[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-deriv_prac-20-051":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-20-051","20",51,"一般金融機構對於市場風險所採行限額控制方式，下列何者不在其中？",[13,14,15,16],"交易量限額","選擇權限額","交割限額","缺口限額",2,"衍生性商品概論",1,"市場風險來自價格、利率、匯率的波動，常用限額多半直接綁在部位或敏感度上：交易量限額控制承作規模，選擇權限額針對 Delta、Gamma 等希臘字母設上限，缺口限額管理不同到期期間資產負債的期差暴險，(A)(B)(D) 都屬之。(C) 交割限額管的是同一營業日對單一交易對手應收付款項的總額，防的是款項已付出卻收不回來，歸在信用風險與交割風險的控制工具，不是市場風險限額，故選 (C)。判別訣竅：看這個限額防的是價格波動，還是對手不履約。","medium",[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？",26,1785157763726]