风险管理试题（Risk management questions）.docVIP

风险管理试题（Risk management questions） First, radio questions: 1, a one-year zero coupon bond yields 16.7%, assuming that the debtor defaults, the recovery rate is zero, if there is no risk of the annual yield of 5% 1 year period, according to the probability of default risk neutral pricing model to obtain the KPMG bonds in 1 years for (B). A.0.05 B.0.10 C.0.15 D.0.20 2, on the following 2. customer ratings and debt ratings that is not true (B). A. debt rating is on the assumption that customers have to default, according to the characteristics of each facility itself may predict the loss rate of debt B. customer rating mainly for each specific customer debt rating C. at one point, the same debtor can only have one customer rating D. at some point, different trading the same obligor may have different debt rating 3, a bank at the beginning of 2006 doubtful loans amounted to 60 billion yuan, of which 10 billion yuan at the end of 2006 as loss loans, which due to the normal recovery, the disposal of non-performing loans and other reasons or verification of suspicious loans decreased by 15 billion yuan, the bank doubtful loan migration rate (B). A.16.67% B.22.22% C.25.00% D.41.67% 4, the following is the loan transfer steps, the correct order is (D). (1) select a homogeneous single loan to be transferred and put it into an asset portfolio (2) handling loan transfer procedures (3) portfolio valuation (4) sign transfer agreement (5) negotiating (or bidding) to determine the purchase price (6) provide investors with detailed information about Portfolio A. (1) (2) (3) (4) (5) (6) B. (6) (5) (3) (2) (4) (1) C. (1) (2) (5) (3) (6) (4) D. (1) (3) (6) (5) (4) (2) A B C D 5, enterprise groups may have the following characteristics: the main individual investors / key management personnel or their close family members (including the linear relatives within three generations and within two generations of collateral relatives) to direct or indirect control. The major investor here refe