QTNH Test 10

Câu hỏi 1
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Đặt cờ
Đoạn văn câu hỏi
Periodic GAP analysis compares rate-sensitive assets and rate-sensitive liabilities across
each single “time bucket.”
Câu hỏi 1Trả lời
a.
True
b.
False
Phản hồi
The correct answer is: True
Câu hỏi 2
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EC2 Which of the following is NOT a characteristic of a typical commercial bank?
a.
Most banks own few fixed assets.
b.
Most banks have a high degree of operating leverage.
c.
Many bank liabilities are payable on demand.
d.
Most banks have few fixed costs.
Phản hồi
The correct answer is: Most banks have a high degree of operating leverage.
Câu hỏi 3
Không trả lời
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VLIQ Tiền gửi dễ bị rút:
a.
bằng chênh lệch giữa lượng tiền gửi thực tế hiện có và lượng tiền gửi cơ sở ước tính.
b.
là nguồn vốn có chi phí thấp.
c.
giảm yêu cầu dự trữ.
d.
là nguồn vốn lớn nhất cho các ngân hàng nhỏ hơn.
Phản hồi
The correct answer is: bằng chênh lệch giữa lượng tiền gửi thực tế hiện có và lượng tiền gửi
cơ sở ước tính.
Câu hỏi 4
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Đặt cờ
LIQ Which of the following does not directly influence the amount of required reserves a
bank must hold?
a.
The dollar amount of money market deposit accounts outstanding.
b.
The dollar amount of cash items in process of collection.
c.
The dollar amount of demand deposits outstanding.
d.
The required reserve ratio.
Phản hồi
The correct answer is: The dollar amount of money market deposit accounts outstanding.
Câu hỏi 5
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C2 A loan to an individual to purchase a home would be considered a:
a.
real estate loan.
b.
commercial loan.
c.
consumer loan.
d.
construction loan.
Phản hồi
The correct answer is: real estate loan.
Câu hỏi 6
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Đặt cờ
EC3 Banks experience economies of scale when:
a.
total costs increase as output increases.
b.
marginal costs increase as total costs decrease.
c.
average unit costs decrease as output increases.
d.
total costs decrease as output decreases.
Phản hồi
The correct answer is: average unit costs decrease as output increases.
Câu hỏi 7
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EC2 Recoveries refer to:
a.
the dollar value of loans actually written off as uncollectible.
b.
net charge-offs.
c.
loans not currently accruing interest.
d.
the dollar amount of loans that were previously charged-off but now collected.
Phản hồi
The correct answer is: the dollar amount of loans that were previously charged-off but now
collected.
Câu hỏi 8
Hoàn thành
Đặt cờ
IS GAP A bank’s GAP is defined as:
a.
the dollar amount of earning assets divided by the dollar amount of total liabilities.
b.
the dollar amount of rate-sensitive liabilities minus the dollar amount of rate-sensitive
assets.
c.
the dollar amount of rate-sensitive assets divided by the dollar amount of rate-sensitive
liabilities.
d.
the dollar amount of rate-sensitive assets minus the dollar amount of rate-sensitive
liabilities.
Phản hồi
The correct answer is: the dollar amount of rate-sensitive assets minus the dollar amount of
rate-sensitive liabilities.
Câu hỏi 9
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VLIQ Điều nào sau đây không ảnh hưởng trực tiếp đến lượng dự trữ bắt buộc mà ngân hàng
phải nắm giữ?
a.
Số lượng tiền gửi tiết kiệm
b.
Số lượng tiền gửi không kỳ hạn chưa thanh toán.
c.
Tỷ lệ dự trữ bắt buộc.
d.
Số tiền trên tài khoản tiền gửi thị trường tiền tệ đang lưu hành.
Phản hồi
The correct answer is: Số tiền trên tài khoản tiền gửi thị trường tiền tệ đang lưu hành.
Câu hỏi 10
Hoàn thành
Đặt cờ
IS GAP A bank’s cumulative GAP:
a.
compares rate-sensitive assets with rate-sensitive liabilities across a single time bucket.
b.
is defined as the dollar amount of rate-sensitive assets divided by the dollar amount of rate-
sensitive liabilities.
c.
is defined as the dollar amount of earning assets divided by the dollar amount of total
iabilities.
d.
compares rate-sensitive assets with rate-sensitive liabilities across all time buckets.
Phản hồi
The correct answer is: compares rate-sensitive assets with rate-sensitive liabilities across all
time buckets.
Câu hỏi 11
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Đặt cờ
C2 An example of a contra-asset account is:
a.
buildings and equipment.
b.
the loan and lease loss allowance.
c.
unearned income.
d.
revenue bonds.
