課程名稱︰貨幣銀行學 課程性質︰系定必修 課程教師︰陳南光老師 開課學院：社會科學院 開課系所︰經濟學系 考試日期（年月日）︰2009.04.17 考試時限（分鐘）：120分鐘 是否需發放獎勵金：是 謝謝 （如未明確表示，則不予發放） 試題 : 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)銀行間競爭日愈激烈,拼命衝刺放款 (b)央行定期存單到期金額170億元,新發行金額100.00億元 (c)民眾使用信用卡與電子轉帳日愈普遍 3.(20 points)簡要解釋下列變動對於準備貨幣(reserve money)的立即影響 (a)新台幣預期升值心理濃厚,外資大舉匯入,央行干預阻升 (b)郵局決定將存在央行的轉存款提出500億元存入台灣銀行 (c)美元不振,央行的外匯存底帳面(據悉)損失NT$500億 (d)4月14日中央銀行定期存單到期金額為170億元,發行金額為400億元 4.(10 points)Suppose the total reserves(TR) of the banking system are NT$600億 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 100億 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)簡要說明為何中央銀行獨立於政治干預的重要性.然而,中央銀行的貨幣政策 對整體經濟乃至於社會大眾都有深遠的影響.在民主社會中,如何能平衡中央銀行所獨有 的獨立性地位? 7.(7 points)簡要分析美國在1991年的FDICIA法案要採行"立即修正措施"(prompt corrective action)的目的與其作用. 8.(7 points)簡要分析美國在1980年代初Saving & loans(S&Ls)的危機中.政府採行 Regulatry Forbearence 分別對那些insolvent S&Ls與其他金融機構的影響. 9.(7 points)What is the policy implication for a failing bank due to information-based run? --

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