[{"data":1,"prerenderedAt":44},["ShallowReactive",2],{"q-credit_adv_prac-24-038":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-24-038","24",38,"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？",[13,14,15,16],"0.02%","0.20%","1.00%","2.00%",0,"信用風險管理",1,"兩個獨立事件同時發生的機率等於各自機率相乘。借款人違約機率百分之二、保證人違約機率百分之一，兩者獨立，算式為 2% × 1% = 0.02 × 0.01 = 0.0002，換算後即 0.02%，故選 (A)。授信上的意義很直接：徵取一位違約事件與借款人不相關的保證人，可把銀行真正受損的機率從百分之二壓到萬分之二。(B) 0.20% 是把 0.0002 誤讀成千分之二，小數位數算錯。(C) 1.00% 只取保證人單獨違約的機率。(D) 2.00% 只取借款人單獨違約的機率，都忽略了必須雙方同時違約銀行才收不回款。","easy",[23,27,31,35,38,41],{"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":34},"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":36,"question":37,"qno":26},"credit_adv_prac-24-037","有關信用評等制度，下列敘述何者錯誤？",{"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":34},"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？",1785170291052]