter15TheManagementofCapitalFillintheBlankQuestions謝謝閱讀Theriskthathastodowithbankstradinginforeigncurrenciesiscalled感謝閱讀_________________________.Answer:exchangerisk感謝閱讀Theriskthathastodowithfraud,embezzlementandbankrobberiesiscalled感謝閱讀__________________.Answer:crimerisk感謝閱讀_________________________ismeasuredbytheparvalueofthesharesofcommonequityoutstanding.精品文檔放心下載Answer:Commonstock__________________istheamountinexcessofparvaluepaidbythebank'sshareholders.精品文檔放心下載Answer:Surplus_________________________arethenetearningsofthebankwhichhavebeenkeptbythebankratherthandistributedasdividendstostockholders.精品文檔放心下載Answer:UndividedProfits(orretainedearnings)感謝閱讀6.Corecapitalsuchascommonstock,surplus,undividedprofits,qualifying精品文檔放心下載.noncumulativepreferredstock,etc.isreferredtoas__________________capitalas精品文檔放心下載definedbytheBaselagreement.精品文檔放心下載Answer:Tier1TheinternationaltreatyinvolvingtheU.S.and11otherleadingindustrializedcountriestoimposecommoncapitalrequirementsonallbanksisknownasthe謝謝閱讀_________________________.Answer:BaselAgreement精品文檔放心下載Supplementalcapitalsuchastheallowanceforloanlosses,subordinateddebt,mandatoryconvertibledebt,intermediate-termpreferredstock,cumulativepreferredperpetualstockandequitynotesismorecommonlyknownas謝謝閱讀_________________________.Answer:Tier2capital謝謝閱讀.Whenitemsonabank'sbalancesheetaremultipliedbytheappropriaterisk-weightingfactortheyareoftencalled_________________________.Answer:risk-weightedassets精品文檔放心下載Thefactthatabankmaysufferdeficienciesinqualitycontrol,inefficienciesinproducinganddeliveringofservices,weatherdamage,agingorfaultycomputersystems,errorsinjudgmentbymanagementandfluctuationsineconomythatcouldadverselyaffectthebank'sperformanceisknownas_________________________精品文檔放心下載risk.Answer:operationalOnedefenseagainstriskforthebankistospreadoutabank'screditaccountsanddepositsamongawidevarietyofcustomers,includinglargeandsmallaccountsdifferentindustries,etc.Thisdefenseisknownas_________________________.Answer:portfoliodiversification感謝閱讀Onedefenseagainstriskisforthebanktoseekoutcustomerslocatedindifferentcommunitiesorindifferentcountries.Thisdefenseisknownas謝謝閱讀_________________________.精品文檔放心下載Answer:geographicdiversification感謝閱讀Whenallelsefails,theultimatedefenseagainstriskinbankingis精品文檔放心下載_________________________.精品文檔放心下載Answer:owners'capital(networth)感謝閱讀Thelargestcomponentofcapitalamongthriftinstitutionsis_____________.Answer:retainedearnings謝謝閱讀.Thelargestcomponentofcapitalamongbanksis____________.Answer:surplus精品文檔放心下載____________modelsattempttomeasurepriceormarketriskofaportfolioofassetsandattempttodeterminethemaximumlosstheymightsustainoveradesignatedperiodoftime.