[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-19-016":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-19-016","19",16,"關於市場風險管理，下列敘述何者正確？",[13,14,15,16],"停損限額不屬於量的控制","衍生性商品交易量限額是以名目本金為準","風險評估資訊品質與限額設定無關","複雜交易策略已考慮避險需要，因此不須進行限額管理",1,"衍生性商品概論","限額管理可分成「量的控制」與「質的控制」兩塊。交易量限額屬於量的控制，衍生性商品因為初始投入資金遠小於曝險規模，所以一律以名目本金作為計量基礎，才能真實反映槓桿放大後的部位大小。(A) 錯在停損限額正是典型的量的控制工具，用累積損失金額設上限；(C) 錯在限額設定高度依賴風險評估資訊的品質，評價模型不準、部位資料延遲，訂得再細的限額也只是虛設；(D) 錯得最明顯，交易策略越複雜、鑲嵌的選擇權越多，風險越難直觀掌握，越需要限額管理，掛著避險名義並不能免除控管義務。","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？",26,1785157762577]