[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-20-046":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-20-046","20",46,"銀行營業單位有 100 億元放款資產及 60 億元存款負債，已知放款利率 9%、存款利率 4%、聯行往來利率為 7%，請計算營業單位的營運利潤？",[13,14,15,16],"1.8 億元","2 億元","3.8 億元","5 億元",2,"商業銀行的流動性風險與利率風險管理",1,"營運利潤要把放款與存款兩邊的內部利差分開計算。放款一百億元收取九％利息共九億元，但這筆資金是向總行借用的，須依聯行往來利率七％付出七億元，放款端貢獻為 100×(9％－7％)＝2 億元。存款六十億元付給客戶四％共二點四億元，同時把資金供應給總行可收七％共四點二億元，存款端貢獻為 60×(7％－4％)＝1.8 億元。兩者相加 2＋1.8＝3.8 億元，故選(C)。(D)五億元是誤把放款利息九億元減掉存款利息四億元、忽略了聯行往來利率；(A)一點八億元只算了存款端，(B)二億元只算了放款端。","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？",37,1785146815730]