感謝閱讀Answer:Valueatrisk(VaR)精品文檔放心下載ThelatestrevisiontotheBaselaccordisknownas__________andwillaffectonlyabout20ofthelargestU.S.banksandahandfulofleadingforeignbanks.Answer:BaselII精品文檔放心下載____________modelsmeasurelenderexposuretodefaultsorcreditdowngrades.Answer:CreditRisk感謝閱讀Creditriskmodelswillbe________widelyusedwhenBaselIItakeseffect.Answer:more精品文檔放心下載20.AtthecenterofthedebateoftheBaselAgreementisthe ,感謝閱讀headquarteredinBaselSwitzerland,whichassistscentralbanksintheir謝謝閱讀transactionswitheachotherandservesasaforumforinternationalfinancial感謝閱讀issues.Answer:BankforInternationalSettlements(BIS)謝謝閱讀21. representsfundssetasideforcontingenciessuchaslegal謝謝閱讀.actionagainsttheinstitutionaswellasprovidingareservefordividendsexpectedtobepaidbutnotyetdeclaredandasinkingfundtoretirestockordebtinthefuture.精品文檔放心下載Answer:Equityreserves22. aredebtsecuritiesrepayablefromthesale感謝閱讀ofstock.Answer:Equitycommitmentnotes謝謝閱讀23. isahybridformofequitycapitalissuedto感謝閱讀investorsthroughatrustcompany,Thefundsraiseareloanedtothefinancialfirm.謝謝閱讀Dividendspaidtostockholdersonthistimeofcapitalaretaxdeductible.感謝閱讀Answer:Trustpreferredstock謝謝閱讀24. islong-termdebtcapitalwhoseclaimslegally精品文檔放心下載followclaimsofdepositors.謝謝閱讀Answer:Subordinatednotesanddebentures謝謝閱讀25. forbanksincludemortgageservicing感謝閱讀rightsandpurchasedcreditcardrelationshipsandcanbecountedaspartofbankcapital.精品文檔放心下載Answer:Identifiableintangibleassets感謝閱讀True/FalseQuestionsT F26.Inthefieldofbanking,capitalrefersprincipallytothosefundscontributedbyabank'sowners.感謝閱讀Answer:True.F27.Accordingtothetextbookcapitalandriskareintimatelyrelatedtoeachother.感謝閱讀Answer:TrueT F28.Onefundamentalpurposeforregulatingcapitalistolimitlossestothefederalgovernmentarisingfromdepositinsuranceclaims.謝謝閱讀Answer:TrueF29.Depositinsurancesubsidizedbygovernmentencouragesbankstoincreasetheirratiosofcapitaltodeposits.謝謝閱讀Answer:FalseF30.Tier2includesundividedprofits.Answer:False謝謝閱讀F31.Corecapitalincludesthesurplusaccountforstock.Answer:True謝謝閱讀T F32.Undertheinternationalcapital(Basel)agreementTier2capitalmustberaisedtoaminimumof4percentofrisk-weightedassets.感謝閱讀Answer:FalseT F33.Off-balance-sheetcommitmentsofbankscarrycapitalrequirementsunder感謝閱讀.theinternational(Basel)capitalrequirements.感謝閱讀Answer:TrueF34.Portfoliodiversificationreferstoseekingoutcustomerslocatedindifferentcommunitiesorcountries,whichpresumablywillexperiencedifferent謝謝閱讀economicconditions.Answer:FalseF35.Geographicdiversificationreferstothespreadingoutcreditaccountsanddepositsamongawidevarietyofcustomers,includinglargeandsmallbusinessaccounts,differentindustries,andhouseholdswithavarietyofsourcesofincomeandcollateral.精品文檔放心下載Answer:FalseT F36.Thelastlineofdefenseagainstbankfailureisowner'scapital,accordingtothetextbook.謝謝閱讀Answer:TrueTF37.UndertheFDICImprovementActof1991aU.S.bankpossessingaleverageratiogreaterthan4percentwouldbeconsideredwellcapitalized.感謝閱讀Answer:FalseF38.UndertheFDICImprovementActof1991abankwhoseleverageratiodropsto2percentorlessisconsideredtobecriticallyundercapitalized.感謝閱讀Answer:True.T F39.Recentresearchsuggeststhatinterest-ratecontractsdisplayconsiderablylessriskexposurethandoforeign-currencycontracts.