[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-20-016":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-20-016","20",16,"下列何者不屬於利率風險？",[13,14,15,16],"殖利率曲線平行移動所引發的債券價格波動","殖利率曲線形狀改變所引發的債券價格波動","指標利率與基本放款利率之間的利差關係改變所引發的基差風險","股票無法即時賣出所造成的價格損失",3,"衍生性商品概論",1,"利率風險指的是市場利率變動導致部位價值受損的可能性。(A) 殖利率曲線整條平行上下移動，債券價格隨之反向變動，是最典型的利率水準風險；(B) 曲線變陡或變平，使長短天期利率的變動幅度不一致，屬曲線形狀風險；(C) 指標利率與基本放款利率之間的利差跑掉，資產與負債的重定價基準不同步，是利率基差風險。三者的共同點都是「利率」這個變數在動。(D) 股票因市場缺乏承接量而無法即時賣出、被迫壓低價格成交，起因是市場深度不足而非利率變動，屬流動性風險，故選它。","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？",26,1785157763313]