[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-20-031":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-20-031","20",31,"銀行的授信客戶集中在信用等級不佳的企業，常理上使用何種方法，計提的資本額較少？",[13,14,15,16],"內部模型法","內部評等法","標準法","與計提方法無關",2,"金融機構的資本適足制度",1,"標準法對企業債權多依外部信用評等給定風險權數，未取得外部評等者一律套用固定權數，體質再差也不會隨之往上跳，計提出來的資本自然偏低，故選(C)。(B)內部評等法要求銀行自行估計違約機率與違約損失率，客戶信用等級愈差，估出的違約機率愈高，風險權數與資本需求同步放大。(A)內部模型法以自建模型捕捉部位波動，風險敏感度更高，對劣質曝險同樣不會手軟。(D)計提方法決定風險權數對信用品質的反應程度，說「與計提方法無關」等於否定資本協定第一支柱的設計，也忽略了監理鼓勵銀行升級衡量方法的用意。","medium",[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？",29,1785146815607]