[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-20-029":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","c5",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"risk_mgmt-20-029","20",29,"有關信用風險的資本計提，下列何者不屬於內部評等法(Internal Rating-Based Approach, IRB)的決定因素？",[13,14,15,16],"違約機率","存續期間","違約損失率","信用暴險值",1,"金融機構的資本適足制度","內部評等法要求銀行自行估計借戶與交易的風險要素，再代入監理機關給定的公式算出資本計提。它的風險要素是 (A) 違約機率、(C) 違約損失率、(D) 信用暴險值，以及到期期間，分別回答借戶違約的可能性多高、違約後收不回來的比例多少、違約當下的暴險金額多大、以及暴險拉多長。(B) 存續期間衡量的是債券價格對殖利率變動的敏感度，用來管理利率與市場風險，並不是信用風險資本計提的參數，兩者名稱相近但用途不同，故為本題答案。","hard",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"risk_mgmt-20-022","票券金融公司的資本適足率低於 6%者，主管機關可採行下列哪些措施？ A.解除負責人職務 B.命令取得或處分特定資產，應先經主管機關核准 C.命令處分特定資產 D.命令對負責人之報酬予以降低",22,{"id":27,"question":28,"qno":29},"risk_mgmt-20-023","為限制信用過度擴張，Basel III 規範銀行額外計提資本，此規範的用意為何？",23,{"id":31,"question":32,"qno":33},"risk_mgmt-20-025","票券金融公司的資本適足率在 6%以上，未達 8%時，主管機關得採行下列哪些措施？ A.不得以現金分配盈餘 B.不得以現金買回流通在外股份 C.限期提出資本重建計畫 D.限期提出財務業務改善計畫",25,{"id":35,"question":36,"qno":37},"risk_mgmt-20-026","保險公司的資本適足率至少須達多少以上，才可申請從事衍生性金融商品交易之業務？",26,{"id":39,"question":40,"qno":41},"risk_mgmt-20-027","有關證券業在不同資本適足率下之業務規範及限制，下列敘述何者錯誤？",27,{"id":43,"question":44,"qno":45},"risk_mgmt-20-030","表外的非衍生性商品，估計其風險性資產時，下列敘述何者錯誤？",30,1785146815592]