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本课程起止时间为:2021-02-28到2021-06-27
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【作业】1. Specialness and Risk of Banks Class Assignment 1

1、 问题:What do you think about "too big to fail"? Use the case study – Savings and Loans Debacle to illustrate. ( Please read the case study from 1.3)
评分规则: 【 Clearly answer all the questions and show steps. 

2、 问题:What are types of risks of banks? And explain each risk of banks.
评分规则: 【 Clearly answer all the questions and show steps. 

【作业】2. The Regulation, Organization, Structure, and Changing Dynamics of Banking Industry Class Assi

1、 问题:What are regulations of financial institutions? Why are financial institutions among the most regulated sectors in the world? 
评分规则: 【 Complete and reasonable answer.

2、 问题:The nonperforming loan rate has been increasing for the commercial banks in the recent years in China. What do you think the reason behind? How does it link with structure change in the economy?
评分规则: 【 Complete and reasonable answer.

3、 问题:What relationship appears to exist between bank size, efficiency, and operating costs per unit of service produced and delivered? 
评分规则: 【 Complete and reasonable answer.

4. Interest Rate Risk Interest Rate Risk Quiz

1、 问题:The term structure of interest rates assumes that
选项:
A:the risk of all assets is the same.
B:the time to maturity for all assets is the same.
C:the coupon rate of all assets is the same.
D:the market value of assets is the same..
答案: 【the risk of all assets is the same.

2、 问题:The unbiased expectations theory of the term
structure of interest rates
选项:
A:assumes that long-term interest rates are an arithmetic average of short-term rates
B:assumes that the yield curve reflects the market’s current expectations of future short-term interest rates.
C:recognizes that forward rates are perfect predictors of future interest rates.
D:assumes that risk premiums increase uniformly with maturity
答案: 【assumes that the yield curve reflects the market’s current expectations of future short-term interest rates.

3、 问题:The liquidity premium theory of the term structure of interest rates
选项:
A:assumes that investors will hold long-term maturity assets if there is a sufficient premium to compensate for the uncertainty of the long-term.
B:assumes that long-term interest rates are an arithmetic average of short-term rates plus a liquidity premium.
C:recognizes that forward rates are perfect predictors of future interest rates.
D:assumes that risk premiums increase uniformly with maturity.
答案: 【assumes that investors will hold long-term maturity assets if there is a sufficient premium to compensate for the uncertainty of the long-term.

4、 问题:The market segmentation theory of the term
structure of interest rates
选项:
A:assumes that investors will hold long-term maturity assets if there is a sufficient premium to compensate for the uncertainty of the long-term.
B:assumes that the yield curve reflects the market’s current expectations of future short-term interest rates.
C:assumes that market rates are determined by supply and demand conditions within fairly distinct time or maturity buckets.
D:fails to recognize that forward rates are not perfect predictors of future interest rates.
答案: 【assumes that market rates are determined by supply and demand conditions within fairly distinct time or maturity buckets.

5、 问题:Conyers Bank holds U.S. Treasury bonds with a book value of $30 million. However, the U.S. Treasury bonds currently are worth $28,387,500. The bank’s portfolio manager wants to shorten asset maturities. Which of the following statements is true?
选项:
A:The portfolio manager is reluctant to sell the bonds outright since the bank will have to take a loss.
B:The portfolio manager is willing to sell the bonds outright since they are not as valuable as their book value
C:The portfolio manager is willing to sell the bonds outright since they are more valuable than their book value
D:The portfolio manager is reluctant to sell the bonds outright since the bank will have to pay taxes on the gain.
答案: 【The portfolio manager is reluctant to sell the bonds outright since the bank will have to take a loss.

6、 问题:Conyers Bank holds U.S. Treasury bonds with a book value of $30 million. However, the U.S. Treasury bonds currently are worth $28,387,500. If the portfolio manager wants to shorten the bank’s asset maturity, what type of risk is she concerned about?
选项:
A:Credit risk.
B:Foreign exchange rate risk.
C:The risk of rising interest rates.
D:The risk of falling interest rates.
答案: 【The risk of rising interest rates.

7、 问题:The discount rate that equalizes the current market value of a loan or security with the expected stream of future income payments from that loan or security is known as: 
选项:
A:A. bank discount rate.
B:B. yield to maturity.
C:C. annual percentage rate.
D:D. net interest margin.
答案: 【B. yield to maturity.

8、 问题:A bank whose interest-sensitive assets total $350 million and its interest-sensitive liabilities amount to $175 million has: 
选项:
A:A. an asset-sensitive gap of $525 million.
B:B. a liability-sensitive gap of $175 million.

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