商业银行管理答案.pdfVIP

一、名词解释 二元银行制 联邦存款保险公司（FDIC）单元银行（unit banks） 货币市场基金 市场风险 流动性风险 基差风险 提前偿付风险 商业票据贴现 到期收益率 （YTM ）持有期收益率（HPY）累积缺口 久期 可贷资金理论 票据发行便利 贷款期权 回购协议 剥离证券 金融期货 现金管理 利率互换 利 率下限 资产证券化 银行股本乘数 剥离证券 缺口管理 信用违约互换（CDS ） 信用期权 法定准备金 利率期权 信贷配给 银企直联 逆回购 第三方 支付 集团网购 贷款损失准备金（ALL ） 二、简答题：贷款期权利率保险 1. 贴现率和准备金比率如何影响银行及其他存款机构的业务 2-24. How can changes in the central bank loan discount rate and reserve requirements affect the operations of depository institutions? What happens to the legal reserves of the banking system when the Fed grants loans through the discount window? How about when these loans are repaid? What are the effects of an increase in reserve requirements? The Discount Window is the department in each Federal Reserve Bank that receives requests to borrow reserves from banks and other depository institutions which are eligible to obtain credit from the Fed for short periods of time. The rate charged on such loans is called the discount rate. Reserve requirements are the amount of vault cash and deposits at the Federal Reserve banks that depository institutions raising funds from sources of reservable liabilities (such as checking accounts, business CDs, and borrowings of Eurodollars from abroad) must hold. If the Fed loans $200 million in reserves from the discount window, total reserves will rise by the amount of the discount window loan, but then will fall when the loan is repaid. Increasing reserve requirement means that depository institutions must keep more vault cash and reserves with the Federal Reserve for each deposit account they hold. This would have the effect of making less money available for loans. Since this has a multiplicative effect on the economy it can have a severe effect on the total amount of loans made and on the growth of the money supply that results. 2. 商业银行的中间业务和表外业务的区别和联系 表外业务与中间业务都是独立于资产负债业务之外的业务，两者既有联