[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-21-037":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","c8",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"risk_mgmt-21-037","21",37,"銀行出現顯著異常的「負」流動性缺口，意味何種風險可能提高？",[13,14,15,16],"再融資風險","再投資風險","信用風險","作業風險",0,"商業銀行的流動性風險與利率風險管理",1,"流動性缺口是同一期間到期資產減去到期負債。出現顯著的負缺口，表示這段期間要償還的負債遠大於可回收的資產，銀行必須再向市場借新還舊；一旦資金市場緊縮或自身信評下滑，可能借不到錢或被迫以高利率承接，這就是再融資風險，故選 (A)。(B) 再投資風險發生在正缺口、資金大量回籠卻找不到相同報酬去處時。(C) 信用風險來自借戶違約不還款。(D) 作業風險來自人員疏失、系統或流程缺陷，都不是負缺口直接放大的風險類型。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"risk_mgmt-20-006","市場利率變動，導致資產負債之經濟價值跟著變動的風險，係稱為下列何種風險？",6,{"id":28,"question":29,"qno":30},"risk_mgmt-20-007","美國的儲蓄貸款機構於 1980 年代出現倒閉風潮，係受到下列何種風險威脅金融機構的例證？",7,{"id":32,"question":33,"qno":34},"risk_mgmt-20-024","依銀行流動性覆蓋比率實施標準，有關流動性覆蓋比率，下列敘述何者錯誤？",24,{"id":36,"question":37,"qno":38},"risk_mgmt-20-035","下列何種資金來源，屬於銀行「非自主性」的債務？",35,{"id":40,"question":41,"qno":42},"risk_mgmt-20-036","觀察銀行是否存在嚴重的流動性風險，下列敘述何者錯誤？",36,{"id":44,"question":45,"qno":10},"risk_mgmt-20-037","銀行之流動性風險與利率風險管理的監督指標，下列敘述何者錯誤？",1785146816179]