商业银行管理彼得S罗斯英文原书第8版英语试题库Chap007Word格式文档下载.docx
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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格式文档下载.docx
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liabilitymanagement
3.The__________________________istheinterestratethatequalizesthecurrentmarketpriceofabondwiththepresentvalueofthefuturecashflows.
yieldtomaturity(YTM)
4.The__________________riskpremiumonabondallowstheinvestortobecompensatedfortheirprojectedlossinpurchasingpowerfromtheincreaseinthepricesofgoodsandservicesinthefuture.
inflation
5.The__________________showstherelationshipbetweenthetimetomaturityandtheyieldtomaturityofabond.Itisusuallyconstructedusingtreasurysecuritiessincetheyareassumedtohavenodefaultrisk.
yieldcurve
6.The__________________riskpremiumonabondreflectsthedifferencesintheeaseandabilitytosellthebondinthesecondarymarketatafavorableprice.
liquidity
7.__________________________arethoseassetswhichmatureormustberepricedwithintheplanningperiod.
Interest-sensitiveassets
8.__________________________isthedifferencebetweeninterest-sensitiveassetsandinterest-sensitiveliabilities.
Dollarinterest-sensitivegap
9.A(n)__________________________meansthatthebankhasmoreinterest-sensitiveliabilitiesthaninterest-sensitiveassets.
negativeinterest-sensitivegap(liabilitysensitive)
10.Thebank'
s__________________________takesintoaccounttheideathatthespeed(sensitivity)ofinterestratechangeswilldifferfordifferenttypesofassetsandliabilities.
weightedinterest-sensitivegap
11.__________________________isthecoordinatedmanagementofboththebank'
sassetsanditsliabilities.
Fundsmanagement
12.__________________________istheriskduetochangesinmarketinterestrateswhichcanadverselyaffectthebank'
snetinterestmargin,assetsandequity.
Interestraterisk
13.The__________________________istherateofreturnonafinancialinstrumentusinga360dayyearrelativetotheinstrument'
sfacevalue.
bankdiscountrate
14.The__________________________componentofinterestratesistheriskpremiumduetotheprobabilitythattheborrowerwillmisssomepaymentsorwillnotrepaytheloan.
defaultriskpremium
15.__________________istheweightedaveragematurityforastreamoffuturecashflows.Itisadirectmeasureofpricerisk.
Duration
16.__________________________isthedifferencebetweenthedollar-weighteddurationoftheassetportfolioandthedollar-weighteddurationoftheliabilityportfolio.
Durationgap
17.A(n)__________________________durationgapmeansthatforaparallelincreaseinallinterestratesthemarketvalueofnetworthwilltendtodecline.
positive
18.A(n)__________________________durationgapmeansthatforaparallelincreaseinallinterestratesthemarketvalueofnetworthwilltendtoincrease.
negative
19.The__________________referstotheperiodicfluctuationsinthescaleofeconomicactivity.
businesscycle
20.The__________________________isequaltothedurationofeachindividualtypeofassetweightedbythedollaramountofeachtypeofassetoutofthetotaldollaramountofassets.
durationoftheassetportfolio
21.The__________________________isequaltothedurationofeachindividualtypeofliabilityweightedbythedollaramountofeachtypeofassetoutofthetotaldollaramountofassets.
durationoftheliabilityportfolio
22.Abankis__________________againstchangesinitsnetworthifitsdurationgapisequaltozero.
immunized(insulatedorprotected)
23.Therelationshipbetweenachangeinanasset'
spriceandanasset’schangeintheyieldorinterestrateiscapturedby__________________________.
convexity
24.Thechangeinafinancialinstitution'
s__________________isequaltodifferenceinthedurationoftheassetsandliabilitiestimesthechangeintheinterestratedividedbythestartinginterestratetimesthedollaramountoftheassetsandliabilities.
networth
25.Whenabankhasapositivedurationgapaparallelincreaseintheinterestratesontheassetsandliabilitiesofthebankwillleadtoa(n)__________________inthebank'
snetworth.
decrease
26.Whenabankhasanegativedurationgapaparalleldecreaseintheinterestratesontheassetsandliabilitiesofthebankwillleadtoa(n)_________________________inthebank'
27.U.S.bankstendtodobetterwhentheyieldcurveisupward-slopingbecausetheytendtohave____________maturitygappositions.