謝謝閱讀Answer:TrueF40.TheBaselAgreementoncapitalasdraftedinthe1980sfailedtodealwithmarketrisk.謝謝閱讀Answer:TrueF41.Ifabankbenefitswhenthevalueofaforeigncurrencyrises,thebankissaidtobeinashortposition.謝謝閱讀Answer:FalseF42.Ifabankbenefitswhenaforeigncurrencydeclinesinvalue,thenthebankisinalongposition.謝謝閱讀Answer:FalseT F43.Iftheratiooftangibleequitycapitaltototalassetsis2percentorlessitissubjecttobeingplacedinconservatorshiporreceivershipifitscapitalratiosarenotincreasedwithinaprescribedperiodoftimeevenifitsnetworthisstillpositive.精品文檔放心下載Answer:TrueF44.Accordingtorecentresearch,bankstockpricesusuallydropwithinaweekafteradividendcutisannounced.感謝閱讀Answer:True.F45.EquitynotesareconsideredtobepartofTier1capital.Answer:False感謝閱讀T F46.Themostimportantsourceofthriftcapitalintermsofdollarvolumeiscommonstock(parvalue).感謝閱讀Answer:FalseT F47.ThedailyrateatwhichrobberieshaveoccurredintheU.S.hascontinuedtoclimbinthe1990s.謝謝閱讀Answer:FalseT F48.Oneofthereasonstoregulatethecapitalpositionofbanksistolimittheriskofbankfailures,especiallylargebankfailures.精品文檔放心下載Answer:TrueF49.DepositswiththeFederalReservebanksareconsideredtohavemoderatecreditriskandarethereforeplacedinthe50percentriskweightcategory.謝謝閱讀Answer:FalseF50.Thelargestcomponentofcapitalamongbanksisretainedearnings.Answer:False精品文檔放心下載T F51.VaRmodelsprovideasinglenumberwhichindicatesthepotentialforlossesonaportfolioofassets.感謝閱讀Answer:True.T F52.VaRmodelsaremostsuccessfulinassessingpotentialriskwhentheassetsarenon-traded.謝謝閱讀Answer:FalseF53.CreditriskmodelswillprobablynotbeneededwhenBaselIItakeseffect.Answer:False感謝閱讀F54.OneofthekeyinnovationswhichhavebeenproposedinBaselIIistorequirebankstoholdcapitalagainstoperationalrisk.感謝閱讀Answer:TrueT F55.BaselIIwillrequireeachbanktodetermineitsowncapitalrequirementsbasedonitsowncalculatedriskexposure.感謝閱讀Answer:TrueF56.ItisanticipatedthatBaselIImaylowercapitalrequirementsforthelargestbanks.精品文檔放心下載Answer:TrueF57.Theglobalfinancialcrisisof2007-2009highlightedtheimportanceoftakingintoconsiderationabank’sexposuretomarketriskthatarisefromchangesininterestrates,securityprices,andcurrency.精品文檔放心下載Answer:TrueF58.Smallerbanksrelymoreheavilyoninternallygeneratedcapitalthanlargerbanks.感謝閱讀.Answer:TrueT F59.Awell-capitalizedinstitutionhasaratioofcapitaltorisk-weightedassetsofatleast10percentandfacesnosignificantregulatoryrestrictionsonitsexpansion.謝謝閱讀Answer:TrueF60.Regulatorycapitalfocusonthemarketvalueofequity.Answer:False謝謝閱讀MultipleChoiceQuestionsAccordingtothetextbooktheroleofcapitalisto:感謝閱讀Provideacushionagainstfailurerisk.精品文檔放心下載Providefundsneededtoorganize,open,andoperateabank.