[{"data":1,"prerenderedAt":44},["ShallowReactive",2],{"q-risk_mgmt-21-035":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","c7",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"risk_mgmt-21-035","21",35,"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？",[13,14,15,16],"0.001%","0.01%","0.1%","1%",1,"商業銀行的市場風險管理","基本點是利率與債券市場報價的最小單位，1 個基本點等於萬分之一，換算成百分比就是 0.01%，殖利率由 2.50% 升到 2.51% 即為上升 1BP。PVBP 的定義是殖利率變動 1 個基本點時債券現值會變動的金額，單位一旦弄錯，整條敏感度就會差好幾個量級，故選 (B)。(A) 0.001% 是十萬分之一，只有 1BP 的十分之一。(C) 0.1% 等於 10BP。(D) 1% 等於 100BP，是央行一次調整四碼的幅度，都不是 1BP 的定義。","easy",[22,26,30,34,38,41],{"id":23,"question":24,"qno":25},"risk_mgmt-20-008","有關市場風險的特性，下列敘述何者錯誤？",8,{"id":27,"question":28,"qno":29},"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":31,"question":32,"qno":33},"risk_mgmt-20-034","有關市場風險之管理指標，不包含下列何者？",34,{"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":29},"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":33},"risk_mgmt-21-034","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？",1785146816166]