广东金融学院实验报告

课程名称：风险评估

珠海火力发电厂

一、  （1）珠海火力发电厂面临的主要风险大致有：1自然灾害：

雷电、台风、暴风、水灾（包括潮水）、滑坡、泥石流、地震等自然灾害。

2意外事故：1、人为因素1）各种材料和各种机器设备的供应商履约不力或违约，会造成工程使用不合格产品，造成工程的返工、损失增加；

2）初步设计或施工设计不当，会发生荷载计算错误、结构模型选错等，造成建筑物结构先天不足，使得建筑物在建造过程中处于不安全的状态，容易发生开裂、倾斜，甚至倒塌，为今后使用留下隐患；新工艺新技术的应用也潜藏着一些不安全因素。

3）施工人员不执行施工技术规范或施工方法错误，会造成结构开裂，倾斜或倒塌；在高空作业时，安全措施不周，或施工人员的疏忽和错误，会造成施工人员从高处坠落的伤亡事故；高空坠物会引起施工人员或第三者伤亡。防火安全措施不足，易引起火灾；施工用管道遭受碰撞，易产生泄露。

 2、爆炸 

 3、火灾

4业主现有财产的风险

5第三者责任风险

二、给出损失频率的风险描述

（3）给出损失幅度的风险描述

（4）建立风险矩阵

风险矩阵表

                                    

风险矩阵图

5）绘制风险坐标图。

 

 

第二篇：广东金融学院期末考试试题

广东金融学院期末考试试题

2007 —2008 学年第二学期 A卷 考试科目：金融市场学（双语）

(闭 卷 120 分钟)

系别________ 班 级________ 学号_________ 姓名_________

I. Define the following terms. (15%)

1 Treasury Notes

2 Repurchase Agreements

3 Currency Forwards

4 CDO

5 Hedge Funds

Ⅱ. Decide whether the following statements are true or false. (10%)

1. A bond’s current market value is equal to the present value of the coupon payments plus the present value of the face amount.( )

2. Discounting the future is the procedure used to find the future value of a dollar received today.( )

3. The current yield is the best measure of an investor’s return from holding a bond.( )

4. Unless a bond defaults, an investor cannot lose money investing in bonds.( )

5. The current yield is the yearly coupon payment divided by the current market price.( )

6 Governments never issue stock because they cannot sell ownership claims.( ) 7 Most of new equity issues are preferred stock.( )

8 The issuer of Treasury bond in the US is the Fed. ( )

9 Common stock is the riskiest corporate security, followed by preferred stock and

then bonds.( )

10 Dividend of common stock is fixed. ( )

Ⅲ. Choose the best answer to each of the following question. (30%)

A卷 1

1 Money market instruments issued by the U.S. Treasury are called

(a) Treasury bills. (b)Treasury notes.

(c) Treasury bonds. (d) Treasury strips.

2 The presence of _________ in financial markets leads to adverse selection and moral hazard problems that interfere with the efficient functioning of financial markets.

(a) noncollateralized risk (b) free-riding

(c) asymmetric information (d) costly state verification

3 The primary reason that individuals and firms choose to borrow long-term is to reduce the risk that interest rates will _________ before they pay off their debt. (a) rise (b)fall

(c) become more volatile (d)

4 Compared to money market securities, capital market securities have

(a) more liquidity. (b) longer maturities.

(c) lower yield (d)

5 Preferred stockholders hold a claim on assets that has priority over the claims of (a) both common stockholders and bondholders.

(b) neither common stockholders nor bondholders.

(c) common stockholders, but after that of bondholders.

(d) bondholders, but after that of common stockholders.

6. Which of the following can be described as involving indirect finance?

(a) A bank buys a U.S. Treasury bill from one of its depositors.

(b) A corporation buys commercial paper issued by another corporation.

(c) A pension fund manager buys commercial paper in the primary market.

(d) Both (a) and (c) of the above.

A卷 2 become more stable less risk.

7. Financial markets improve economic welfare because

(a) they allow funds to move from those without productive investment opportunities to those who have such opportunities.

(b) they allow consumers to time their purchases better.

(c) they weed out inefficient firms.

(d) they do all of the above.

(e) they do (a) and (b) of the above.

8. A country whose financial markets function poorly is likely to

(a) efficiently allocate its capital resources.

(b) enjoy high productivity.

(c) experience economic hardship and financial crises.

(d) increase its standard of living.

9. Which of the following are securities?

(a) A certificate of deposit

(b) A share of Texaco common stock

(c) A Treasury bill

(d) All of the above

(e) Only (a) and (b) of the above

10. Which of the following statements about the characteristics of debt and equity are true

(a) They both can be long-term financial instruments.

(b) They both involve a claim on the issuer’s income.

(c) They both enable a corporation to raise funds.

(d) All of the above.

(e) Only (a) and (b) of the above

11. The money market is the market in which _________ are traded.

A卷 3

(a) new issues of securities

(b) previously issued securities

(c) short-term debt instruments

(d) long-term debt and equity instruments

12. Long-term debt and equity instruments are traded in the _________ market. (a) primary

(b) secondary

(c) capital

(d) money

13. Which of the following are primary markets?

(a) The New York Stock Exchange

(b) The U.S. government bond market

(c) The over-the-counter stock market

(d) The options markets

(e) None of the above

14. Which of the following are secondary markets?

(a) The New York Stock Exchange

(b) The U.S. government bond market

(c) The over-the-counter stock market

(d) The options markets

(e) All of the above

15. A corporation acquires new funds only when its securities are sold in the (a) secondary market by an investment bank.

(b) primary market by an investment bank.

(c) secondary market by a stock exchange broker.

(d) secondary market by a commercial bank.

A卷 4

IV.Answer the following questions. (45%)

1. Distinguish between Option and futures contracts. (6%)

2. What are characteristics of capital market? Take three instruments in capital market as example. (6%)

3. Use the bond demand and supply framework to explain the Fisher effect and why it occurs.(6%)

4. If investors perceive greater interest rate risk, what will happen to the equilibrium interest rate in the bond market? Explain using the bond demand and supply framework.( 6%)

5. How will a decrease in the federal government’s budget deficit affect the equilibrium interest rate in the bond market? Explain using the bond demand and supply framework. (6%)

6. What is the expected return on a bond if the return is 9% two-thirds of the time and 3% one-third of the time? What is the standard deviation of the returns on this bond? Would you prefer this bond or one with an identical expected return and a standard deviation of 4.5? Why?(15%)

A卷 5