精品文檔放心下載PromotepublicconfidenceSupportgrowthandthedevelopmentofnewservices謝謝閱讀Alloftheabove.Answer:EThetextbookdiscussesseveralalternativedefensesbankshaveagainstrisk.Thesedefensesinclude:謝謝閱讀QualitymanagementPortfoliodiversificationGeographicdiversification感謝閱讀DepositinsuranceAlloftheabove..Answer:EMeasuredbydollarvolumethelargestcategoryofcapitalatU.S.banksis:感謝閱讀ParvalueofcommonstockSubordinatednotesanddebentures精品文檔放心下載SurplusUndividedprofitsandcapitalreserves精品文檔放心下載Noneoftheabove.Answer:CThefundamentalpurposesofregulatingbankcapitalcitedinthetextbookincludewhichofthefollowing?感謝閱讀Tolimittheriskofbankfailures.感謝閱讀Topreservepublicconfidenceinbanks.精品文檔放心下載Tolimitlossestothefederalgovernmentarisingfrominsuranceclaims.感謝閱讀Alloftheabove.AandBonly.Answer:DTheInternalCapitalGrowthRateforabankisafunctionofwhichofthefollowingfactors?謝謝閱讀Profitmargin.Assetutilization.Equitymultiplier.Earningsretentionratio.Alloftheabove.Answer:ESecondNationalBankisforecastingareturnonequityof15percentforthisyear.感謝閱讀.Theboardofdirectorswantstomaintainitscurrentpolicyofpayingthebank'sstockholders40percentofanynetearningsthebankwillearn.Howfastcanthebank'sassetsgrowthisyearwithoutjeopardizingitsratioofcapitaltoassets?感謝閱讀15percent.9percent.8percent.6percent.NoneoftheaboveAnswer:B感謝閱讀Possiblebreakdownsinqualitycontrol,inefficienciesinproducinganddeliveringfinancialservices,weatherdamage,agingorfaultycomputersystemsandsimpleerrorsinjudgmentbybankmanagementillustratewhatformofriskfacedbybanks?謝謝閱讀CreditriskLiquidityriskInterest-rateriskOperationalriskNoneoftheaboveAnswer:DTheratioofcorecapitaltoaverageassetsiscalledthe:感謝閱讀SupplementalCapitalratio精品文檔放心下載LeverageratioLong-termcapitalratioGAAPcapitalratioNoneoftheabove.Answer:BTheriskthatacustomerthebankhasenteredintoacontractwithwillfailtopayortoperform,forcingthebanktofindareplacementcontractthatmaybeless謝謝閱讀.satisfactoryiswhatformofrisklistedbelow?精品文檔放心下載CounterpartyriskInterest-rateriskOperatingriskCreditriskLiquidityriskAnswer:AIfabankbenefitswhenaforeigncurrencydeclinesinvalue,thenthebankmustbeina__________position.Thetermbelowthatcorrectlyfillsintheblankintheprecedingsentenceis:謝謝閱讀LongShortNegativeCreditriskNoneoftheaboveAnswer:BIntheUnitedStatesa'wellcapitalized'bankmusthavearatioofcapitaltorisk-weightedassetsofatleast:感謝閱讀6percent8percent10percent.5percent.NoneoftheaboveAnswer:CIntheUnitedStatesabanktobeconsidered'adequatelycapitalized'musthavearatioofTier1(orcore)capitaltorisk-weightedassetsofatleast:謝謝閱讀8percent6percent.10percent4percentNoneoftheaboveAnswer:D精品文檔放心下載A"wellcapitalized"bankintheUnitedStatesmusthavealeverageratioofatleast:精品文檔放心下載5percent4percent6percent8percentNoneoftheaboveAnswer:BAbankhas$100millioninassetsinthe0percentriskweightcategory,$200millioninassetsinthe20percentriskweightcategory,$500millioninassetsinthe50percentriskweightcategoryand$750millioninassetsinthe100percentriskweightcategory.Thisbankhas$57millionincore(Tier1)capital.Whatisthisbank'sratioofTier1capitaltorisk-weightedassets?謝謝閱讀3.68percent7.6percent18.25percent5.48percentNoneoftheaboveAnswer:DAbankhasaprofitmarginof5percent,anassetutilizationratioof11percent,anequitymultiplierof12andaretentionratioof60percent.Whatisthisbank'sICGR?