[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-risk_mgmt-21-034":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","c7",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"risk_mgmt-21-034","21",34,"原來為 10,000 元的債券，敏感性係數為 5 時，殖利率上升 1 個基本點(Basis Point)，請問此時的債券價格應為多少元？",[13,14,15,16],"9,950 元","9,500 元","9,995 元","500 元",2,"商業銀行的市場風險管理",1,"敏感性係數就是 PVBP，意思是殖利率每變動 1 個基本點，債券價格會跟著變動多少金額；係數為 5，代表殖利率每動 1BP，價格就變動 5 元。債券價格與殖利率反向，殖利率上升 1BP 時價格下跌，算式為 10,000 - 5 × 1 = 9,995 元，故選 (C)。(A) 9,950 元是跌了 50 元，那是殖利率上升 10BP 的結果。(B) 9,500 元跌了 500 元，把幅度放大一百倍。(D) 500 元把價格本身與價格變動量混為一談，量級完全不合理。","medium",[23,27,31,34,38,41],{"id":24,"question":25,"qno":26},"risk_mgmt-20-008","有關市場風險的特性，下列敘述何者錯誤？",8,{"id":28,"question":29,"qno":30},"risk_mgmt-20-033","銀行通常從業務管理與風險管理兩方向訂定所需指標，以管理與監督市場風險之變化，下列敘述何者錯誤？",33,{"id":32,"question":33,"qno":10},"risk_mgmt-20-034","有關市場風險之管理指標，不包含下列何者？",{"id":35,"question":36,"qno":37},"risk_mgmt-20-058","假設債券部位的投資損失符合常態分配，單尾的容忍水準 2.5%當作損失門檻，殖利率的標準差為 0.5%，敏感性係數為 1 時，下列市場風險值(VaR)的敘述何者正確？",58,{"id":39,"question":40,"qno":30},"risk_mgmt-21-033","衡量市場風險時，主要部位或個別金融商品的「價格波動」，下列哪項指標是錯誤？",{"id":42,"question":43,"qno":44},"risk_mgmt-21-035","評估債券之「利率敏感性係數」，是以「Present Value of Basis Point；PVBP」指標為代表，請問實務上所稱 1 BP 為下列何者？",35,1785146816157]