[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-21-029":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","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"risk_mgmt-21-029","21",29,"銀行為發揮內部評等法 (Internal Rating-Based Approach, IRB) 的管理功能，除須建立信用評等機制外，尚需建立之制度，下列敘述何者錯誤？",[13,14,15,16],"風險調整後之資本報酬率(RaROC)","風險資本(Capital at Risk)","法定資本","經濟資本(Economic Capital, EC)",2,"商業銀行的信用風險管理",1,"內部評等法要能發揮管理功能,關鍵在於把評等結果接上訂價與資本配置,因此銀行必須自行建立 (B) 風險資本與 (D) 經濟資本的估算能力:先用違約率、違約損失率等參數算出吸收非預期損失所需的資本,再以 (A) 風險調整後資本報酬率檢視各筆授信、各單位是否賺得比承擔的風險多,據以決定額度分配與獎酬。(C) 法定資本是主管機關依資本適足規範要求的最低資本,由外部監理訂定、銀行只能遵循,並不是為了發揮內部評等法管理功能而需要另行建立的內部制度,故為錯誤選項。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"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":28,"question":29,"qno":30},"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":32,"question":33,"qno":34},"risk_mgmt-20-049","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？",49,{"id":36,"question":37,"qno":38},"risk_mgmt-20-055","有關授信案之回收風險，下列敘述何者錯誤？",55,{"id":40,"question":41,"qno":42},"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":44,"question":45,"qno":46},"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？",16,1785146816123]