Financial Institutions Management A Risk Management Approach 5E - CDN - Saunders - TBCH15

《Financial Institutions Management A Risk Management Approach 5E - CDN - Saunders - TBCH15》由会员上传分享，免费在线阅读，更多相关内容在教育资源-天天文库。

1、CH15Student:___________________________________________________________________________1.MarketriskistheuncertaintyofanFI'searningsresultingfromchangesinmarketconditionssuchasinterestratesandassetprices.  True    False 2.Assecuritizationofassetscontinuestoexpand,theman

2、agementofmarketriskwillbecomemoreimportanttoFIs.  True    False 3.IncomefromtradingactivitiesofFIsislessimportanttodaythanthetraditionalactivitiesofbanks.  True    False 4.Assetsandliabilitiesthatareexpectedtorequireextensivetimetoliquidatearenormallyplacedintheinvestm

3、entportfolio.  True    False 5.Themajortradersofmortgage-backedsecuritiespriortotherecentfinancialcrisiswereinvestmentbanksandsecuritiesfirms.  True    False 6.Althoughglobalfinancialmarketsdeterioratedduringthesummerof2009,bySeptemberofthatyearthebankingsystemhadretur

4、nedtonormaloperation.  True    False 7.Marketriskmanagementisimportantasasourceofinformationonriskexposureforseniormanagement.  True    False 8.Consideringthemarketriskoftraders'portfoliosforthepurposeofestablishinglogicalpositionlimitspertraderineachareaoftradingisare

5、sourceallocationbenefitofmarketriskmeasurement.  True    False 9.IfatraderinchargeofaninvestmentportfolioofanFIgeneratesreturnsthatarehigherthanothertradersattheFI,sheshouldberewardedwithhighercompensation.  True    False 10.TheVolkerRuleisintendedtoreducemarketriskatU

6、.S.deposit-takinginstitutions.  True    False 11.Deposit-takinginstitutionsoperatingintheU.S.areprohibitedfromproprietarytradingbytheVolkerRule.  True    False 12.TheVolkerRulereducesthespecialnessofbanksoperatingintheU.S.inmaturityintermediationbyeffectivelyforcingDTI

7、stoholdamatchedmaturitybook.  True    False 13.Marketriskisthepotentialgaincausedbyanadversemovementinmarketconditions.  True    False 14.Banksarelimitedbyregulationtousingthehistoricorbacksimulationmethodtoquantifymarketriskexposure.  True    False 15.Dailyvalueatrisk

8、(VaR)isdefinedasthedollarvalueofapositiontimespricesensitivity.  True    False 16.Marketvalueatrisk(VaR)isdefinedasth