莲 制卧份贸易本考 银行管理学 对外经济贸易大学 2003一2004学年第二学期 《银行管理学》期末考试试卷(A卷) 课程代码及课序号：CUR302一1 学号： 姓名： 班级： 成绩： Note:This is a bilingual examination.You can answer in either English or Chinese. You can even answer part of one question in English and the rest in Chinese.If you answer ALL the questions ALL in English,you will get a bonus of 3 points. 为双语考试试卷，可用英文回答，也可用中文回答，也可部分英文、部分中文： 如全部使用英文回答，可获得3分的额外奖励。) Part I.Required questions:You are required to answer all of the following questions.(第一部分：必答题。合计50分)The following are the balance sheet data (on Dec.31,2003)and income statement data(fore the year of 2003)for ABC Bank. 以下数据是ABC银行2003年12月31日的资产负债表数据和2003年度的损益 表数据。 l)Workout a balance sheet and income statement for the ABC Bank。(20分)编制 ABC银行的资产负债表和损益表。 2)Translate all items into Chinese(l0分)将所有项目翻译成中文（直接翻译在 题中所列项目的后面)。 3)Calculate the following ratios (please indicate all detailed steps and formulas 8 分)；explain each ratio briefly(8分)；explain the main relationship between these ratios,and use the calculated results to prove these relationship(4分)。计算t如下 比例（请列明详细步骤和公式）：简要解释每个比例：说明这些比例之间的主 要关系，并运用计算结果证明这种关系。计算时，请运用期末值代替平均值： 精确到小数点后一位。 a)ROE b)ROA c)Equity Multiplier d)Expense Ratio e)Asset Utilization Ration ) Spread g） Burden Ratio h)Efficiency Ratio 第1页共3页
银行管理学 对外经济贸易大学 2003─2004学年第二学期 《银行管理学》期末考试试卷（A卷） 课程代码及课序号：CUR302－1 学号： 姓名： 班级： 成绩： Note: This is a bilingual examination. You can answer in either English or Chinese. You can even answer part of one question in English and the rest in Chinese. If you answer ALL the questions ALL in English, you will get a bonus of 3 points. (本试卷 为双语考试试卷，可用英文回答，也可用中文回答，也可部分英文、部分中文； 如全部使用英文回答，可获得 3 分的额外奖励。) Part I. Required questions: You are required to answer all of the following questions..（第一部分：必答题。合计 50 分）The following are the balance sheet data (on Dec. 31, 2003) and income statement data (fore the year of 2003) for ABC Bank. 以下数据是 ABC 银行 2003 年 12 月 31 日的资产负债表数据和 2003 年度的损益 表数据。 1) Workout a balance sheet and income statement for the ABC Bank。（20 分）编制 ABC 银行的资产负债表和损益表。 2) Translate all items into Chinese（10 分）将所有项目翻译成中文（直接翻译在 题中所列项目的后面）。 3) Calculate the following ratios （please indicate all detailed steps and formulas 8 分）; explain each ratio briefly（8 分）; explain the main relationship between these ratios, and use the calculated results to prove these relationship（4 分）。计算如下 比例（请列明详细步骤和公式）；简要解释每个比例；说明这些比例之间的主 要关系，并运用计算结果证明这种关系。计算时，请运用期末值代替平均值； 精确到小数点后一位。 a) ROE b) ROA c) Equity Multiplier d) Expense Ratio e) Asset Utilization Ration f) Spread g) Burden Ratio h) Efficiency Ratio 第 1 页 共 3 页
溢 制卧份贸易+学 银行管理学 Balance Sheet Data(inl00 million)资产负债表数据（单位：亿） U.S.Treasury agency securities:50 Individual loans:120 Money market deposit accounts: 320 Agricultural loans:10 Loan loss allowance:-10 Preferred equity:20 All other securities:50 Real estate loans:370 Deposits held in foreign offices: 40 Interest bearing bank balances:10 Federal funds sold:10 Unearned income:-10 Premises fixed assets:20 Other borrowings:40 Noninterest cash due from banks: 60 Demand deposits:120 All NOW ATS accounts:40 Common equity:60 Trading account assets:10 Subordinated notes debentures:20 Commercial loans:310 Other savings deposits:30 Time deposits:280 Fed funds purchased resale:30 Income Statement Data(inl00 million)损益表数据（单位：亿） Income from lease financing:4 Other noninterest income:9 Interest on other borrowings:7 Applicable income taxes:8 Investment interest income 6 Interest on due from banks: 1 Trading revenue:1 Deposit service charges:5 Interest on deposits held in foreign offices:2 Personnel expenses:16 Interest on all other deposits::25 Interest on subordinates and debentures:2 Provision:loan losses:2 Interest on fed funds purchased resale:2 Occupancy expense:5 Interest and fees on loans:62 第2页共3页
