[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-20-007":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"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":17,"explanation":19,"difficulty":20},"risk_mgmt-20-007","20",7,"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？",[13,14,15,16],"國家風險","再融資風險","再投資風險","市場價值風險",1,"商業銀行的流動性風險與利率風險管理","儲蓄貸款機構的資產是長期固定利率房貸,負債卻是短期存款,存續期間嚴重不對稱。1980年代美國利率飆升,舊房貸的利息收入被鎖死不動,存款一到期就得用高出許多的利率才留得住資金,換新資金的成本高過資產收益,利差由正轉負,虧損累積到資本耗盡而倒閉,這正是負債先到期、必須以更高成本重新籌資的再融資風險(B)。(C)再投資風險是資產先到期、只能以更低利率再投入,方向剛好相反;(D)市場價值風險著眼於淨值的折現價值變動;(A)國家風險屬跨境主權因素,與本案無關。","medium",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"risk_mgmt-20-006","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？",6,{"id":27,"question":28,"qno":29},"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":31,"question":32,"qno":33},"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":35,"question":36,"qno":37},"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":39,"question":40,"qno":41},"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":43,"question":44,"qno":45},"risk_mgmt-20-042","下列敘述哪個是不適當的資金移轉價格制度？",42,1785146815405]