对外经济贸易大学

对外经济贸易大学 银行管理学试卷库之一 参考答案及评分标准 Part I. Required questions: You are required to answer all of the following four questions. 10 for each, 40 in total.（第一部分：必答题。你需要回答下列全部四个问题。每题 10 分， 共 40 分） 。 1. Please explain the relationship between the three basic principles in commercial banking. （说明商业银行经营管理过程中三性原则之间的关系。 ） 在银行经营过程中，资金的盈利性和流动性、安全性之间既有一致的一面，也有 矛盾的一面。银行经营者的一个重要任务，就是在资金盈利性、流动性和安全性之间 选择一种理想的平衡，科学处理三者之间的关系，不能片面强调某一原则而损害其它 原则。 三者之间的矛盾性主要体现在如下几个方面：资金的盈利性要求尽量提高资金的 运用率，而资金的流动性和安全性则倾向降低资金的运用率。通常来说，投资证券的 盈利率不如发放贷款的盈利水平，但贷款的风险要高于证券。就银行存款结构来说， 资金盈利性、流动性、安全性的要求存在明显的差别。活期存款的成本较低，但是， 提取可能性要大大超过定期存款。流动性和安全性要求吸收长期定期存款；而盈利性 则倾向于吸收期限短的定期存款。 三性之间矛盾主要体现在期限上，一般来说，一项资产的期限越长，其盈利性越 高，而流动性和安全越低，而相反，如果期限越短，其流动性和安全性就越高，而盈 利性则越低。 2. What is the topic of your extracurricular research for this semester? What is your main viewpoint? Explain the main reasons supporting your viewpoint.（你本学期课外专题研 究的题目是什么？你的主要观点是什么？简要说明你所持观点的理由。 ） 本题无标准答案。主要评分标准为：是否与实际题目相同；观点的新颖程度；论据 的合理程度。 3. Explain the five Cs of good credit and five Cs of bad credit.（分别说明好贷款的 5C 和 坏贷款的 5C。 ） Five Cs of good credit: (1) Character: honesty and trustworthiness. (2) Capital: wealth position measured by financial soundness and market standing. (3) Capacity: legal standing and managements expertise. (4) Conditions: economic environment or industry-specific factors. (5) Collateral: secondary source of repayment or security in the case of default. Five Cs of bad credit: (1) Complacency: the tendency to assume; (2) Carelessness: monitor a borrowers progress and identify problems as early as possible, (3) Communication: between management and loan officers, (4) Contingencies: failure to identify downside risk; (5) Competition: follow competitors behavior rather than maintaining the banks own credit standards. 4. Compare the credit analysis of commercial loan requests and consumer loan requests.（简要比较商业贷款申请的评估与消费者贷款申请的评估。 ） Analysis of consumer loans differ from that of commercial loans: When evaluating measurable aspects of requests, banks are addressing the same issues. Banks have to deal with a large number of distinct borrowers with different personalities and financial characteristics. Consumer loans differ so much in design that no comprehensive analytical format applies to all loans. For most consumer loans, there is no formal analysis of individual borrower characteristics unless a credit scoring model is used. Installment loans are treated much like commercial loans. The quality of financial data is lower: Unaudited. The primary source of repayment is current income, which may be highly volatile. The net effect is that character is more difficult to assess, but extremely important. Part II. Selective questions: You are required to select three questions from the following six questions. If more than 3 questions are answered, the ones with the highest scores will be counted. 10 for each, 30 in total. （第二部分：选答题。你需要从以下六个问题中任选三 个作答。答题数量超过三个的，按得分最高的三个计分。每题 10 分，共 30 分） 。 1. Chinas household savings have been growing very rapidly ever since the start of the reform. Please explain the main reasons.（改革以来中国居民储蓄的增长速度一直非 常高，请解释其主要原因。 ） 改革以来中国居民储蓄的增长速度一直高于经济增长和居民收入增长的速度。我 国储蓄高增长的原因：（1）居民收入稳步增加；（2）个人投资渠道狭窄；（3）在收 入分配体制、消费体制、社会保障体制、价格体制、教育体制以及金融体制等方面改 革深化的背景下，居民更多地面临未来收入与支出的不确定性，居民的储蓄倾向增加， 消费倾向下降；（4）社会公众对我国金融体系稳健运行充满信心。 2. What are the main factors determining the amount of capital required?（影响商业银行 资本需要量的因素有哪些？ ） 从理论上讲，银行的资本实力应足够雄厚，以保护存款方和其他债权人不受损失， 激励公众的信心和提供足够的贷款。但资本也不能太多，因为如果资本积聚到超过需 要，股东的收益就会下降。一般来说，必须保持适度的资本，既不能太多，也不能太 少。影响商业银行资本需要量的因素有：经济形势、银行信誉、负债结构、资产质量、 经营规模。 3. Explain and compare the concepts of Fee-based Business and Off-Balance-Sheet Items. And explain the specific types of business included in these two categories.（试说明并 比较中间业务与表外业务的概念，同时说明这两类业务具体都包括哪些业务。 ） 第 3 页，共 5 页 所谓中间业务是指商业银行在资产业务和负债业务的基础上，不运用或较少运用 银行的资财，以中间人或代理人的身份为客户办理代理、委托、担保和信息咨询等业 务。由于商业银行在办理这些业务过程中，不直接作为信用活动的一方出现，不涉及 自己的资产与负债的运用，业务的发生一般不在资产负债表中反映，商业银行的资产、 负债总额也不受影响，所以称为中间业务。 表外业务通常只包括那些虽然不在资产负债表中反映，但由于同资产业务和负债 业务关系密切，在一定条件下会转变为资产业务和负债业务而会在商业银行的资产负 债表中得到反映，因此需要在表外进行记载以便对其进行反映、核算、控制和管理的 那些业务。 