[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-20-033":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-20-033","20",33,"有關遠期契約之信用風險，下列敘述何者正確？",[13,14,15,16],"買方須負擔賣方之信用風險，但賣方不須負擔買方之信用風險","賣方須負擔買方之信用風險，但買方不須負擔賣方之信用風險","買賣雙方皆須負擔對方之信用風險","信用風險由清算所負擔",2,"衍生性商品概論",1,"遠期契約在店頭市場一對一議定，沒有清算所居中承擔履約責任，也沒有每日結算與保證金追繳機制，到期前雙方的部位會隨市價浮動：標的上漲時賣方變成虧損的一方、可能違約不交割，標的下跌時換成買方想賴帳。因此買賣雙方都必須承受對方到期不履約的風險，選 (C)。(A)(B) 各自只認一方的風險，忽略價格可能往任一方向走。(D) 由清算所承擔信用風險是集中市場期貨的特徵，清算所介入後成為所有買方的賣方、所有賣方的買方，並以保證金與結算制度控管，遠期契約沒有這層保護。","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？",26,1785157763516]