[{"data":1,"prerenderedAt":44},["ShallowReactive",2],{"q-credit_adv_prac-24-039":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-24-039","24",39,"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？",[13,14,15,16],"15 萬元","50 萬元","65 萬元","100 萬元",2,"信用風險管理",1,"循環額度的違約曝險額不能只看已動用金額，因為借款人在財務惡化時往往會把剩餘的未動用額度一次提滿，故須將未動用部分乘上信用風險轉換係數後加回。算式為：違約曝險額 = 已動用餘額 + (額度 − 已動用餘額) × 轉換係數 = 50 + (100 − 50) × 30% = 50 + 15 = 65 萬元，故選 (C)。(A) 15 萬元只算了未動用額度轉換後的部分，漏掉已撥出的 50 萬元。(B) 50 萬元只看帳上已動用餘額，等於假設轉換係數為零。(D) 100 萬元把整條額度都當成已動用，與題給的三成不符。","medium",[23,27,30,34,37,41],{"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":10},"credit_adv_prac-23-039","關於企業信用評分原則，下列敘述何者錯誤？",{"id":31,"question":32,"qno":33},"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":35,"question":36,"qno":26},"credit_adv_prac-24-037","有關信用評等制度，下列敘述何者錯誤？",{"id":38,"question":39,"qno":40},"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":42,"question":43,"qno":33},"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？",1785170291075]