[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-20-037":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-20-037","20",37,"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？",[13,14,15,16],"存款準備與流動準備，係與利率風險有關的準備部位","存款準備與流動準備，係與流動性風險有關的準備部位","全行的利率風險以資產負債的「利率敏感性和非敏感性」為基準，設置缺口指標","流動性風險以現金流入與流出相減的「淨現金流量」為基礎，設置缺口指標",0,"商業銀行的流動性風險與利率風險管理",1,"存款準備是依規定按存款種類向中央銀行提繳的準備金，流動準備則要求銀行持有一定比率的高流動性資產，兩者的用意都在確保銀行隨時有錢應付客戶提領，屬於流動性風險的準備部位，與利率高低無關，(A)硬把它們掛到利率風險，方向錯了；(B)才是正確的歸屬。(C)全行利率風險的衡量，是把資產與負債依「利率敏感性和非敏感性」分類後算出敏感性缺口，觀察利率變動對淨利息收入的衝擊。(D)流動性風險則以各期間現金流入減流出的淨現金流量為基礎設置缺口指標，監控資金到期的錯配情形。","medium",[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-20-024","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":36,"question":37,"qno":38},"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":40,"question":41,"qno":42},"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":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？",42,1785146815664]