[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-20-045":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-20-045","20",45,"銀行對外借入期限 1 年、利率 1.5%的債務，取得 2 年期、年報酬率 3%之資產，請問債務 1 年到期後再舉債時，下列哪一個利率水位會發生再融資風險？",[13,14,15,16],"0.50%","1.00%","1.50%","2.00%",3,"商業銀行的流動性風險與利率風險管理",1,"再融資風險指負債到期後必須重新借錢時，市場利率已經比原來高，使資金成本上升、利差被壓縮的風險。銀行原本以一點五％借入一年期資金，搭配二年期、報酬率三％的資產，第一年淨賺一點五個百分點；一年後負債到期必須再舉債，只要新的借款利率高於原來的一點五％，成本就上升、利差就縮水，風險即已發生，故(D)的二％符合。(A)零點五％與(B)一％都比原利率低，重新舉債反而更便宜，是有利的情況。(C)一點五％與原利率相同，成本持平、利差維持不變，同樣沒有惡化。關鍵在比較新舊負債利率的高低，不是拿它跟資產報酬率比。","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-20-037","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？",37,1785146815727]