[{"data":1,"prerenderedAt":43},["ShallowReactive",2],{"q-credit_adv_prac-23-039":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"credit_adv_prac","進階授信人員專業能力測驗——授信實務","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"credit_adv_prac-23-039","23",39,"關於企業信用評分原則，下列敘述何者錯誤？",[13,14,15,16],"業界龍頭地位之企業，評分會較高","產能過剩企業，反映生產效能強勁，評分會較高","企業發展潛力愈高，評分會較高","所屬產業景氣愈好，評分會較高",1,"信用風險管理","企業信用評分是把還款能力拆成質化與量化因子逐項給分，其中產業景氣、市場地位、發展潛力都與未來現金流正相關，分數自然愈高。(B) 把因果講反了：產能過剩指的是產業整體供給大於需求，結果是殺價競爭、產能利用率下滑、存貨與應收帳款積壓、毛利遭到壓縮，對授信而言正是還款來源惡化的警訊，評分應該調降而非調高，故為錯誤敘述。(A) 業界龍頭具規模經濟與議價能力，景氣下行時撐得比同業久。(C) 發展潛力高代表營收與獲利成長可期，長期償債能力較穩。(D) 所屬產業景氣好，同業普遍受惠，違約率隨之下降。","easy",[22,26,30,33,37,40],{"id":23,"question":24,"qno":25},"credit_adv_prac-23-037","依據「銀行信用風險壓力測試作業指引」，壓力情境設計應符合下列哪項原則？",37,{"id":27,"question":28,"qno":29},"credit_adv_prac-23-040","已知 A 公司第一年的邊際違約機率為 d1；第二年的邊際違約機率為 d2，則其累積至第二年的違約機率，可以下列何者表示？",40,{"id":31,"question":32,"qno":25},"credit_adv_prac-24-037","有關信用評等制度，下列敘述何者錯誤？",{"id":34,"question":35,"qno":36},"credit_adv_prac-24-038","已知借款人與保證人之違約機率分別為 2%和 1%且為獨立事件，請問二者同時發生違約的機率為多少？",38,{"id":38,"question":39,"qno":10},"credit_adv_prac-24-039","A 銀行給予 B 公司短期信用循環額度 100 萬元，目前動用餘額為 50 萬元，假設信用風險轉換係數為 30%，則A 銀行對於 B 公司之違約曝險額為多少？",{"id":41,"question":42,"qno":29},"credit_adv_prac-24-040","貸款組合包括 A、B、C 三筆貸款，其曝險金額分別為 2、5、3 億元，對應之違約機率為 0.02、0.35 和 0.15，請問此組合的預期損失為多少？",1785170290561]