[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-21-031":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-21-031","21",31,"有關表內業務的信用風險的敘述，下列何者錯誤？",[13,14,15,16],"備抵呆帳覆蓋率的值越大，銀行信用風險越低","風險權數越高的授信資產，銀行的信用風險越低","借戶的信用等級越差，表示銀行的信用風險越大","借戶提供合格擔保品時，銀行會隨著信用風險降低，而減少風險性資產與自有資本的計提",1,"商業銀行的信用風險管理","風險權數是主管機關用來反映資產風險高低的乘數，權數訂得越高，代表這筆授信資產的潛在損失越大、銀行必須提列越多自有資本，信用風險是越高而不是越低，(B) 把方向講反了。(A) 備抵呆帳覆蓋率為備抵呆帳對逾期放款的比率，數值越大表示已提存的緩衝越厚，吸收呆帳的能力越強。(C) 借戶的信用等級越差，違約機率越高，銀行承擔的信用風險自然越大。(D) 借戶提供合格擔保品可作風險抵減，暴險金額下降，據以計算的風險性資產與資本計提也跟著減少。","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-20-049","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":35,"question":36,"qno":37},"risk_mgmt-20-055","有關授信案之回收風險，下列敘述何者錯誤？",55,{"id":39,"question":40,"qno":41},"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":43,"question":44,"qno":45},"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？",16,1785146816136]