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1、风险管理试题（Riskmanagementquestions）First,radioquestions:1,aone-yearzerocouponbondyields16.7%,assumingthatthedebtordefaults,therecoveryrateiszero,ifthereisnoriskoftheannualyieldof5%1yearperiod,accordingtotheprobabilityofdefaultriskneutralpricingmodeltoobtaintheKPMGbondsin1yearsfor(B).A.0.05B.0.
2、10C.0.15D.0.202,onthefollowing2.customerratingsanddebtratingsthatisnottrue(B).A.debtratingisontheassumptionthatcustomershavetodefault,accordingtothecharacteristicsofeachfacilityitselfmaypredictthelossrateofdebtB.customerratingmainlyforeachspecificcustomerdebtratingC.atonepoint,thesamedebto
3、rcanonlyhaveonecustomerratingD.atsomepoint,differenttradingthesameobligormayhavedifferentdebtrating3,abankatthebeginningof2006doubtfulloansamountedto60billionyuan,ofwhich10billionyuanattheendof2006aslossloans,whichduetothenormalrecovery,thedisposalofnon-performingloansandotherreasonsorveri
4、ficationofsuspiciousloansdecreasedby15billionyuan,thebankdoubtfulloanmigrationrate(B).A.16.67%B.22.22%C.25.00%D.41.67%4,thefollowingistheloantransfersteps,thecorrectorderis(D).(1)selectahomogeneoussingleloantobetransferredandputitintoanassetportfolio(2)handlingloantransferprocedures(3)port
5、foliovaluation(4)signtransferagreement(5)negotiating(orbidding)todeterminethepurchaseprice(6)provideinvestorswithdetailedinformationaboutPortfolioA.(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)ABCD5,enterprisegroupsmayhavethefollowingcharacteristics:themain
6、individualinvestors/keymanagementpersonnelortheirclosefamilymembers(includingthelinearrelativeswithinthreegenerationsandwithintwogenerationsofcollateralrelatives)todirectorindirectcontrol.The"majorinvestor"hererefersto(a).A.directorindirectcontrolofindividualinvestorswhovotefor10%ormoreof1
7、0%ofanenterpriseB.directorindirectcontrolofindividualinvestorswhovotefor5%ormoreof5%ofanenterpriseC.directorindirectcontrolofindividualinvestorswhovotefor3%ormoreof3%ofanenterpriseD.directorindirectcontrolofindividualinvestorswhovotefor1%ormoreof1%ofanenterpri