银行管理学 Balance Sheet Data (in 100 million) 资产负债表数据（单位：亿） U.S. Treasury & agency securities: 50 Individual loans: 120 Money market deposit accounts: 320 Agricultural loans: 10 Loan loss allowance: -10 Preferred equity: 20 All other securities: 50 Real estate loans: 370 Deposits held in foreign offices: 40 Interest bearing bank balances: 10 Federal funds sold: 10 Unearned income: -10 Premises & fixed assets: 20 Other borrowings : 40 Noninterest cash & due from banks: 60 Demand deposits: 120 All NOW & ATS accounts: 40 Common equity: 60 Trading account assets: 10 Subordinated notes & debentures: 20 Commercial loans: 310 Other savings deposits: 30 Time deposits: 280 Fed funds purchased & resale: 30 Income Statement Data (in 100 million)损益表数据（单位：亿） Income from lease financing: 4 Other noninterest income: 9 Interest on other borrowings: 7 Applicable income taxes: 8 Investment interest income : 6 Interest on due from banks: 1 Trading revenue: 1 Deposit service charges: 5 Interest on deposits held in foreign offices: 2 Personnel expenses: 16 Interest on all other deposits:: 25 Interest on subordinates and debentures: 2 Provision: loan losses: 2 Interest on fed funds purchased & resale: 2 Occupancy expense: 5 Interest and fees on loans: 62 第 2 页 共 3 页
溢 制卧份贸易+学 银行管理学 Fiduciary activities:13 Interest on CD's over $100m:4 Realized gains on securities:2 Other operating expense(including intangibles):15 Part II.Selective questions:You are required to select FIVE questions from the following eight questions.If more than 5 questions are answered,the ones with the highest scores will be counted.(第二部分：选答题。你需要从以下八个问题中任 选五个作答。答题数量超过五个的，按得分最高的五个计分。每题10分，共50 分)。 1.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。 2. What is CAMESL rating system?Explain each item briefly.f什么是CAMELS评 级体系？简要解释每一个项目。 3.What is the function of bank capital?How does it achieve this function? 本的主要功能是什么？资本是如何实现这一功能的？ 4. In evaluating consumer loan requests,what are the five Cs?Explain each briefly 在评估消费者贷款时，什么是好贷款的5个C？简要解释每一个C。 5. What are five fundamental issues in evaluating commercial loan request?Explain each briefly.在评估商业贷款时，需要考察的五个基本因素是什么？简要解 释每一个因素。 6. 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。) 7.Liquidating collateral is clearly a second best source of repayment.Why?( 抵押品显然并不是获得贷款偿还的最佳方法。为什么？) 8.How to determine the minimum capital requirements for a bank to be adequately capitalized?如何确定一家银行保持充足的资本化所需要达到的最低资本金 要求？ 第3页共3页
银行管理学 Fiduciary activities: 13 Interest on CD's over $100m: 4 Realized gains on securities: 2 Other operating expense (including intangibles): 15 Part II. Selective questions: You are required to select FIVE questions from the following eight questions. If more than 5 questions are answered, the ones with the highest scores will be counted.（第二部分：选答题。你需要从以下八个问题中任 选五个作答。答题数量超过五个的，按得分最高的五个计分。每题 10 分，共 50 分）。 1. 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。 2. What is CAMESL rating system? Explain each item briefly. 什么是CAMELS 评 级体系？简要解释每一个项目。 3. What is the function of bank capital? How does it achieve this function? 银行资 本的主要功能是什么？资本是如何实现这一功能的？ 4. In evaluating consumer loan requests, what are the five Cs? Explain each briefly. 在评估消费者贷款时，什么是好贷款的 5 个 C？简要解释每一个 C。 5. What are five fundamental issues in evaluating commercial loan request? Explain each briefly. 在评估商业贷款时，需要考察的五个基本因素是什么？简要解 释每一个因素。 6. 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。） 7. Liquidating collateral is clearly a second best source of repayment. Why? （处置 抵押品显然并不是获得贷款偿还的最佳方法。为什么？） 8. How to determine the minimum capital requirements for a bank to be adequately capitalized? 如何确定一家银行保持充足的资本化所需要达到的最低资本金 要求？ 第 3 页 共 3 页