精品文檔放心下載6.6percent3.96percent7.2percent.33percent.NoneoftheaboveAnswer:B感謝閱讀WhichofthefollowingwouldbeanexampleofTier1capital?感謝閱讀Subordinateddebtcapitalinstrumentswithanoriginalmaturityofatleast5years謝謝閱讀Allowanceforloanandleaselosses精品文檔放心下載Minorityinterestintheequityaccountsofconsolidatedsubsidiaries精品文檔放心下載Intermediatetermpreferredstock感謝閱讀AlloftheaboveAnswer:CWhichofthefollowingwouldbeanexampleofTier2capital?精品文檔放心下載Subordinateddebtcapitalinstrumentswithanoriginalmaturityofatleast5years謝謝閱讀UndividedprofitsMinorityinterestintheequityaccountsofconsolidatedsubsidiaries精品文檔放心下載Qualifyingnoncumulativepreferredstock謝謝閱讀AlloftheaboveAnswer:AWhichofthefollowingwouldbeanexampleofcrimerisk?精品文檔放心下載Abankmanagerthatembezzles$1,000,000fromthebank謝謝閱讀Abankthatloses$500,000fromtradinginforeigncurrencies精品文檔放心下載A$1,000,000loantoabusinessonwhichnointerestandprincipalhasbeencollectedin2years精品文檔放心下載Abankmanagerpredictsthatinterestrateswillrise.Howeverinterestratesfallcausingthebank'snetincometofallby$250,000感謝閱讀Alloftheaboveareexamplesofcrimerisk精品文檔放心下載Answer:A.Whichofthefollowingassetsfitsintothe0percentriskweightcategory?感謝閱讀CashDepositsattheFederalReserve謝謝閱讀TreasuryBillsGNMAmortgage-backedsecurities精品文檔放心下載Alloftheabovefitintothe0percentriskweightcategory謝謝閱讀Answer:EAbankthatis'well-capitalized':精品文檔放心下載Facesnosignificantregulatoryrestrictions謝謝閱讀Cannotacceptbrokerplaceddepositswithoutregulatoryapproval感謝閱讀Haslimitsondividendsandmanagementfeesitisallowedtopayandlimitsonthemaximumassetgrowthrateamongotherrestrictions精品文檔放心下載Willbeplacedintoconservatorshiporreceivershipifititscapitallevelisnotincreasedwithinacertaintimelimit.精品文檔放心下載NoneoftheaboveAnswer:AAbankthatis'criticallyundercapitalized':謝謝閱讀Facesnosignificantregulatoryrestrictions感謝閱讀Cannotacceptbroker-placeddepositswithoutregulatoryapproval謝謝閱讀Haslimitsondividendsandmanagementfeesitisallowedtopayandlimitsonthemaximumassetgrowthrateamongotherrestrictions精品文檔放心下載Willbeplacedintoconservatorshiporreceivershipifititscapitallevelisnotincreasedwithinacertaintimelimit.感謝閱讀NoneoftheaboveAnswer:DAbankthatisadequatelycapitalized:精品文檔放心下載Facesnosignificantregulatoryrestrictions精品文檔放心下載.Cannotacceptbroker-placeddepositswithoutregulatoryapproval精品文檔放心下載Haslimitsondividendsandmanagementfeesitisallowedtopayandlimitsonthemaximumassetgrowthrateamongotherrestrictions精品文檔放心下載Willbeplacedintoconservatorshiporreceivershipifititscapitallevelisnotincreasedwithinacertaintimelimit.感謝閱讀NoneoftheaboveAnswer:BWhichofthefollowingisinthe100percentrisk-weightcategory?感謝閱讀CashGeneralobligationmunicipalbonds感謝閱讀Residentialmortgageloans感謝閱讀CreditcardloansNoneoftheaboveAnswer:DWhichofthefollowingisinthe50percentrisk-weight(moderate)category?謝謝閱讀CashGeneralObligationMunicipalBonds謝謝閱讀ResidentialMortgageLoans精品文檔放心下載CreditCardLoansNoneoftheaboveAnswer:CWhichofthefollowingisinthe20percentrisk-weight(low)category?