第页对外经济贸易大学教务处2005期末考试试卷格式第页共NUMPAGES2页对外经济贸易大学《银行管理学》试卷库之四参考答案及评分标准一、选择题:（每题1分，共40分）题号12345678910答案CBEBABABBA题号11121314151617181920答案AEBCCDEDEA题号21222324252627282930答案ABCCCAADEA题号31323334353637383940答案CDECDADECD二、判断题：（每题1分，共10分）题号12345678910答案FFFTTFTTTF三、翻译题：（每题0.5分，共5分；最后计分按四舍五入计算）Allowanceforloanlosses贷款损失准备金Collectedbalances已到账余额Correspondentbank代理银行Durationgap持续期缺口Volatiledeposits波动性存款Debenture长期信用债券Charge-off贷款冲销Loan-lossprovisions提取贷款损失准备金Marktomarket盯市Commonsizeratio结构比率四、计算题：（每题1分，共10分）ReturnonAssets(ROA)0.63%ReturnonEquity(ROE)5.00%EquityMultiplier8ExpenseRatio12.50%AssetUtilizationRatio13.13%NetInterestMargin3.80%EarningsBase82.50%Burdenratio2.50%Efficiencyratio83.33%Spread2.65%五、简答题：（任选7题作答；每题5分，共35分）Whatarethefundamentalrisksfacedbycommercialbanks?CreditriskLiquidityriskMarketriskOperationalriskReputationalriskLegalriskCapitalorsolvencyriskWhatisCAMELSsystem?Capital:signalstheabilitytomaintaincapitalcommensuratewiththenatureandextentofalltypesofriskandtheabilityofmanagementtoidentify,measure,monitor,andcontroltheserisks.Asset:reflectstheamountofexistingcreditriskassociatedwiththeloanandinvestmentportfolioaswellasoffbalancesheetactivities.Management:reflectstheadequacyoftheboardofdirectorsandseniormanagementsystemsandprocedurestoidentify,measure,monitor,andcontrolrisks.Earnings:reflectsnotonlythequantityandtrendinearnings,butalsothefactorsthatmayaffectthesustainabilityorqualityofearnings.Liquidity:reflectstheadequacyofthebank'scurrentandprospectivesourcesofliquidityandfundsmanagementpracticesSensitivity:reflectsthedegreetowhichchangesininterestrates,foreignexchangerates,commodityprices,andequitypricescanadverselyaffectearnings.Whatarethemainfactorsaffectingabank’snetinterestincome?ChangesinthelevelofinterestratesChangesintheslopeoftheyieldcurveortherelationshipbetweenassetyieldsandliabilitycostoffundsChangesinthevolumeofassetsandliabilitiesChangeinthecompositionofassetsandliabilitiesWhatarethefourstepsinca