表外业务不等于中间业务，它只是中间业务的一部分，即与信用业务有关的那部 分中间业务，或者说，有可能在今后形成债权债务关系的那部分中间业务。表外业务 的基本特征是不在资产负债表中反映，但在一定条件下随时可能在资产负债表中得到 反映。由此可见，狭义的通俗意义的表外业务属于中间业务，但表外业务不等于中间 业务。表外业务是中间业务中特殊的、有一定风险的业务。 4. What is risk classification of loans? What are the five classes currently in use in China? Explain each class. （什么是贷款风险分类？我国目前分为哪五类？分别说明其定 义。 ） 贷款风险分类：银行的信贷分析和管理人员，或监管当局的检查人员，综合能够 获得的全部信息并运用最佳判断，根据贷款的风险程度对贷款质量作出评价的过程 （或结果） 。 正常：借款人能够履行合同，有充分把握按照足额偿还本息。 关注：尽管借款人目前有能力偿还贷款本息，但存在一些可能对偿还产生不利影 响的因素。 次级：借款人的还款能力出现明显问题，依靠其正常经营收入已无法保证足额偿 还本息。 可疑：借款人无法足额偿还本息，即使执行抵押或担保，也肯定要造成一部分损 失。 损失：在采取所有可能的措施和一切必要的法律程序之后，本息仍然无法收回， 或只能收回极少部分。 5. What is a interest rate sensitive gap? How does a bank use interest rate sensitive gap strategy? （什么是利率敏感性缺口？商业银行在经营管理过程中如何运用利率敏 感性缺口战略？） 缺口 = 利率敏感性资产 利率敏感性负债 缺口战略的类型：（1）零缺口战略。无论市场利率如何变化，银行都能维持预期 的净收入。 （2）正缺口战略。银行的研究部门预测市场利率正在进入上升阶段时应采 取这种战略。 （3）负缺口战略。如果预测市场利率会下降，银行就应选择负缺口战略。 6. Briefly describe the five elements of an internal control system of a bank.（简述商业银 行内部控制的五大构成要素。 ） 商业银行的内部控制主要包括五大要素：（1）内部控制环境：组织结构、领导和 激励机制；（2）风险识别与评估：设立履行风险管理职能的专门部门，制定并实施识 别、计量、监测和管理全行各种风险的制度、程序和方法。 （3）内部控制措施：制度、 评价体系、内部监督制约机制、授权控制体系、资料档案、应急制度和措施、确保各 项业务符合法律规定、确保数据安全。 （4）信息交流与反馈：内部、监管当局、对外 披露。 （5）监督评价与纠正。 Part III. Selective questions: You are required to select three questions from the following six questions. If more than 3 questions are answered, the ones with the highest scores will be counted. 10 for each, 30 in total. （第三部分：选答题。你需要从以下六个问题中任选三 个作答。答题数量超过三个的，按得分最高的三个计分。每题 10 分，共 30 分） 。 1. Why core deposits are attractive to banks? How to attract core deposits?（对于银行来说， 核心存款有哪些优点？银行如何吸引核心存款？） Core deposits are stable deposits that customers are less likely to move when interest rates on competing investments rise. Not rate sensitive as large-denomination purchased (volatile) liabilities. Influenced more by location, availability, price of services. Banks compete for core deposits by providing more services, providing bundled services. 2. Define Tier 1, Tier 2 and Tier 3 Capital respectively. （分别解释一级资本、二级资本 和三级资本的含义。 ） Tier 1 Capital is also called “core capital”, including common stockholders equity, noncumulative perpetual preferred stock and any related surplus, minority interests in equity capital accounts of consolidated subsidiaries. Tier 2 Capital is also called “supplementary capital”, and is limited to 100% of Tier 1 capital. It includes cumulative perpetual preferred stock and any related surplus, long-term preferred stock, a limited amount of term subordinated debt and intermediate-term preferred stock, and a limited amount of the allowance for loan and lease losses. Tier 3 Capital is for market risk. Market risk is the risk from fluctuations in interest rates, equity prices, foreign exchange rates, commodity prices. 3. What factors should we consider when we select a liquidity source? （在选择流动性来 源时，应该考虑哪些因素？） Liquidity from asset sales: Brokerage fees; Securities gains or losses; Foregone interest income; Any increase or decrease in taxes; Any increase or decrease in interest receipts. Liquidity from new borrowings: Brokerage fees; Required reserves; FDIC insurance premiums; Servicing or promotion costs; Interest expense. 4. What is the four-part process of evaluating a commercial loan request? Explain each step briefly. （评估一笔商业贷款申请需要进行的四个步骤是什么？简要解释每个步骤。 ） The four-part process is: (1) Overview of management, operations, and the firms industry; (2) Common size and financial ratio analysis; (3) Analysis of cash flow; (4) 第 5 页，共 5 页 Projections and analysis of the borrowers financial condition. 5. When evaluating loan requests, bankers can make two types of errors in judgment. What are these two errors? How to prevent them? （在评估一笔贷款的申请时，银行可能会 犯两类错误。这两类错误是什么？如何防范这两类错误？） In both cases, the bank loses a customer and its profits are less. Many bankers focus on eliminating the first type of error, applying rigid credit evaluation criteria and rejecting applicants who do not fit the mold of the ideal borrower. The purp