[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-risk_mgmt-20-049":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"risk_mgmt","風險管理基本能力測驗——風險管理制度與實務","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"risk_mgmt-20-049","20",49,"假設 ARMs 定儲利率指數為 2.5%，銀行承作房貸之成本加碼為 2.55%，企業金融業務有關違約風險之信用等級加碼為 1%，請根據 ARMs 房貸之利率訂價方式，計算房貸利率為何？",[13,14,15,16],"6.05%","5.05%","3.55%","3.50%",1,"商業銀行的信用風險管理","指數型房貸的訂價公式是「定儲利率指數＋加碼」，加碼用來反映銀行承作該筆房貸的資金成本、營運費用與該客群的信用風險。房貸的成本加碼為二點五五％，因此房貸利率＝2.5％＋2.55％＝5.05％，故選(B)。至於一％的信用等級加碼是企業金融業務用來反映企金戶違約風險的數字，客群屬性、風險特性與計價基礎都與個人房貸不同，不能疊加到房貸利率上，(A)六點零五％正是誤把這一％加進去的結果。(C)三點五五％只加了信用等級加碼、漏掉成本加碼，(D)三點五零％連指數與加碼的組合都對不上，金額明顯偏低。","medium",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"risk_mgmt-20-028","銀行的交易對手發現，衍生性交易明顯不利於自己時，可能選擇「不履約」，稱為下列何種風險？",28,{"id":27,"question":28,"qno":29},"risk_mgmt-20-048","仁愛銀行辦理信用卡業務時，每名好客戶平均每年創造 1,050 元利潤，又知該銀行的再投資報酬率為 5%，過去與這類好客戶平均維持 3 年的往來，請問該銀行延攬一名好客戶可為其創造多少利潤？",48,{"id":31,"question":32,"qno":33},"risk_mgmt-20-055","有關授信案之回收風險，下列敘述何者錯誤？",55,{"id":35,"question":36,"qno":37},"risk_mgmt-20-056","客戶的「直接放款風險」，通常使用下列何者衡量暴露風險？",56,{"id":39,"question":40,"qno":41},"risk_mgmt-21-016","銀行承作中小企業授信時，尋求「中小企業信保基金」給予保證，對於債權銀行的信用風險有何影響？",16,{"id":43,"question":44,"qno":25},"risk_mgmt-21-028","實務上，銀行的「債權管理」存在回收風險，該回收風險包括下列何者？ A.擔保品風險 B.第三人保證的風險 C.簽訂的法律契約風險",1785146815757]