Phản hồi
The correct answer is: the loan and lease loss allowance.
Câu hỏi 12
Hoàn thành
Đặt cờ
DGAP Which of the following would generally be considered price sensitive?
a.
Repurchase agreements
b.
Demand deposits
c.
Fed funds purchased
d.
A 20-year zero coupon bond
Phản hồi
The correct answer is: A 20-year zero coupon bond
Câu hỏi 13
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EC3 Return on risk-adjusted capital is defined as:
a.
Allocated Risk Capital/Adjusted Income.
b.
Capital/Allocated Risk Capital.
c.
(Risk – Adjusted Income)/Capital.
d.
Income/Allocated Risk Capital.
Phản hồi
The correct answer is: Income/Allocated Risk Capital.
Câu hỏi 14
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EC2 The largest component of “non- interest cash and due from banks” is:
a.
federal funds sold.
b.
cash items in process of collection.
c.
deposits held at other financial institutions.
d.
vault cash.
Phản hồi
The correct answer is: cash items in process of collection.
Câu hỏi 15
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VLIQ Khi tăng nợ phải trả để đáp ứng nhu cầu thanh khoản, ngân hàng nên xem xét tất cả
những điều sau, NGOẠI TRỪ:
a.
mất thu nhập lãi.
b.
dự trữ bắt buộc.
c.
phí môi giới.
d.
Phí bảo hiểm tiền gửi
Phản hồi
The correct answer is: mất thu nhập lãi.
Câu hỏi 16
Hoàn thành
Đặt cờ
EC2 Which of the following would NOT be considered a commercial loan?
a.
A working capital loan
b.
A loans to another financial institution
c.
A loan to purchase a piece of industrial equipment
d.
An interim construction loan
Phản hồi
The correct answer is: An interim construction loan
Câu hỏi 17
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Đặt cờ
LIQ Which of the following is a non-discretionary factor that will decrease a bank's daily
reserves held at the Federal Reserve?
a.
Excess balances at the local clearing house
b.
Receiving a discount window loan
c.
Remittances charged
d.
Deferred availability items
Phản hồi
The correct answer is: Remittances charged
Câu hỏi 18
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Đặt cờ
VLIQ Tài sản nào sau đây không được coi là tài sản tiền mặt?
a.
Chứng khoán có thể bán được
b.
Tiền gửi không kỳ hạn tại Cục Dự trữ Liên bang
c.
Các khoản tiền mặt đang trong quá trình thu hồi
d.
Tiền gửi không kỳ hạn tại tổ chức tài chính tư nhân
Phản hồi
The correct answer is: Chứng khoán có thể bán được
Câu hỏi 19
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DGAP EVE analysis: is essentially a _____________ analysis.
a.
liquidation
b.
profitability
c.
liquidity
d.
quality
Phản hồi
The correct answer is: liquidation
Câu hỏi 20
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IS GAP Earnings sensitivity analysis does not consider:
a.
Earnings sensitivity analysis considers all of the above.
b.
changes in the volume of rate-sensitive assets due to a change in interest rates.
c.
changes in interest rates.
d.
changes in the volume of fixed-rate liabilities due to a change in interest rates.
Phản hồi
The correct answer is: Earnings sensitivity analysis considers all of the above.
Câu hỏi 21
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EC2 Non-interest income includes all of the following EXCEPT:
a.
trust income.
b.
checking account fees.
c.
insufficient funds service charges.
d.
personnel expenses.
Phản hồi
The correct answer is: personnel expenses.
Câu hỏi 22
Hoàn thành
Đặt cờ
LIQ Which of the following is not a measure of liability liquidity?
a.
Core deposits to total assets
b.
Total equity to total assets
c.
Federal funds sold to total assets
d.
Total deposits to total assets
Phản hồi
The correct answer is: Federal funds sold to total assets
Câu hỏi 23
Hoàn thành
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C2 Bank assets fall into each of the following categories except:
a.
demand deposits.
b.
investment securities.
c.
loans.
d.
noninterest cash and due from banks.
Phản hồi
The correct answer is: demand deposits.
Câu hỏi 24
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LIQ Which of the following is not a measure of liability liquidity?
a.
Total equity to total assets
b.
Loan losses to net loans
c.
Total loans to total assets
d.
Total deposits to total assets
Phản hồi
The correct answer is: Total loans to total assets
Câu hỏi 25
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C2 Typically, “Call loans” are:
a.
residential mortgages.
b.
demand deposits.
c.
farm loans.
d.
payable on demand.
Phản hồi
The correct answer is: payable on demand.
Câu hỏi 26
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EC2 A bank’s core deposits are:
a.
vault cash.
b.
the most interest rate sensitive liabilities of a bank.
c.
deposits held in foreign offices.
d.
stable deposits that are not typically withdrawn over short periods of time.
