[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-21-045":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","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"risk_mgmt-21-045","21",45,"銀行爰用「信用風險值」當作放款權限的設置準則時，個別客戶的風險無法反映在下列何者？",[13,14,15,16],"市場風險","違約風險","暴露風險","回收風險",0,"商業銀行的信用風險管理",1,"信用風險值把個別客戶可能造成的信用損失拆成三個要素：客戶會不會倒帳的違約風險、倒帳當下銀行手上還有多少尚未回收部位的暴露風險，以及事後靠擔保品與求償能拿回多少的回收風險，三者結合即為損失估計，也是核定放款權限的依據，(B)(C)(D) 都反映得到。(A) 市場風險來自利率、匯率、股價等市場因子的波動，是所有部位共同承受的系統性因素，不隨個別借戶的信用狀況而改變，因此無法反映在個別客戶的信用風險值裡，故選 (A)。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"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":28,"question":29,"qno":30},"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":32,"question":33,"qno":34},"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":36,"question":37,"qno":38},"risk_mgmt-20-055","有關授信案之回收風險，下列敘述何者錯誤？",55,{"id":40,"question":41,"qno":42},"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":44,"question":45,"qno":46},"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？",16,1785146816260]