[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-deriv_prac-20-017":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-20-017","20",17,"衡量流動性風險的最佳指標為：",[13,14,15,16],"風險值","Beta 係數","買賣價差","Sharpe 指標",2,"衍生性商品概論","流動性風險衡量的是「想出場時能不能用合理價格成交」，最直接的指標就是買賣價差：報價的買價與賣價差距越小，代表市場的承接與供給越充分，部位可以迅速變現而不必犧牲價格；價差突然擴大，往往就是流動性枯竭的第一個訊號，故選 (C)。(A) 風險值衡量的是特定信心水準下、一段期間內的最大可能損失，屬市場風險指標。(B) Beta 係數衡量個股相對大盤的系統性風險敏感度。(D) Sharpe 指標是每承擔一單位總風險換得的超額報酬，用來評比績效優劣，三者都與變現能力無關。","easy",[22,25,29,33,37,41],{"id":23,"question":24,"qno":10},"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？",{"id":26,"question":27,"qno":28},"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":30,"question":31,"qno":32},"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":34,"question":35,"qno":36},"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":38,"question":39,"qno":40},"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":42,"question":43,"qno":44},"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？",26,1785157763326]