[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-20-030":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","c5",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"risk_mgmt-20-030","20",30,"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？",[13,14,15,16],"信用相當額＝交易金額×信用轉換係數","風險性資產＝信用相當額×風險權數","信用轉換係數有 0%、20%、50%、100%","風險權數有 0%、20%、50%、100%",3,"金融機構的資本適足制度",1,"表外的非衍生性商品要先換算成相當於表內授信的金額再加權:信用相當額等於交易金額乘上信用轉換係數(A),再乘以交易對手適用的風險權數,才得到風險性資產(B);信用轉換係數則依表外項目的風險高低分為0%、20%、50%、100%四檔(C),三者敘述都正確。(D)錯在把風險權數也限縮成同樣四檔:標準法下的風險權數另有住宅抵押貸款適用的較低權數,以及對評等不佳的主權、銀行、企業暴險適用的150%等較高權數,級距比信用轉換係數多,並非只有那四種。","hard",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"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":28,"question":29,"qno":30},"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":32,"question":33,"qno":34},"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":36,"question":37,"qno":38},"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":40,"question":41,"qno":42},"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":44,"question":45,"qno":46},"risk_mgmt-20-029","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？",29,1785146815604]