感謝閱讀CashGeneralobligationmunicipalbonds精品文檔放心下載Residentialmortgageloans謝謝閱讀CreditcardloansNoneoftheaboveAnswer:B.AbankhasaROEof14percentandaROAof2percent.Whatisthisbank'sequitycapitaltototalassetsratio?精品文檔放心下載7.00percent14.29percent28.00percent16percentNoneoftheaboveAnswer:BAbankhas$200millioninassetsinthe0percentrisk-weightcategory.Ithas$400millioninassetsinthe20percentrisk-weightcategory.Ithas$1000millioninassetsinthe50percentrisk-weightcategoryandhas$1000millioninassetsinthe100percentrisk-weightcategory.Thisbankhas$96millioninTier1capitaland$48millioninTier2capital.Whatisthisbank'sratioofTier1capitaltoriskassets?謝謝閱讀6.08percent3.04percent9.11percent5.54percentNoneoftheaboveAnswer:AAbankhas$200millioninassetsinthe0percentrisk-weightcategory.Ithas$400millioninassetsinthe20percentrisk-weightcategory.Ithas$1000millioninassetsinthe50percentrisk-weightcategoryandhas$1000millioninassetsinthe100percentrisk-weightcategory.Thisbankhas$96millioninTier1capitaland$48millioninTier2capital.Whatisthisbank'sratioofTier2capitaltoriskassets?感謝閱讀6.08percent3.04percent9.11percent5.54percent.NoneoftheaboveAnswer:B精品文檔放心下載Abankhas$200millioninassetsinthe0percentrisk-weightcategory.Ithas$400millioninassetsinthe20percentrisk-weightcategory.Ithas$1000millioninassetsinthe50percentrisk-weightcategoryandhas$1000millioninassetsinthe100percentrisk-weightcategory.Thisbankhas$96millioninTier1capitaland$48millioninTier2capital.Whatisthisbank'sratiooftotalcapitaltoriskassets?精品文檔放心下載6.08percent3.04percent9.11percent5.54percentNoneoftheaboveAnswer:CAbankhasanetprofitmarginof5.25percent.Ithasanassetutilizationratioof45percentandhasanequitymultiplierof12.Itretains40percentofitsearningseachyear.Whatisthisbank'sinternalcapitalgrowthrate?謝謝閱讀28.35percent2.36percent11.34percent4.8percentNoneoftheaboveAnswer:CTherevisedBaselIrulesimposecapitalrequirementsformarketriskon:精品文檔放心下載OnlythelargestbanksOnlythesmallestbanksOnlymoderatesizebanksAllbanksNobanks.Answer:ABankdebtwhichappearstobehighlysensitivetothemarketperceptionofthebank'sriskiswhichofthefollowing?精品文檔放心下載DepositsFedfundsReposSubordinateddebtcapitalPreferredstockAnswer:DBankoperationalriskincludes:精品文檔放心下載EmployeefraudAccounterrorsComputerbreakdownsNaturaldisastersAlloftheaboveAnswer:ETheissueofcorrectlyaddingupallofthedifferenttypesofbankriskexposureisknownas:精品文檔放心下載RisktallyingSummingriskRiskaggregationRiskaccumulationRisktotalityAnswer:CForabankwithdeficientcapitalratios,whichofthefollowingactionscouldbe精品文檔放心下載.requiredbyregulatorstoincreasethecapitalratios,allelseconstant?謝謝閱讀Cutthebank'sdividendpayment精品文檔放心下載Increasethebank'sleverage謝謝閱讀Reducethebank’sholdingsofcash感謝閱讀Increasethebank'sgrowthratebymakingadditionalcommercialloans.感謝閱讀Reducethebank'sholdingsofTreasurysecurities.精品文檔放心下載Answer:ABaselIIhasadifferentsetofrulesfordifferentbanksizecategoriesandthenumberofcategoriesis:謝謝閱讀twothreefourfivetenAnswer:AWhichofthefollowingwouldbeanexampleofexchangerisk?