[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-21-044":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-21-044","21",44,"營業單位給予客戶的平均放款利率為 5%，銀行牌告的存款利率為 3%，若存放款資金的移轉價格 (FTP)相同，常理上，下列何者為營業單位營運利潤之計算公式？",[13,14,15,16],"放款×(5%-FTP)+存款×(FTP-3%)","放款×(5%-FTP)-存款×(FTP-3%)","放款×(FTP-5%)+存款×(FTP-3%)","放款×(FTP-5%)-存款×(FTP-3%)",0,"商業銀行的流動性風險與利率風險管理",1,"營業單位兩邊都以 FTP 為基準賺價差。放款端的資金是向總行買進，成本為 FTP，對客戶收 5%，每一元賺 5% 減 FTP；存款端則是把吸收到的資金賣給總行，收到 FTP，付給客戶 3%，每一元賺 FTP 減 3%。兩塊都是正貢獻，應該相加，故營運利潤為放款 ×(5% - FTP) + 存款 ×(FTP - 3%)，選 (A)。(B) 把存款貢獻減掉，等於認為吸收存款會侵蝕利潤。(C)(D) 放款端寫成 FTP - 5%，方向顛倒，變成放款利率越高賺越少，不合常理。","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":46},"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？",37,1785146816255]