[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-19-052":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-19-052","19",52,"殖利率曲線形狀改變的風險歸屬於下列何種風險？",[13,14,15,16],"期間結構風險(Term Structures Exposures)","殖利率曲線風險(Yield Curve Exposures)","基差風險(Basis Risk)","匯率風險(Foreign Exchange Risk)",1,"衍生性商品概論","利率風險可以再拆成幾種不同形態：整條殖利率曲線平行上下移動屬於水準風險，而曲線變陡、變平或出現駝峰這類「形狀」上的改變，正是殖利率曲線風險 (B)。這種風險對長短天期部位配置不對稱的組合特別致命——例如做多短天期、放空長天期債券的部位，即使整體利率水準沒動，只要曲線變陡就會虧損。(A) 期間結構描述的是不同到期期限利率之間的關係本身，是一個概念而非風險名稱。(C) 基差風險指避險工具與被避險標的價格未同步變動所留下的殘餘風險。(D) 匯率風險來自幣別價格變動，與曲線形狀無關。","easy",[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？",26,1785157763020]