Phản hồi
The correct answer is: stable deposits that are not typically withdrawn over short periods of
time.
Câu hỏi 27
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Đặt cờ
IS GAP Income statement GAP considers:
a.
changes in the volume of fix-rate liabilities due to a change in interest rates.
b.
changes in the volume of rate-sensitive assets due to a change in interest rates.
c.
d.
mortgage prepayments.
Phản hồi
The correct answer is: changes in interest rates.
Câu hỏi 28
Hoàn thành
Đặt cờ
IS GAP Which of the following will cause a bank’s 1-year cumulative GAP to increase,
everything else the same.
a.
An increase in 3-month loans and an offsetting increase in 3-month CDs.
b.
A decrease in 3-month CD’s and an offsetting increase in 3-year CDs.
c.
An increase in 3-month loans and an offsetting decrease in 6-month loans.
Phản hồi
The correct answer is: A decrease in 3-month CD’s and an offsetting increase in 3-year
CDs.
Câu hỏi 29
Hoàn thành
Đặt cờ
TT11V Nếu Khách hàng đã trả đầy đủ phần nợ gốc và lãi bị quá hạn và có tài liệu, hồ sơ
chứng minh việc khách hàng đã trả nợ thì TCTD có thể chuyển khoản nợ ở nhóm 2 (Nợ cần
chú ý) vào nhóm 1 (Nợ đủ tiêu chuẩn)
a.
Đúng
b.
Sai
Phản hồi
The correct answer is: Đúng
Câu hỏi 30
Hoàn thành
Đặt cờ
IS GAP If a bank expects interest rates to decrease in the coming year, it should:
a.
become more liability sensitive.
b.
increase the rates paid on long-term deposits.
c.
issue long-term subordinated debt today.
d.
increase its GAP.
Phản hồi
The correct answer is: become more liability sensitive.
Câu hỏi 31
Hoàn thành
Đặt cờ
EC2 Return on assets can be calculated as:
a.
net interest income divided by earning assets.
b.
interest income minus interest expense.
c.
asset utilization minus the expense ratio and the tax ratio.
d.
return on equity plus the equity multiplier.
Phản hồi
The correct answer is: asset utilization minus the expense ratio and the tax ratio.
Câu hỏi 32
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C2 Which of the following bank assets is the most liquid?
a.
Short-term investments
b.
Demand deposits
c.
Loans
d.
Long-term investments
Phản hồi
The correct answer is: Short-term investments
Câu hỏi 33
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IS GAP To decrease asset sensitivity, a bank can:
a.
shorten loan maturities.
b.
buy longer-term securities.
c.
pay premiums on subordinated debt.
d.
make fewer fixed rate loans.
Phản hồi
The correct answer is: buy longer-term securities.
Câu hỏi 34
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LIQ Volatile deposits:
a.
are the largest source of funds for smaller banks.
b.
reduce reserve requirements.
c.
are a low cost source of funds.
d.
equal the difference between actual current deposits and the base estimate of core deposits.
Phản hồi
The correct answer is: equal the difference between actual current deposits and the base
estimate of core deposits.
Câu hỏi 35
Hoàn thành
Đặt cờ
TT11V Nợ xấu (NPL) là nợ xấu………, gồm nợ thuộc các nhóm 3, 4, 5
a.
nội bảng
b.
nội bảng và ngoại bảng
c.
ngoại bảng
Phản hồi
The correct answer is: nội bảng
Câu hỏi 36
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Đặt cờ
EC2 The expense ratio is calculated as:
a.
total revenue – total operating expenses.
b.
interest expense ratio – non-interest expense ratio – provision for loan loss ratio.
c.
total revenue – total operating expenses – taxes.
d.
interest expense ratio + non-interest expense ratio + provision for loan loss ratio.
Phản hồi
The correct answer is: interest expense ratio + non-interest expense ratio + provision for
loan loss ratio.
Câu hỏi 37
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LIQ Which of the following is not considered a monetary policy tool of the Federal
Reserve?
a.
Changing the discount rate
b.
Changing reserve requirements
c.
Changing float requirements
d.
Open market operations
Phản hồi
The correct answer is: Changing float requirements
Câu hỏi 38
Không trả lời
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EC2 Return on equity can be decomposed into:
a.
the product of return on assets and the equity multiplier.
b.
the sum of return on assets and the equity multiplier.
c.
the sum of the profit margin and the equity multiplier.
d.
the product of the profit margin and the equity multiplier.
Phản hồi
The correct answer is: the product of return on assets and the equity multiplier.
