[{"data":1,"prerenderedAt":44},["ShallowReactive",2],{"q-credit_adv_prac-23-040":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"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":19,"explanation":20,"difficulty":21},"credit_adv_prac-23-040","23",40,"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？",[13,14,15,16],"d1＋d2","(1－d1)＋(1－d2)","d1＋(1－d1)＊d2","(1－d1)＋d1＊(1－d2)",2,"信用風險管理",1,"累積違約機率從存活角度推：第一年存活機率為 1－d1，撐過首年後 d2 才發揮，故次年才違約的機率為 (1－d1)×d2。把第一年違約與第一年存活但次年違約兩種互斥情形相加，得 d1＋(1－d1)×d2，即 1－(1－d1)(1－d2)，故選 (C)。以 d1＝5%、d2＝8% 驗算：1－0.95×0.92＝0.126，0.05＋0.95×0.08 亦＝0.126。(A) 直接相加重複計入第一年已違約者，得 0.13 偏高。(B)(D) 是存活率的變形，代入得 1.87 與 0.996，非機率。","medium",[23,27,31,34,38,41],{"id":24,"question":25,"qno":26},"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":28,"question":29,"qno":30},"credit_adv_prac-23-039","關於企業信用評分原則，下列敘述何者錯誤？",39,{"id":32,"question":33,"qno":26},"credit_adv_prac-24-037","有關信用評等制度，下列敘述何者錯誤？",{"id":35,"question":36,"qno":37},"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":39,"question":40,"qno":30},"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":42,"question":43,"qno":10},"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？",1785170290574]