[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-21-055":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-21-055","21",55,"有關違約、違約風險及違約事件，下列敘述何者錯誤？",[13,14,15,16],"違約風險係由違約事件的發生機率加以描述","交易對手未遵守契約規定之違約，屬於技術性違約","逾期放款係指屆清償期達六個月以上，仍無法繳交本金或利息者","經濟違約，係指授信客戶的總資產市值低於總負債市值",2,"商業銀行的信用風險管理",1,"依銀行資產評估損失準備提列及逾期放款催收款呆帳處理辦法第七條，逾期放款指積欠本金或利息「超過清償期三個月」，或雖未超過三個月但已向主、從債務人訴追或處分擔保品者。(C) 寫成六個月以上，把時間門檻拉長一倍且漏掉訴追那一款，故錯誤。(A) 違約風險本來就以違約事件的發生機率來描述。(B) 交易對手還付得出錢，卻違反契約中維持財務比率、定期提供報表等約定條款，屬技術性違約。(D) 經濟違約看的是市值，總資產市值低於總負債市值即實質喪失償債能力。","medium",[23,27,31,35,38,42],{"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":10},"risk_mgmt-20-055","有關授信案之回收風險，下列敘述何者錯誤？",{"id":39,"question":40,"qno":41},"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":43,"question":44,"qno":45},"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？",16,1785146816344]