[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-18-051":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"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":17,"explanation":19,"difficulty":20},"deriv_prac-18-051","18",51,"關於衍生性金融商品流動性風險，下列敘述何者錯誤？",[13,14,15,16],"流動性風險又可分為市場或商品的流動性風險及現金流量風險","造成現金流量風險的主要因素為複雜的評價模式","維持一定水準的高流動性資產，以備不時之需","金融機構本身信用不佳也可能會遭遇到流動性風險",1,"衍生性商品概論","流動性風險確實可分成兩塊：一是市場或商品流動性風險，指部位太大或市場太淺，想平倉卻找不到對手或必須大幅折價成交；二是現金流量風險，指到期應交割的資金調度不及，導致無法如期履行支付義務，(A) 正確。現金流量風險的成因是資金部位與到期日不匹配、保證金追繳突然放大、或籌資管道中斷，而 (B) 所說的複雜評價模式屬於模型風險與作業風險的範疇，會讓部位價值算不準，卻不是現金短缺的主因，故 (B) 錯誤、為本題答案。(C) 是標準的因應對策。(D) 也對，機構自身信用惡化會推高籌資成本甚至借不到錢，同樣引發流動性風險。","medium",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"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":27,"question":28,"qno":29},"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":31,"question":32,"qno":33},"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":35,"question":36,"qno":37},"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":39,"question":40,"qno":41},"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":43,"question":44,"qno":45},"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？",26,1785157762264]