[{"data":1,"prerenderedAt":44},["ShallowReactive",2],{"q-credit_adv_prac-24-040":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-24-040","24",40,"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？",[13,14,15,16],"0.91 億元","1.35 億元","2.24 億元","3.67 億元",2,"信用風險管理",1,"組合的預期損失等於各筆貸款的曝險金額乘上其違約機率後加總。逐筆計算：A 為 2 × 0.02 = 0.04 億元，B 為 5 × 0.35 = 1.75 億元，C 為 3 × 0.15 = 0.45 億元，合計 0.04 + 1.75 + 0.45 = 2.24 億元，故選 (C)。題目未另給違約損失率，故以百分之百計。(A) 0.91 億元、(B) 1.35 億元與 (D) 3.67 億元都不是逐筆加權後的結果，常見失誤是把曝險金額與違約機率配錯位置或漏計其中一筆。預期損失屬可預期的成本，應由利差與備抵呆帳吸收。","medium",[23,27,31,34,37,41],{"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":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":10},"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？",{"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":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？",1785170291080]