[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-deriv_prac-20-026":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-20-026","20",26,"「鎖住利差交換」(Spread-lock Swap)之「利差」係指下列何項？",[13,14,15,16],"期間溢酬","交換溢酬","市場風險溢酬","違約風險溢酬",1,"衍生性商品概論","鎖住利差交換的「利差」指的是交換溢酬，也就是交換利率與同天期公債殖利率之間的差距，選 (B)。這種交易讓客戶先把交換溢酬談定，實際承作日再以當時的公債殖利率加上先前鎖定的溢酬決定交換利率，好處是把兩個變數拆開處理：公債殖利率反映無風險利率走勢，交換溢酬反映銀行間的信用與資金供需，客戶只需鎖住後者，保留對前者的判斷彈性。(A) 期間溢酬是長短天期利率的差距。(C) 市場風險溢酬指風險性資產相對無風險利率的超額報酬。(D) 違約風險溢酬對應個別發行人的信用價差。","hard",[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":10},"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？",1785157763416]