[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-deriv_prac-20-018":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-20-018","20",18,"銀行與客戶簽訂美元兌新臺幣遠期外匯合約，約定 6 個月後客戶可以匯率$33 買進 100 萬美元，客戶繳了新臺幣 75萬元保證金，如果美元兌臺幣匯率升到$34.5，則銀行面對之當期暴險額(current exposure)為何？",[13,14,15,16],"新臺幣 3,450 萬元","新臺幣 150 萬元","新臺幣 75 萬元","0",3,"衍生性商品概論",1,"當期暴險額只看合約現在對自己是不是有利：市值為正，才有錢可能因對手違約而收不回來；市值為負，代表自己是欠錢的一方，暴險額以零計。客戶有權用 33 元買進一百萬美元，市價升到 34.5 元，客戶端獲利為 (34.5－33)×1,000,000 ＝ 1,500,000 元，對銀行而言合約市值是負 150 萬元，沒有任何應收部位會落空，當期暴險額因此為 0，選 (D)。(A) 3,450 萬元是名目本金規模。(B) 150 萬元是客戶的利得、銀行的損失。(C) 75 萬元是收到的保證金，屬擔保而非暴險。","hard",[23,27,30,34,38,42],{"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":10},"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？",{"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？",26,1785157763340]