1、第 1 页，共 7 页对外经济贸易大学银行管理学试卷库之六Part I. 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.（第一部分：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. How to
2、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？2. What are the three functions of the credit process? Explain each function briefly. 信贷管理程序的三个主要功能是什么？简要解释每一个功能。3. What are the five Cs of good credit in general? Explain each briefly.
3、在一般情形下，什么是好贷款的 5 个 C？简要解释每一个 C。4. 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。5. 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。 ）6. In evaluating consumer loan requests, what are the major advantage
4、s and disadvantages of using credit scoring system? 在评估消费者贷款申请时，运用评分体系的优势和劣势主要是什么？7. 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？）8. Liquidating collateral is clearly a sec
5、ond 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？）Part II. Required questions: You are required to answer all of the following questions.（第二部分：必答题。合计 50 分）The following are the balance sheet data (on Dec. 31, 2002) and income statement data (fore the year of 2002) for ABC Bank. 以下数据是 AB
6、C 银行2002 年 12 月 31 日的资产负债表数据和 2002 年度的损益表数据。1) 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；错一个扣 0.5 分） 。2) Workout a balance sheet and income statement for the ABC Bank。 （20 分）编写 ABC银行的资产负债表和损益表。3) Calculate the following ratios （please indicate all detailed steps and formulas 8
7、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（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) Equity Multiplier第 2 页，共 7 页b) Expense Ratioc) Asset Utilizat
8、ion Rationd) ROEe) ROAf) Spreadg) Burden Ratioh) Efficiency RatioBalance Sheet Data (in 100 million) 资产负债表数据（单位：亿）Individual loans: 240All other securities: 100Money market deposit accounts: 640Agricultural loans: 20U.S. Treasury Use of loan proceeds; Loan amount; Source and timing of repayment; Col
9、lateral c) In addition to these issues, credit analysis should examine risks that are unique to each loan. Quality of mgt; the soundness of the business; sensitivity to economic conditions; the firms relationship with other creditors; etc.8. Liquidating collateral is clearly a second best source of
10、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？）a) There are three reasons: 第 5 页，共 7 页b) There are significant transactions costs associated with foreclosure. Time, money. c) Bankruptcy laws allow borrowers to retain possession of the collateral long after they have defaulted. d) When the bank takes po
11、ssession of the collateral, it deprives the borrower of the opportunity to salvage the company.Part II. Required questions: You are required to answer all of the following questions.（第二部分：必答题。合计 50 分）The following are the balance sheet data (on Dec. 31, 2002) and income statement data (fore the year
12、 of 2002) for ABC Bank. 以下数据是 ABC 银行 2002 年 12 月 31 日的资产负债表数据和 2002 年度的损益表数据。1) 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；错一个扣 0.5 分） 。2) Workout a balance sheet and income statement for the ABC Bank。 （20 分）编写 ABC 银行的资产负债表和损益表。3) Calculate the following ratios （please indicate
13、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（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。Balance Sheet for ABC BankAs of 12/31/2002, in 100 millionsAssetsLoans:Real estate loans 740Commercial loans 620Individual loans 240Agricultural loans 20Other LN ROA 1.5%; Equity Multiplier 12.50 ; Expense Ratio 8.0%; asset utilization 10.3%; spread 3.4%; burden ratio 8.0%; efficiency ratio 61.0%