感謝閱讀Abankmanagerembezzles$1,000,000fromthebank謝謝閱讀Abankthatloses$500,000fromtradinginforeigncurrencies謝謝閱讀A$1,000,000loantoabusinessonwhichnointerestorprincipalhasbeencollectedin2years感謝閱讀Abankmanagerpredictsinterestrateswillrise.Howeverinterestratesfallcausingthebank’snetincometofallby$250,000精品文檔放心下載Alloftheaboveareexamplesofexchangerisk精品文檔放心下載Answer:BWhichofthefollowingwouldbeanexampleofcreditrisk?感謝閱讀Abankmanagerembezzles$1,000,000fromthebank精品文檔放心下載Abankthatloses$500,000fromtradinginforeigncurrencies精品文檔放心下載A$1,000,000loantoabusinessonwhichnointerestorprincipalhasbeen謝謝閱讀.collectedin2yearsAbankmanagerpredictsinterestrateswillrise.Howeverinterestratesfallcausingthebank’snetincometofallby$250,000謝謝閱讀Alloftheaboveareexamplesofcreditrisk精品文檔放心下載Answer:CWhichofthefollowingwouldbeanexampleofinterestraterisk?精品文檔放心下載Abankmanagerembezzles$1,000,000fromthebank精品文檔放心下載Abankthatloses$500,000fromtradinginforeigncurrencies謝謝閱讀A$1,000,000loantoabusinessonwhichnointerestorprincipalhasbeencollectedin2years感謝閱讀Abankmanagerpredictsinterestrateswillrise.Howeverinterestratesfallcausingthebank’snetincometofallby$250,000感謝閱讀Alloftheaboveareexamplesofinterestraterisk?謝謝閱讀Answer:DWhichofthefollowingwouldbeanexampleofoperationalrisk?感謝閱讀Abanktellermanagestosteal$250,000overaperiodofseveralmonths謝謝閱讀Anoutofdatecomputersystemcausesthebanktolose$750,000謝謝閱讀Abankisforcedtosell$1,000,000inloansatalossinordertomeettheneedsofdepositors精品文檔放心下載A$500,000loanthebankhasmadehasbeendeemeduncollectable精品文檔放心下載Noneoftheaboveareexamplesofoperationalrisk感謝閱讀Answer:BWhichofthefollowingwouldbeanexampleofliquidityrisk?謝謝閱讀Abanktellermanagestosteal$250,000overaperiodofseveralmonths精品文檔放心下載Anoutofdatecomputersystemcausesthebanktolose$750,000精品文檔放心下載Abankisforcedtosell$1,000,000inloansatalossinordertomeettheneedsofdepositors謝謝閱讀A$500,000loanthebankhasmadehasbeendeemeduncollectable感謝閱讀.NoneoftheaboveareexamplesofliquidityriskAnswer:C感謝閱讀Whichofthefollowingwouldnotbeanexampleofoperationalrisk?謝謝閱讀AbankonthecoastofLouisianaishitbyahurricaneandisfloodedfor6weeks精品文檔放心下載Abankemployeeactingasaderivativestraderisalsotheonewhowritesthereportsonprofitsandlossesinderivativestradingattheendofeachday精品文檔放心下載Thebanksoldercomputersystembreaksdowncausingalossofservicetocustomersfor2weeks感謝閱讀Abankrobberrobsatelleratgunpointandgetsawaybeforepolicecangettothebank謝謝閱讀Alloftheaboveareexamplesofoperationalrisk謝謝閱讀Answer:DTheJenningsBankofTexaswantstoprotectitselffromcreditriskbymakinglargeloanstocorporatecustomers,bymakingresidentialmortgagestofamilies,bymakingagricultureloanstofarmersandranchersinthearea,bymakingsmallbusinessloanstobusinessalongmainstreetandbymakingautomobileloansforthecardealershipacrossthestreetfromthebank.Whatdefenseagainstriskisthisbankmaking?