[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-20-006":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":22},"risk_mgmt","風險管理基本能力測驗——風險管理制度與實務","c8",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"risk_mgmt-20-006","20",6,"市場利率變動，導致資產負債之經濟價值跟著變動的風險，係稱為下列何種風險？",[13,14,15,16],"再投資風險","再融資風險","市場價值風險","信用風險",2,"商業銀行的流動性風險與利率風險管理",1,"利率變動對銀行的衝擊可拆成兩條路徑:一條影響未來的利息收支,另一條影響資產與負債的現值。市場利率上升時,固定利率的資產與負債折現值同步下滑,兩邊變動幅度若不一致,淨值就會縮水,這種因利率變動使資產負債經濟價值跟著改變的風險,就是市場價值風險(C)。(A)再投資風險是收回的本息只能以較低利率再投入,吃虧的是未來收益率;(B)再融資風險是負債到期後必須以更高成本換新資金;(D)信用風險來自借款人違約,屬於對手信用問題,與利率變動無關。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"risk_mgmt-20-007","美國的儲蓄貸款機構於 1980 年代出現倒閉風潮，係受到下列何種風險威脅金融機構的例證？",7,{"id":28,"question":29,"qno":30},"risk_mgmt-20-024","依銀行流動性覆蓋比率實施標準，有關流動性覆蓋比率，下列敘述何者錯誤？",24,{"id":32,"question":33,"qno":34},"risk_mgmt-20-035","下列何種資金來源，屬於銀行「非自主性」的債務？",35,{"id":36,"question":37,"qno":38},"risk_mgmt-20-036","觀察銀行是否存在嚴重的流動性風險，下列敘述何者錯誤？",36,{"id":40,"question":41,"qno":42},"risk_mgmt-20-037","銀行之流動性風險與利率風險管理的監督指標，下列敘述何者錯誤？",37,{"id":44,"question":45,"qno":46},"risk_mgmt-20-042","下列敘述哪個是不適當的資金移轉價格制度？",42,1785146815401]