Câu hỏi 39
Không trả lời
Đạt điểm 1,00
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CIR11E Credit institutions and foreign bank branches may use allowances for treatment of
risks in the cases of the customer is a dissolved or bankrupt organization; individuals are
dead or missing, or debts are classified into NPL.
a.
False
b.
True
Phản hồi
The correct answer is: False
Câu hỏi 40
Không trả lời
Đạt điểm 1,00
Đặt cờ
EC2 A savings and loan that sold off their junk bond holdings and issued consumer auto
loans with the proceed would most likely be:
a.
increasing their capital risk.
b.
decreasing their legal risk.
c.
decreasing their market risk.
d.
reducing their credit risk.
Phản hồi
The correct answer is: reducing their credit risk.
Câu hỏi 41
Hoàn thành
Đặt cờ
IS GAP If rate-sensitive assets equal $500 million and rate-sensitive liabilities equals $400
million, what is the expected change in net interest income if rates increase by 1%?
a.
Net interest income will fall by $10 million.
b.
Net interest income will fall by $1 million.
c.
Net interest income will increase by $10 million.
d.
Net interest income will increase by $1 million.
Phản hồi
The correct answer is: Net interest income will increase by $1 million.
Câu hỏi 42
Hoàn thành
Đặt cờ
DGAP What are the weaknesses of using static GAP analysis versus duration gap analysis?
a.
All of the above are weaknesses of using static GAP analysis versus duration gap analysis.
b.
Static GAP ignores the cumulative impact of interest rate changes on a bank’s risk profile.
c.
Static GAP ignores the time value of money.
d.
Static GAP does not proscribe the treatment of demand deposits.
Phản hồi
The correct answer is: All of the above are weaknesses of using static GAP analysis versus
duration gap analysis.
Câu hỏi 43
Hoàn thành
Đặt cờ
IS GAP The earnings change ratio:
a.
measures how the yield on an asset is assumed to change given a 1% change in some base
rate.
b.
measures the change in net interest income for a given change in some base rate.
c.
is defined as yield on rate-sensitive liabilities divided by the yield on rate-sensitive assets.
Phản hồi
The correct answer is: measures how the yield on an asset is assumed to change given a 1%
change in some base rate.
Câu hỏi 44
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Đặt cờ
IS GAP Earnings-at-risk:
a.
examines the variation in net interest income associated with various changes in interest
rates.
b.
examines the change in asset composition, given a change in bank liabilities.
c.
is only an effective measure for 90 day intervals or less.
d.
considers only interest rate “shocks.”
Phản hồi
The correct answer is: examines the variation in net interest income associated with various
Câu hỏi 45
Hoàn thành
Đặt cờ
IS GAP Static GAP analysis focuses on managing net interest income in the short-run.
a.
False
b.
True
Phản hồi
The correct answer is: True
Câu hỏi 46
Không trả lời
Đạt điểm 1,00
Đặt cờ
LIQ Collateral is required against each of the following liabilities except ________.
a.
U.S. Treasury securities
b.
securities sold under agreement to repurchase
c.
borrowings from the Federal Reserve discount window
d.
public deposits owned by the U.S. Treasury
Phản hồi
The correct answer is: U.S. Treasury securities
Câu hỏi 47
Không trả lời
Đạt điểm 1,00
Đặt cờ
C2 Which of the following would a bank generally classify as a short-term investment?
a.
Repurchase agreements
b.
Demand deposits
c.
Deposits at the Federal Reserve
d.
Fed Funds purchased
Phản hồi
The correct answer is: Repurchase agreements
Câu hỏi 48
Không trả lời
Đạt điểm 1,00
Đặt cờ
EC2 The “provision for loan and lease losses”:
a.
is another name for a bank’s “burden.”
b.
represents management’s estimate of potential lost revenue from bad loans.
c.
are the realized losses from the previous accounting period.
d.
does not affect net income.
Phản hồi
The correct answer is: represents management’s estimate of potential lost revenue from bad
loans.
Câu hỏi 49
Không trả lời
Đạt điểm 1,00
Đặt cờ
EC2 What is the equity multiplier for a bank where equity is equal to 10% of total assets?
a.
90.00
b.
10.00
c.
110.00
d.
1.10
Phản hồi
The correct answer is: 10.00
Câu hỏi 50
Không trả lời
Đạt điểm 1,00
Đặt cờ
DGAP A 20-year annual coupon bond is currently selling for its par value of $10,000 with
an annual yield of 7%. If the bond is callable at par, what is the effective duration of the
bond, assuming rates change by 2%?
a.
4.56 years
b.
20.00 years
c.
25.00 years
d.
5.52 years
Phản hồi
The correct answer is: 4.56 years

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