题目内容（请给出正确答案）

[主观题]

The repricing gap approach calculates the gaps in each maturity bucket by subtracting

the()

A、current assets from the current liabilities.

B、long term liabilities from the fixed assets.

C、rate sensitive assets from the total assets.

D、rate sensitive liabilities from the rate sensitive assets.

E、current liabilities from tangible assets.

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更多“The repricing gap approach cal…”相关的问题

第1题

The repricing gap does not accurately measure FI interest rate risk exposure because(

The repricing gap does not accurately measure FI interest rate risk exposure because（

)

A、FIs cannot accurately predict the magnitude change in future interest rates.

B、FIs cannot accurately predict the direction of change in future interest rates.

C、accounting systems are not accurate enough to allow the calculation of precise gap measures.

D、it does not recognize timing differences in cash flows within the same maturity grouping.

E、equity is omitted.

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第2题

A method of measuring the interest rate or gap exposure of an FI is()

A method of measuring the interest rate or gap exposure of an FI is（)

A、the duration model.

B、the maturity model.

C、the repricing model.

D、the funding gap model.

E、All of the above.

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第3题

When repricing all interest sensitive assets and all interest sensitive liabilities i

n a balance sheet, the cumulative gap will be()

A、zero

B、one

C、greater than one

D、a negative value

E、infinity

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第4题

An FI finances a $250,000 2-year fixed-rate loan with a $200,000 1-year fixed-rate CD

. Use the repricing model to determine (a) the FI's repricing (or funding) gap using a 1-year maturity bucket, and (b) the impact of a 100 basis point (0.01) decrease in interest rates on the FI's annual net interest income？()

A、$0; $0.

B、-$200,000; +$2,000.

C、-$200,000; -$2,000.

D、+$50,000; -$500.

E、-$200,000; -$1,000.

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第5题

Immunizing the balance sheet to protect equity holders from the effects of interest r

ate risk occurs when()

A、the maturity gap is zero.

B、the repricing gap is zero.

C、the duration gap is zero.

D、the effect of a change in the level of interest rates on the value of the assets of the FI is exactly offset by the effect of the same change in interest rates on the liabilities of the FI.

E、after-the-fact analysis demonstrates that immunization coincidentally occurred.

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第6题

If an FI's repricing gap is less than zero, then()

If an FI's repricing gap is less than zero, then（)

A、it is deficient in its required reserves.

B、it is deficient in its capital ratio requirement.

C、its liability costs are more sensitive to changing market interest rates than are its asset yields.

D、its liability costs are less sensitive to changing market interest rates than are its asset yields.

E、the duration of the FI's liabilities exceeds the duration of FI's assets.

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第7题

The duration of all floating rate debt instruments is()

The duration of all floating rate debt instruments is（)

A、equal to the time to maturity.

B、less than the time to repricing of the instrument.

C、time interval between the purchase of the security and its sale.

D、equal to time to repricing of the instrument.

E、infinity.

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第8题

The repricing model ignores information regarding the distribution of assets and liab

ilities within maturity buckets. This limitation of the model refers to()

A、market value effect.

B、overaggregation.

C、runoffs and pre-payments.

D、OBS activities.

E、the spread effect.

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第9题

The repricing model measures the impact of unanticipated changes in interest rates on

()

A、the market value of equity.

B、net interest income.

C、both market value of equity and net interest income.

D、the FI's capital position.

E、the prices of assets and liabilities.

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第10题

If the chosen maturity buckets have a time period that is too long, the repricing mode

l may produce inaccurate results because()

A、as the time to maturity increases, the price volatility increases.

B、price changes will be overestimated.

C、there may be large differentials in the time to repricing for different securities within each maturity bucket.

D、the FI will be unable to accurately measure the quantity of rate sensitive assets.

E、the FI will be unable to accurately measure the quantity of rate sensitive liabilities.

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