[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-18-049":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-18-049","18",49,"信用風險的監控必須包含的資訊內容，不包括下列何者？",[13,14,15,16],"交易集中度","額度外的例外管理案件","交易對手使用額度的情形","主要客戶首年度手續費收入",3,"衍生性商品概論",1,"信用風險監控關心的是「交易對手會不會違約、違約時我曝險多少」，所以報表內容必須能回答曝險部位的分布與額度控管狀況。交易集中度可看出風險是否過度押在少數對手或產業；額度外的例外管理案件是逾越授信額度的破口，必須逐案追蹤；交易對手使用額度的情形則是即時掌握剩餘承作空間，(A)(B)(C) 都是必備資訊。主要客戶首年度手續費收入屬於業務績效與獲利貢獻的管理指標，用來評估業務推展成效，和對手違約可能性、曝險金額毫無關係，把它放進風控報表反而可能誘導以獲利為導向放寬風險把關，故 (D) 不包括在內。","easy",[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-18-018","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？",18,{"id":32,"question":33,"qno":34},"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":36,"question":37,"qno":38},"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":40,"question":41,"qno":42},"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":44,"question":45,"qno":46},"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？",26,1785157762250]