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Bank financial management Answers Test Synergy
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Bank Financial Management Answers Test Synergy (Score Good)
The maximum share in the assets of Russian banks belongs to ...
correspondent bank accounts
bank accounts in Russia
loan debt
fixed assets
Irreducible balances of funds on demand for an unlimited period can be invested in ...
securities
loans to legal entities
mortgage loans to individuals
any kind of assets
It is incorrect that the payment calendar is entered ...
payment of dividends on shares owned by the bank
return of a deposit of a legal entity
redemption of bonds owned by a bank
payment of dividends on bank shares
repayment of a loan by a shareholder
future use of the credit line by the client
Open foreign exchange position ...
it is the difference between the value of assets and the value of liabilities denominated in foreign currency
in a separate foreign currency must not exceed 10% of the capital of the credit institution
calculated as the sum of long and short positions in various foreign currencies
always allows regulation by means of over-the-counter futures transactions for the purchase or sale of currency
Irreducible balances of funds on demand for an unlimited period can be invested in
securities
loans to legal entities
mortgage loans to individuals
any of the listed assets
Present value of interest rate swap just negotiated at fair value (fixed rate) ...
uncertain
negative
positive
equal to zero
It is not true that the source of the fixed capital of a Russian bank is ...
authorized capital of a bank
increase in property value due to revaluation
retained earnings of previous years and the current year
bank share premium
It is not true about the analysis of minimum balances on demand that ...
to assess the volatility of a series of residuals, you can use the exponentially weighted moving
middle
the use of Value-at-Risk (VaR) in the analysis of irreducible balances eliminates the possibility of breakdown
established limits
NOSTRO accounts are not included in the analysis of minimum balances
when determining the limits of minimum balances, the VaR indicator can be used
the analysis aims to assess the stable part of demand balances
analysis of irreducible balances on demand accounts allows you to determine the proportion of balances that can be invested for different periods
when the set limits are broken, the limits are revised
The liquidity deficit during the crisis is most often covered
attraction of IBC
issue of bonds
attracting deposits
attraction of loans from the Central Bank
Immunization is ...
approach to managing the interest rate risk of assets and liabilities
measure of interest rate risk
interest rate model
In Russian banks, asset and liability management is most often carried out in
treasury
dealing
risk department
finance department
Before the deadline, without the consent of the bank, you cannot withdraw ...
corporate client deposit
proceeds from the placement of bonds with an early redemption offer
deposit of an individual for a period of 1 year
funds on the LORO account of the counterparty bank
The purpose of transfer pricing is not:
assessment of the efficiency of the departments and adequate
rewards
stimulating the attraction and placement of resources
certain deadlines
streamlining the process of managing assets and liabilities
increasing the return on bank assets
It is not true that the function of the Asset and Liability Committee is ...
control over the limits of the accumulated liquidity deficit -
approval of the report on the state of liquidity in the bank
approval of special transfer prices for certain types of transactions
review of the report on the level of interest rate risk
consideration of the methodology for assessing foreign exchange risk
Additional information
Credit risk is taken into account when analyzing liquidity by ...
calculation of central bank ratios
simulation of defaults within the linear evolution model
renewal of all loans by the end of the year
prolongation of loans for which the probability of default exceeds the established level
In the structure of attracted funds of Russian banks, the most significant place is occupied by ...
settlement accounts of clients
customer deposits
subordinated loans
promissory notes issued
attracted by IBC
Bank Treasury ...
invests in the most profitable types of assets
gives assignments to attracting divisions to attract resources for a certain period
concludes foreign exchange swaps to regulate foreign exchange position
calculates reasonable rates on deposits of various terms
What is the preferred way to model bonds when stressing liquidity:
are returned at maturity at a discount of 1-PD, where PD is the probability of default
are refunded or rolled over depending on the probability of the issuer´s default (PD).
are returned on a contractual basis
extended until the end of the year
Liquidity stress testing ...
conducted at the request of the Central Bank
does not take into account the possible outflow of deposits
allows you to determine in advance future liquidity shortages
carried out on the assumption that all loans are rolled over
does not take into account the possible outflow of funds on demand
It is not true that the source of additional capital for a Russian bank is ...
profit of the current year
subordinated loan
reserve fund created from the profits of previous years to cover unexpected losses
cumulative preference shares
The disadvantage of gap analysis in liquidity management is ...
impossibility of analyzing on-demand accounts
impossibility of correct accounting of complex financial instruments
the need for scenario analysis
inability to account for credit risk
low accuracy
limited planning horizon
Indicator DV01:
coincides with the duration indicator
has the same dimension as the duration
coincides with the indicator of the modified duration
makes sense of sensitivity to changes in interest rates
The normal law of probability distribution ...
has a symmetric probability distribution
only allows positive random values
magnitudes
has three parameters
has heavy tails
It is not true that foreign exchange risk ...
can be assessed using the VaR indicator
is systematic
can be hedged using futures contracts
can be minimized by diversification
Basel Committee on Banking Supervision ...
controls the work of the central banks of the member countries of the committee
develops recommendations on risk management and supervision of commercial banks
develops recommendations on risk management in central banks
The NIM score is calculated as a ratio ...
the value of assets to the value of liabilities
interest margin to the amount of working assets
interest margin to the balance sheet
interest rate risk to the amount of working assets
Value-at-Risk ...
can only be calculated for the normal distribution
makes sense of the probability of not exceeding a certain level of losses
can be calculated for any period of time
used to assess irreducible balances
described in the regulations of the Central Bank of the Russian Federation
mathematically designed in 1995
It is not true that a bank portfolio can be immunized with ...
selling 8-year bonds and buying short-term bonds
issuing bonds of 10 years and issuing short-term loans
issue of short-term bills
attracting a long-term syndicated loan
Hedge your portfolio against interest rate risk with an interest rate swap ...
possible by taking a long position at a floating rate
possible by taking a short position at a floating rate
can´t
impractical, since portfolio has no interest rate risk
The first payment of the swap depends on ...
It is not true that the method of assessing interest rate ma
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