[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-19-028":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-19-028","19",28,"衍生性商品之交易對手在履行交割義務前違約而造成的損失，可稱為：",[13,14,15,16],"結算前風險","結算後風險","法律前風險","法律後風險",0,"衍生性商品概論",1,"交易對手信用風險依違約發生的時點切成兩段。結算前風險指契約存續期間、尚未進入交割程序時對手就違約，此時損失的是重新承作一筆相同契約所需的重置成本，也就是市價評估後的重置成本加計未來潛在曝險，金額隨市場波動而變。(B) 結算後風險又稱交割風險，指自己已付款或交券、對手卻未履行對待給付，暴險金額是整筆交割金額，時間窗很短但金額很大，外匯交易因時區落差造成的赫斯塔特風險即屬此類。(C)、(D) 並非信用風險的標準分類；法律風險討論的是契約效力與可執行性，歸在作業風險範疇。","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-18-018","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？",26,1785157762751]