商业银行管理彼得S.罗斯英文原书第8版+英语试题库Chap007Word文件下载.doc
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商业银行管理彼得S.罗斯英文原书第8版+英语试题库Chap007Word文件下载.doc
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Answer:
assetmanagement
2.Recentdecadeshaveusheredindramaticchangesinbanking.Thegoalof__________________
wassimplytogaincontrolofthebank'
ssourcesoffunds.
liabilitymanagement
3.The__________________________istheinterestratethatequalizesthecurrentmarketpriceofa
bondwiththepresentvalueofthefuturecashflows.
yieldtomaturity(YTM)
4.The__________________riskpremiumonabondallowstheinvestortobecompensatedfortheir
projectedlossinpurchasingpowerfromtheincreaseinthepricesofgoodsandservicesinthe
future.
inflation
5.The__________________showstherelationshipbetweenthetimetomaturityandtheyieldto
maturityofabond.Itisusuallyconstructedusingtreasurysecuritiessincetheyareassumedto
havenodefaultrisk.
yieldcurve
6.The__________________riskpremiumonabondreflectsthedifferencesintheeaseandabilityto
sellthebondinthesecondarymarketatafavorableprice.
liquidity
7.__________________________arethoseassetswhichmatureormustberepricedwithinthe
planningperiod.
Interest-sensitiveassets
8.__________________________isthedifferencebetweeninterest-sensitiveassetsand
interest-sensitiveliabilities.
Dollarinterest-sensitivegap
100TestBank,Chapter7
9.A(n)__________________________meansthatthebankhasmoreinterest-sensitiveliabilities
thaninterest-sensitiveassets.
negativeinterest-sensitivegap(liabilitysensitive)
10.Thebank'
s__________________________takesintoaccounttheideathatthespeed(sensitivity)
ofinterestratechangeswilldifferfordifferenttypesofassetsandliabilities.
weightedinterest-sensitivegap
11.__________________________isthecoordinatedmanagementofboththebank'
sassetsandits
liabilities.
Fundsmanagement
12.__________________________istheriskduetochangesinmarketinterestrateswhichcan
adverselyaffectthebank'
snetinterestmargin,assetsandequity.
Interestraterisk
13.The__________________________istherateofreturnonafinancialinstrumentusinga360day
yearrelativetotheinstrument'
sfacevalue.
bankdiscountrate
14.The__________________________componentofinterestratesistheriskpremiumduetothe
probabilitythattheborrowerwillmisssomepaymentsorwillnotrepaytheloan.
defaultriskpremium
15.__________________istheweightedaveragematurityforastreamoffuturecashflows.Itisa
directmeasureofpricerisk.
Duration
16.__________________________isthedifferencebetweenthedollar-weighteddurationoftheasset
portfolioandthedollar-weighteddurationoftheliabilityportfolio.
Durationgap
17.A(n)__________________________durationgapmeansthatforaparallelincreaseinallinterest
ratesthemarketvalueofnetworthwilltendtodecline.
positive
18.A(n)__________________________durationgapmeansthatforaparallelincreaseinallinterest
ratesthemarketvalueofnetworthwilltendtoincrease.
negative
Rose/Hudgins,BankManagementandFinancialServices,8/e101
19.The__________________referstotheperiodicfluctuationsinthescaleofeconomicactivity.
businesscycle
20.The__________________________isequaltothedurationofeachindividualtypeofasset
weightedbythedollaramountofeachtypeofassetoutofthetotaldollaramountofassets.
durationoftheassetportfolio
21.The__________________________isequaltothedurationofeachindividualtypeofliability
durationoftheliabilityportfolio
22.Abankis__________________againstchangesinitsnetworthifitsdurationgapisequaltozero.
immunized(insulatedorprotected)
23.Therelationshipbetweenachangeinanasset'
spriceandanasset’schangeintheyieldorinterest
rateiscapturedby__________________________.
convexity
24.Thechangeinafinancialinstitution'
s__________________isequaltodifferenceintheduration
oftheassetsandliabilitiestimesthechangeintheinterestratedividedbythestartinginterestrate
timesthedollaramountoftheassetsandliabilities.
networth
25.Whenabankhasapositivedurationgapaparallelincreaseintheinterestra
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