商业银行管理彼得S.罗斯英文原书第8版 英语试题库Chap007

Chapter 7riskmanagementforchanginginterestrates :资产管理和持续时间技术不要忘了blank questions1 .与viewofsandliabilitiesheldthattheandtectyofdeportityofdeprimitydbycustomersandhencethe资产一起创建的answer :资产管理2 .最近，dramicationchavedheshouserdindramicaticchanginbanking.thegoalof _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _安萨：liabilitymanagement3.istheinterestratethecurrentmarketpriceofabondwiththepresentvalueofthefuturecashflows。天线：yieldtomaturity(ytm )4.riskpremationamprodundestheinverstobecopencedsforproverfortheincricalica安萨：inflations5.sherelationthetthetimatritttomatrityofabond.itisustricredusingusingtreas fyrurrcesecurititysince .安萨：yieldcurve6.riskpremationabondinectsthedifferencesintheeaeeasandabilitytoserviceinthesee安萨：liquidity7.天线： interest -敏感资产8.天线： dollar interest -敏感gap9.a (n ).天线： negative interest -敏感(liability sensitive )10.thebanks _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ taksintocationaccetheidethatthespeed (敏感性) oftinterrationrestratechilldfinerford天线： weighted interest -敏感gap11._ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ isthecoortiondmanagementofbinthebanksassets和itsliabilities。安萨：基金管理12._ _ _ _ _ _ _ _ _ _ _ _ 2222220000000000652安萨：interestraterisk13.the _ _ _ _ _ _ _ _ _ _ _ _ _ _ istheretofretorenafininginfinancialinstrumentusinga 360日direntreationtotheinstrumentsin安萨：bankdiscountrate14.the _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ conentofreconnetoristheriskpremidedutotheborrowerwillshimesprothecommentor安萨：defaultriskpremium15.安萨：16. 22222222222222222安萨：durationgap17.a (n ).安萨：18.a (n ).安萨：negative19.the _ _ _ _ _ _ _ _ _ _ _ _ _ _ eferrestotheperiodicfluctationsinthescaleofeconomicactivity。answer :商业周期20.the _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _安萨： durationoftheassetportfolio21.the _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _安萨： durationoftheliabilityportfolio22.abank is _ _ _ _ _ _ _ _ _ _ _ 2222222222652天线： immunized (insulatedorprotected )23.thereplationcontherelationbeachanchanassprecifinanassetpriceandanassetschangintheyieldorinterestrateiscaptureby _ _ _ _ _ _ _ _ _ _安萨：convexity24.thechangeinafininfinititionconfininfinitiontheassandliablitionthechangin artionretrateddivebythestingthedollaram安萨：networth25.whenabankhasaportivedenallingaprallicatintheinterestratesontheassetsandliabilitiesofthebankwilleadtoa (n ).安萨：decrease26.whenabankhasanognandlengapralledecereasintheassandliabilityofthebankwillleadtoa (n ).安萨：decrease27.u.s.bankstendtodobetterwhenyieldcurveisupward-sloping you _ _ _ _ _ _ _ maturitygappositions .安萨：28.one government-createdgiantmortgaggebankingfirmswhihavesubsequentlybenprivatizedisthe。安萨： fnmaorfanniemae (orfhlmmcorfrediemac )