[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-18-018":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"deriv_prac","衍生性金融商品銷售人員資格測驗——衍生性金融商品概論與實務","c1",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"deriv_prac-18-018","18",18,"結算前風險可以區分為現有違約風險及潛在違約風險，關於違約風險，下列敘述何者錯誤？",[13,14,15,16],"客戶違約風險只有在市場走勢不利於客戶時，方可能存在","潛在的違約風險，主要是因為未來的市場風險所造成的","潛在的違約風險可以沖抵","應該使用保守穩健的方式求出潛在的違約風險",2,"衍生性商品概論",1,"結算前風險拆成兩塊：現有違約風險是按目前市價算出的重置成本，潛在違約風險則是估計到期前市場再變動、暴險可能擴大到什麼程度。(C) 錯在把兩者混為一談——現有暴險是已成形的市值，可依淨額結算約定相互沖抵；潛在暴險只是各部位未來的最大可能值，不同部位的最壞情境不會同時發生，本來就不能直接互抵，實務上採保守加總或以係數調整。(A) 正確，客戶要在市場走勢對自己不利、帳上出現虧損時才有違約誘因。(B) 正確，潛在暴險的來源就是未來的市場風險。(D) 正確，估計未來本來就該採保守穩健的假設。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"deriv_prac-18-017","δ(Delta)變動所引發選擇權價值變動的風險，係指下列何者？",17,{"id":28,"question":29,"qno":30},"deriv_prac-18-022","臺灣市場上所稱之「連動債」或「結構債」，其本質係屬於下列何者？",22,{"id":32,"question":33,"qno":34},"deriv_prac-18-024","台灣的某家進口廠商預期在 3 個月後須支付一筆歐元 100,000，在無做任何避險交易下，廠商所擔心的是，屆時台幣將會作何變化？",24,{"id":36,"question":37,"qno":38},"deriv_prac-18-025","「利率上限」(interest rate cap)簡稱為 Cap，以下敘述何者為正確？",25,{"id":40,"question":41,"qno":42},"deriv_prac-18-026","證券商與銀行可以利用「資產交換」的方式，將可轉換公司債分解成哪兩大部分？",26,{"id":44,"question":45,"qno":46},"deriv_prac-18-027","保本型外幣組合式商品結構為：",27,1785157761917]