课程名称︰货币银行学 课程性质︰系定必修 课程教师︰陈南光老师 开课学院：社会科学院 开课系所︰经济学系 考试日期（年月日）︰2009.04.17 考试时限（分钟）：120分钟 是否需发放奖励金：是 谢谢 （如未明确表示，则不予发放） 试题 : Total:100 points 1.(20 points)Explain how each of the followings affects either the numerator (capital) or the denominator(risk-adjusted assets) of the Basel capital adequacy ratio(CAR). (a)The bank sells off some morgates it originated(loan sale) (b)A firm defaults on its loans. The bank writes off the bad loan. (c)The bank sells off some US Treasury bonds to make commerical and industrial loans. (d)The bank issues more subordinated debts. 2.(15 points)How would the followings affect the money multiplier? (a)银行间竞争日愈激烈,拼命冲刺放款 (b)央行定期存单到期金额170亿元,新发行金额100.00亿元 (c)民众使用信用卡与电子转帐日愈普遍 3.(20 points)简要解释下列变动对於准备货币(reserve money)的立即影响 (a)新台币预期升值心理浓厚,外资大举汇入,央行干预阻升 (b)邮局决定将存在央行的转存款提出500亿元存入台湾银行 (c)美元不振,央行的外汇存底帐面(据悉)损失NT$500亿 (d)4月14日中央银行定期存单到期金额为170亿元,发行金额为400亿元 4.(10 points)Suppose the total reserves(TR) of the banking system are NT$600亿 元, and we know that Currency-Deposit Ratio C/D=0.25 Excess Reserves-Deposits Ratio ER/D=0.05 Required Reserve Ratio on Demand Deposits rd=10% Suppose C/D and ER/D are fixed in the short run (a)Calculate monetary base(MB), money multipulier(m),M1B, and C. (b)Suppose the central bank purchases 100亿 of securities from the banking system. When the multiple deposit creation process is completed, calculate new MB, M1B, and C. 5.(7 points)The bank panic during 1929-1933 in US caused the money supply to decrease by 25%. Analyze the factors that contribute to the decline in money supply. 6.(7 points)简要说明为何中央银行独立於政治干预的重要性.然而,中央银行的货币政策 对整体经济乃至於社会大众都有深远的影响.在民主社会中,如何能平衡中央银行所独有 的独立性地位? 7.(7 points)简要分析美国在1991年的FDICIA法案要采行"立即修正措施"(prompt corrective action)的目的与其作用. 8.(7 points)简要分析美国在1980年代初Saving & loans(S&Ls)的危机中.政府采行 Regulatry Forbearence 分别对那些insolvent S&Ls与其他金融机构的影响. 9.(7 points)What is the policy implication for a failing bank due to information-based run? --

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