TRƯỜNG ĐH KINH TẾ ĐỀ THI HỌC PHẦN: Ngân hàng thương mại 2

QUỐC DÂN Hệ: CQ-CLC

Ngày thi:
Chương trình Chất lượng
cao Ca thi:
Thời gian làm bài: 90 phút

ĐỀ SỐ: 305

Part 1: These statements are True or False? Please explain shortly (40 points) (CLO 1.1;
CLO 2.1; CLO 2.2)
1.1. Banks with Interest Sensitive Assets always have greater NIM when interest rates decrease.
1.2. The only way to solve with liquidity problems of banks is to provide more short-term loans.
=> False. Because supplíe of liquid funds of bank include sales of bank assets,… Therefore,
short-term loan is not only way to solve with liqidity problem, fixed asset of banks also can
convert to cash and improve liquidity problems. However, fixed assets needs more time and cost
to convert into cash than short-term loans. So when solving with liquidity problem, bank should
maintain their liquidity profile through a reserves of liquid assets such as government bonds and
management of liabilities.

1.3. Collaterals should be considered as the second source to pay off the loans.
=> False. Because when borrower do not pay back, lender can take prossession of collateral to
recover fund. Therefor, when ranking safety zone, deposits maintained by borrower is first
source, borrower’s profits income of cash flow is second source, then collateral pledged is third
source to payoff the loan.

1.4. CAMELS rating system should be used in evaluating bank’s performances rather than the
credit worthiness of loan proposal.
=> True. CALMELS rating system should be used in evaluating credit worthiness of bank
because it helps federal bank know important information about condition of bank such as capital
adequacy, asset quality, management quality, earnings recoed, liquidity position, sentivitive to
market rate.

1.5. Cash is one of the 6 C’s of lending and refers to the fact that the lender wants to make sure
the borrower has the ability to generate enough cash to repay the loan
=> True. Because 6 Cs check crediworthy of borrower, and cash which is ability to generate
enoughe cash in form of cash flow to repay the loan is an important criteria.

Part 2: Assignments (30 points, up to 400 words) (CLO2.1; CLO 3.2)

CAR is a measurement of a bank's available capital expressed as a percentage of a bank's risk-
weighted exposures. Explain situation of CAR in Vietnam banks, and propose solutions for
Vietnam banks to comply with CAR standard in Basel II.

Part 3: Exercises (30 points) (CLO 2.1; CLO 1.1; CLO2.2)

3.1(10 points) Using the information listed below for Carter State Bank, what is this bank's
ROA?
 Net income $55 million
Total operating revenue $650 million
Total assets $4,055 million
Total equity capital $350 million
ROA = NI/TA = 55/4055 = 0.01356

3.2 (10 points) A bank has a prime rate of 6 percent for its best customers. It has determined
that the default risk premium for a particular customer is 0.4% and the term-risk premium for this
loan is 0.25 percent. If this customer wants to borrow $5.0 million from the bank, how much in
interest will this customer pay in one year?
Loan interate rate = 6% + 0.4% +0.25% = 6.65%
Interest = 5,000,000 x 6.65% = 332,5000

3.3 (10 points) A bank expects in the week about to begin $30 million in incoming deposits, $20
million in deposit withdrawals, $15 million in revenues from the sale of non-deposit services,
$25 million in customer loan repayments, $5 million in sales of bank assets, $45 million in
money market borrowings, $60 million in acceptable loan requests, $10 million in repayments of
bank borrowings, $5 million in cash outflows to cover other operating expenses, and $10 million
in dividend payments to its stockholders. What is the bank's net liquidity position for the week?
Net liquidity position = Supplies – Demand = 30 – 20 + 15 +25 + 5 + 45 – 60 – 10 – 10 = 20 > 0
 Liquidity surplus