精品文檔放心下載PortfoliodiversificationGeographicdiversification精品文檔放心下載QualitymanagementIncreasingowners’capital精品文檔放心下載AlloftheaboveAnswer:ATheMichelsonBankofStetsonwantstoprotectitselffromrisk.ItdecidestomakeloansinFlorida,Georgia,TexasandOklahomaaswellasinvestinmunicipalbondsfromCaliforniaandOregon.Whatdefenseagainstriskisthisbankmaking?精品文檔放心下載Portfoliodiversification.Geographicdiversification感謝閱讀QualitymanagementIncreasingowners’capital謝謝閱讀AlloftheaboveAnswer:BThePerdueBankofHoustonhasjusthiredanewmanagerwhohasareputationofanticipatingpotentialproblemsandactingquicklytopreventthoseproblemssothatthebankstayshealthyandprofitable.Whatdefenseagainstriskisthisbankmaking?謝謝閱讀PortfoliodiversificationGeographicdiversification精品文檔放心下載QualitymanagementIncreasingowners’capital精品文檔放心下載AlloftheaboveAnswer:CTheNortonBankofIllinoishasjustissuedtrustpreferredstock.Whatdefenseagainstriskisthisbankmaking?謝謝閱讀PortfoliodiversificationGeographicdiversification謝謝閱讀QualitymanagementIncreasingowners’capital謝謝閱讀AlloftheaboveAnswer:DWhattypeofpreferredstockhasbecomepopularamonglargebanksinrecentyears,partlybecausedividendspaidaretaxdeductiblefortheissuinginstitution?精品文檔放心下載Cumulativepreferredstock謝謝閱讀Noncumulativepreferredstock精品文檔放心下載.Convertiblepreferredstock謝謝閱讀TrustpreferredstockAlloftheaboveAnswer:DEvenifindividualbanksaregoodatforecastingriskusingVARmodelstheremaystillbeproblemsbecauselossesmayoccuratseveralbanksatthesametimeduetotheinterdependencyofthefinancialsystem,magnifyingeachbank’sriskexposureandpossiblycausingamajorproblemforregulators.Thebookcallsthis:謝謝閱讀SystematicriskOperationalriskCreditriskMarketriskLiquidityriskAnswer:ATherearethreepillarsofBaselII.Oneofthemwantstomakemarketdisciplineapowerfulforcecompellingriskybankstolowertheirriskexposure.WhatdoesBaselIIwanttodotomakethishappen?感謝閱讀Requireminimumcapitalrequirementbasedonthebank’sownevaluationofitsrisk謝謝閱讀Requiregreaterpublicdisclosureofeachbank’struefinancialcondition精品文檔放心下載Expandtheriskstobeevaluatedtoincludecreditrisk,marketriskandoperationalrisk感謝閱讀Requiresupervisoryreviewofeachbank’sriskevaluationprocedures感謝閱讀AlloftheaboveAnswer:BAbankhascapitaltoriskweightedassetsof11.5%,Tier1capitaltoriskweightedassetsof7.2%andaleverageratioof5.8%.Whattypeofbankisthis?感謝閱讀.WellcapitalizedAdequatelycapitalizedUndercapitalizedSignificantlyundercapitalized感謝閱讀CriticallyundercapitalizedAnswer:A精品文檔放心下載Abankhascapitaltoriskweightedassetsof9.2%,Tier1capitaltoriskweightedassetsof5%andaleverageratioof4.8%.Whattypeofbankisthis?謝謝閱讀WellcapitalizedAdequatelycapitalizedUndercapitalizedSignificantlyundercapitalized感謝閱讀Criticallyundercapitalized謝謝閱讀Answer:BAbankhascapitaltoriskweightedassetsof9.2%,Tier1capitaltoriskweightedassetsof4.5%andaleverageratioof3.7%.Whattypeofbankisthis?精品文檔放心下載WellcapitalizedAdequatelycapitalizedUndercapitalizedSignificantlyundercapitalized感謝閱讀Criticallyundercapitalized謝謝閱讀Answer:CAbankhascapitaltoriskweightedassetsof5.5%,Tier1capitaltoriskweightedassetsof2.8%andaleverageratioof2.6%.Whattypeofbankisthis?精品文檔放心下載Well