[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-20-024":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-20-024","20",24,"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？",[13,14,15,16],"自 108 年起不得低於 100%","輸出入銀行、外國銀行在臺分行，不適用本標準","指合格高品質流動性資產總額，除以未來 60 個日曆日之淨現金流出總額","銀行應按月計算並申報流動性覆蓋比率",2,"商業銀行的流動性風險與利率風險管理",1,"流動性覆蓋比率是合格高品質流動性資產總額,除以未來30個日曆日的淨現金流出總額,用意是確保銀行在壓力情境下,手上的優質資產足以撐過一個月的資金流失。(C)寫成60個日曆日,把觀察期間拉長一倍,因此錯誤。(A)本標準採分年逐步提高,自108年起最低標準為100%;(B)輸出入銀行及外國銀行在臺分行因業務性質特殊,不適用本標準;(D)銀行應按月計算並申報該比率,供主管機關持續監控,三者敘述都正確。至於一年期以上的結構性流動性,則另由淨穩定資金比率負責把關。","hard",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"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":28,"question":29,"qno":30},"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":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？",42,1785146815559]