28.Onegovernment-createdgiantmortgagebankingfirmswhichhavesubsequentlybeenprivatizedisthe.
FNMAorFannieMae(orFHLMCorFreddieMac)
29.Onepartofinterestrateriskis.Thispartofinterestrateriskreflectsthatasinterestratesrise,pricesofsecuritiestendtofall.
pricerisk
30.Onepartofinterestrateriskis.Thispartofinterestrateriskreflectsthatasinterestratesfall,anycashflowsthatarereceivedbeforematurityareinvestedatalowerinterestrate.
reinvestmentrisk
31.Whenaborrowerhastherighttopayoffaloanearlywhichreducedthelender’sexpectedrateofreturnitiscalled.
callrisk
32.Inrecentdecades,bankshaveaggressivelysoughttoinsulatetheirassetsandliabilityportfoliosandprofitsfromtheravagesifinterestratechanges.Manybanksnowconducttheirasset-liabilitymanagementstrategywiththehelpofanwhichoftenmeetsdaily.
asset-liabilitycommittee
33.isinterestincomefromloansandinvestmentslessinterestexpensesondepositsandborrowedfundsdividedbytotalearningassets.
Netinterestmargin(NIM)
34.arethoseliabilitiesthatwhichmatureormustberepricedwithintheplanningperiod.
Interest-sensitiveliabilities
35.Variablerateloansandsecuritiesareincludedaspartofforbanks.
repriceableassets
36.Moneymarketdepositsareincludedaspartofforbanks.
repriceableliabilities
37.Interestsensitiveassetslessinterestsensitiveliabilitiesdividedbytotalassetsofthebankisknownas.
relativeinterestsensitivegap
38.Interestsensitiveassetsdividedbyinterestsensitiveliabilitiesisknownas.
Interestsensitivityratio
39.isameasureofinterestrateexposurewhichisthetotaldifferenceindollarsbetweenthoseassetsandliabilitiesthatcanberepricedoveradesignatedtimeperiod.
Cumulativegap
40.isthephenomenonthatinterestratesattachedtovariousassetsoftenchangebydifferentamountsandatdifferentspeedsthaninterestratesattachedtovariousliabilities,
basisrisk
True/FalseQuestions
TF41.Usuallytheprincipalgoalofasset-liabilitymanagementistomaximizeoratleaststabilizeabank'
smarginorspread.
True
TF42.Assetmanagementstrategyinbankingassumesthattheamountandkindsofdepositsandotherborrowedfundsabankattractsaredeterminedlargelybyitsmanagement.
False
TF43.Theultimategoalofliabilitymanagementistogaincontroloverafinancialinstitution'
TF44.Ifinterestratesfallwhenabankisinanasset-sensitivepositionitsnetinterestmarginwillrise.
TF45.Aliability-sensitivebankwillexperienceanincreaseinitsnetinterestmarginifinterestratesrise.
TF46.Undertheso-calledliabilitymanagementviewinbankingthekeycontrolleverbankspossessoverthevolumeandmixoftheirliabilitiesisprice.
TF47.Undertheso-calledfundsmanagementviewbankmanagement'
scontroloverassetsmustbecoordinatedwithitscontroloverliabilitiessothatassetandliabilitymanagementareinternallyconsistent.
TF48.Bankerscannotdeterminethelevelortrendofmarketinterestrates;
instead,theycanonlyreacttothelevelandtrendofrates.
TF49.Short-terminterestratestendtorisemoreslowlythanlong-terminterestratesandtofallmoreslowlywhenallinterestratesinthemarketareheadeddown.
TF50.Afinancialinstitutionisliabilitysensitiveifitsinterest-sensitiveliabilitiesarelessthanitsinterest-sensitiveassets.
TF51.Ifabank'
sinterest-sensitiveassetsandliabilitiesareequalthanitsinterestrevenuesfromassetsandfundingcostsfromliabilitieswillchangeatthesamerate.
TF52.Bankswithapositivecumulativeinterest-sensitivegapwillbenefitifinterestratesrise,butloseincomeifinterestratesdecline.
TF53.Bankswithanegativecumulativeinterest-sensitivegapwillbenefitifinterestratesrise,butloseincomeifinterestratesdecline.
TF54.Formostbanksinterestratespaidonliabilitiest
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