期末考试试卷二 - 对外经济贸易大学

对外经济贸易大学

2004─2005学年第一学期

《银行管理学》期末考试试卷（A 卷）

课程代码及课序号：CUR302-1

参考答案及评分标准

第一部分：必答题 （1）

ICBC WF CNB

a) ROE 0.05% 1.60% 0.77%

b) ROA 1.45% 17.98% 10.91%（2）

ICBC

a) 30.3

b) -3.3%

c) 3.3%

d) 2.3%

e) -1.2%

f) -66.5%

（3） ROA=AU －ER = (TR / TA) － (TE

/ TA) EM ROA TE

TA TA NI ROE ×=×=（4）现金资产；借入款；资本。

（5）非利息收入与总收入。

（6）资产中贷款与有价证券，负债中借入款。

（7）非利息收入。

第二部分：选答题。每题6分，共60分。

1. 影响银行业变化的五个基本因素是什么？What are the fundamental forces of

changes in Banking?

a) Deregulation and reregulation

b) Financial innovation

c) Securitization

d) Globalization

e) Advances in technology

2. 评估商业贷款申请的四个步骤是什么？What is the four-part process in

evaluating a commercial loan request?

a) Overview of management, operations, and the firm’s industry

b) Common size and financial ratio analysis

c)Analysis of cash flow

d)Projections and analysis of the borrower’s financial condition

3.在评估消费者贷款申请时，运用评分体系的优势和劣势主要是什么？In

evaluating consumer loan requests, what are the major advantages and disadvantages of using credit scoring system?

a)The benefits include: Lower costs if scoring and decision making are done

mechanically; Timely decisions; Avoidance of discrimination

b)The primary difficulty is: The credit scoring models must be statistically

verified and continually updated, which can be expensive.

4.银行持有现金资产的四个目标是什么？What are the four objectives of holding

cash assets by banks?

a)Supply coin and currency

b)Mandated legal reserve requirements

c)Clearing

d)Purchase services from correspondent banks

5.银行流动性、盈利性与风险三者之间存在什么样的关系？What is the

relationship among liquidity, profitability and risk in a bank?

a)There is a short-run trade-off between liquidity and profitability. The more

liquid a bank is, the lower are its ROE and ROA, all other things being equal.

Both asset and liability liquidity contribute to this relationship.

b)Long-term earnings will exceed peer banks’ earnings, as will bank capital

and overall liquidity.

c)Banks that experience liquidity problems: can often trace the source to either

credit risks or interest rate risk.

6.What are the major risks a bank face in its operation? Explain each risk briefly.银

行经营中面临的主要风险有哪些？简要解释每一种风险。

a)Credit risk

b)Liquidity risk

c)Market risk

d)Operational risk

e)Reputation risk

f)Legal risk

7.银行资本的主要功能是什么？资本是如何实现这一功能的？What is the

function of bank capital? How does it achieve this function?

a)Reduce bank risk.

b) A cushion to absorb losses and remain solvent

c) A ready access to financial markets and thus guards against liquidity

problems

d)Constrains growth and limits risk taking

8.在评估消费者贷款时，什么是好贷款的5个C？。In evaluating consumer loan

requests, what are the five Cs?

a)Character: honesty and trustworthiness.

b)Capital: wealth position measured by financial soundness and market

standing.