《商业银行经营学》复习提纲Word文件下载.docx

《商业银行经营学》复习提纲Word文件下载.docx

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（9）Whenacustomerischargedbasedonthenumberandkindsofservicesused,withthecustomersthatuseanumberofservicesbeingchargedlessorhavingsomefeeswaived,thisiscalled_____________pricing。

（10）Corecapitalsuchascommonstock，surplus,undividedprofits，qualifyingnoncumulativepreferredstock，etc。

isreferredtoas_____________capitalasdefinedbytheBaselagreement。

2、True/FalseQuestions

（1）Theroleperformedbybanksintheeconomyinwhichtheytransformsavingsintocreditisknownastheintermediationrole（）.

（2）IntheUnitedStates,fixedfeeschargedfordepositinsurance，regardlessofhowriskyabankis，ledtoaproblemknownasmoralhazard（）。

（3）Abank’sROAequalsitsROEtimestheratiooftotalassetsdividedbytotalequitycapital（）。

（4）Charge—offsrepresentsecuritiesabankdecidestosellbecausetheyhavedeclinedinvalue（）.

（5）Aliability-sensitivebankwillexperienceanincreaseinitsnetinterestmarginifinterestratesrise（）。

（6）Thebuyerofaloanparticipationmustwatchboththeborrowerandthesellerbankclosely（）.

（7）Prepaymentriskonsecuritizedassetsgenerallyincreaseswheninterestratesrise（）。

（8）Whenabanktemporarilyoffershigherthanaverageinterestratesorlowerthanaveragecustomerfeesinordertoattractnewbusinesstheyarepracticingconditionalpricing（）。

（9）Recentresearchsuggeststhatinterest—ratecontractsdisplayconsiderablylessriskexposurethandoforeign—currencycontracts（）。

（10）Thelonghedgeinfinancialfuturescontractsismostlikelytobeusedinsituationswhereabankwouldsufferlossesduetorisinginterestrates（）.

3、MultipleChoiceQuestions

（1）DrewDavisgoestohislocalbanktogethelpdevelopingafinancialplanandmakinginvestmentdecisions。

WhichofthemorerecentservicesbanksofferisDrewtakingadvantageof?

A）Gettingaconsumerloan

B）Gettingfinancialadvice

C）Managingcash

D）Gettingventurecapitalservices

E）Buyingaretirementplan

Answer:

（2）Banksareregulatedforwhichofthereasonslistedbelow?

A）Banksareleadingrepositoriesofthepublic’ssavings.

B）Bankshavethepowertocreatemoney。

C）Banksprovidebusinessesandindividualswithloansthatsupportconsumptionandinvestmentspending.

D）Banksassistgovernmentsinconductingeconomicpolicy，collectingtaxesanddispensinggovernmentpayments。

E）Alloftheabove。

（3）Nonperformingloansarecreditsonwhichanyscheduledloanrepaymentsandinterestpaymentsarepastdueformorethan：

A）30days

B）60days

C）90days

D）180days

E）Noneoftheabove。

（4）Abankisassetsensitiveifits：

A）Loansandsecuritiesareaffectedbychangesininterestrates。

B）Interest-sensitiveassetsexceeditsinterest—sensitiveliabilities.

C）Interest-sensitiveliabilitiesexceeditsinterest-sensitiveassets.

D）Depositsandborrowingsareaffectedbychangesininterestrates。

Answer：

（5）Aputoptionwouldmostlikelybeusedto:

A）Protectfixed—rateloansandsecurities。

B）Protectvariable—rateloansandsecurities。

C）Offsetapositiveinterest-sensitivegap.

D）Offsetanegativeinterest-sensitivegap.

（6）Loan—backedsecurities,whichcloselyresembletraditionalbonds，carryvariousformsofcreditenhancements，whichmayincludeallofthefollowing,EXCEPT：

A）Creditletterguaranteeingrepaymentofthesecurities。

B）Setasideofacashreserve.

C）Divisionintodifferentriskclasses.

D）Earlypaymentclauses.

E）Noneoftheabove.

（7）Whichofthefollowingstatementsis（are）correctregardingduration？

A）Incomparingtwobondswiththesameyieldtomaturityandthesamematurity,abondwithahighercouponratewillhavealongerduration。

B）Incomparingtwoloanswiththesamematurityandthesameinterestrate，afullyamortized（分期付款）loanwillhaveashorterdurationthanaloanwithaballoonpayment（付款的最后一笔较大）。

C）Thedurationwillalwaysbeshorterthanthematurityforalldebtinstruments.

D）Alloftheabove

E）BandC

（8）AbankquotesanAPY（AnnualPercentageYield）of8%。

Asmallbusinessthathasanaccountwiththisbankhad$2500intheiraccountforhalftheyearand＄5000intheiraccountfortheotherhalfoftheyear.Howmuchintotalinterestearningsdidthisbankmakeduringtheyear?

A）＄300

B）＄200

C）$400

D）$150

E）Noneoftheabove

（9）Theriskthatacustomerthebankhasenteredintoacontractwithwillfailtopayortoperform，forcingthebanktofindareplacementcontractthatmaybelesssatisfactoryiswhatformofrisklistedbelow？

A）Counterpartyrisk

B）Interest—raterisk

C）Operatingrisk

D）Creditrisk

E）Liquidityrisk

（10）Abankhasaprofitmarginof5percent,anassetutilizationratioof11percent，anequitymultiplierof12andaretentionratioof60percent.Whatisthisbank’sICGR？

A）6。

6percent

B）3.96percent

C）7。

2percent

D）.33percent

4、ShortAnswer

（1）Whatismonetarypolicy?

（2）Whatmakesitsodifficulttocorrectlyforecastinterestratechanges?

（3）Whatadvantagesdosalesofloanshaveforlendinginstitutionstryingtoraisefunds?

（4）Whatkindsofassetsaremostsuitabletothesecuritizationprocess?

（5）Whichdepositsaretheleastcostlyfordepositoryinstitutions?

Themostcostly？

5、Calculation

（1）SupposeabankhasanROAof0.80percentandanequitymultiplierof12x.WhatisitsROE？

Supposethisbank'

sROAfallsto0.60percent.WhatsizeequitymultipliermustithavetoholditsROEunchanged？

（2）Abankdeterminesfromananalysisofitscost-accountingfiguresthatforeach＄500minimum—balancecheckingaccountitsellsaccountprocessingandotheroperatingcostswillaverage$4.87permonthandoverheadexpenseswillrunanaverageof＄1.21permonth.Thebankhopestoachieveaprofitmarginovertheseparticularcostsof10percentoftotalmonthlycosts.Whatmonthlyfeeshouldthebankchargeacustomerwhoopensoneofthesecheckingaccounts?

6、Essays

（1）What'

syouropinionsonthesizeeffectofbanks。

（2）WhatchangesofbankingindustrywillhappenaccordingtoyourviewpointifinterestratebeginscompletemarketizationinChina?

（3）Howdoesinterestratehaveinfluenceontheperformanceofabank?

Howtoprotectabankfromthedamageofinterestratefluctuation？

（4）In2013,thenetprofitofChinesecommercialbanksreachedanewrecordhigh,buttheirstockpricesdippedtoanewrecordlow，why？

pleaseexplain.