[{"data":1,"prerenderedAt":43},["ShallowReactive",2],{"q-credit_adv_prac-25-040":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-25-040","25",40,"假設 A 公司之第一年和第二年的違約機率分別 P1、P2，其於第二年違約的機率為何？",[13,14,15,16],"P1+P2","(1-P1)*P2","(1-P1)*(1-P2)","(1-P1)+(1-P2)",1,"信用風險管理","在第二年才違約，必須先撐過第一年再於第二年倒下，所以是第一年存活機率乘上第二年的條件違約機率，即 (1-P1)×P2，(B) 正確。以 P1=0.05、P2=0.08 實算：(1-0.05)×0.08=0.076；且 0.05 加 0.076 加兩年都存活的 0.874 恰等於 1，是完整的機率分割。(A) 把兩年違約率直接相加，重複計入第一年已違約者，兩年累計違約率應為 P1+(1-P1)P2=0.126。(C) 算的是兩年都沒違約，方向相反。(D) 兩存活率相加為 1.87，超過 1，不符機率基本性質。","medium",[22,26,30,33,36,40],{"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-23-039","關於企業信用評分原則，下列敘述何者錯誤？",39,{"id":31,"question":32,"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":34,"question":35,"qno":25},"credit_adv_prac-24-037","有關信用評等制度，下列敘述何者錯誤？",{"id":37,"question":38,"qno":39},"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":41,"question":42,"qno":29},"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？",1785170291508]