[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-21-032":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-21-032","21",32,"有關不良授信資產，下列敘述何者錯誤？",[13,14,15,16],"不良授信資產比率為不良授信資產除以總授信資產淨額之比率","不良授信資產係指第三類可望收回者至第五類收回無望者之授信資產合計","逾期放款比率為逾期放款（依法認列，還包括催收款及呆帳）對放款總額之比率","備抵呆帳覆蓋率為備抵呆帳對逾期放款（依法認列，還包括催收款及呆帳）之比率",1,"商業銀行的信用風險管理","依銀行資產評估相關辦法，授信資產按債權確保情形分成第一類正常、第二類應予注意、第三類可望收回、第四類收回困難、第五類收回無望共五級；不良授信資產是把第二類應予注意以下全部納入，也就是第二類至第五類的合計，(B) 從第三類才起算，漏掉應予注意這一級，故錯誤。(A) 不良授信資產比率以不良授信資產為分子、總授信資產淨額為分母。(C) 逾期放款比率的分子含依法認列的逾放、催收款與呆帳，分母為放款總額。(D) 備抵呆帳覆蓋率是備抵呆帳對逾期放款的倍數。","hard",[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？",16,1785146816149]