[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-21-057":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","c5",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"risk_mgmt-21-057","21",57,"D 銀行承作二筆衍生性金融交易：其一為名目本金新臺幣 100 億元之五年期利率交換契約，適用計算權數為 0.005；其二為名目本金新臺幣 10 億元之三年期外匯交換契約，適用計算權數為 0.05。假設利率交換契約與外匯交換契約之結算價(視為二項交換契約之當期暴險額)分別為 1 億元與 0.5 億元，而衍生性金融商品之風險權數為 50%，則該二筆交換契約之信用風險性資產為下列何者？",[13,14,15,16],"2.5 億元","1.25 億元","0.25 億元","0.125 億元",1,"金融機構的資本適足制度","交換契約的信用暴險採當期暴險法：當期暴險額加上名目本金乘以信用轉換權數的潛在暴險額，再乘風險權數。利率交換為 1 + (100 × 0.005) = 1.5 億元；外匯交換為 0.5 + (10 × 0.05) = 1 億元；兩筆暴險合計 2.5 億元，再乘衍生性金融商品的風險權數 50%，得 2.5 × 50% = 1.25 億元，故選 (B)。(A) 2.5 億元停在尚未乘風險權數的階段。(C) 0.25 億元與 (D) 0.125 億元只有正確答案的兩成與一成，與兩筆契約的暴險規模不符。","hard",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"risk_mgmt-20-022","票券金融公司的資本適足率低於 6%者，主管機關可採行下列哪些措施？ A.解除負責人職務 B.命令取得或處分特定資產，應先經主管機關核准 C.命令處分特定資產 D.命令對負責人之報酬予以降低",22,{"id":27,"question":28,"qno":29},"risk_mgmt-20-023","為限制信用過度擴張，Basel III 規範銀行額外計提資本，此規範的用意為何？",23,{"id":31,"question":32,"qno":33},"risk_mgmt-20-025","票券金融公司的資本適足率在 6%以上，未達 8%時，主管機關得採行下列哪些措施？ A.不得以現金分配盈餘 B.不得以現金買回流通在外股份 C.限期提出資本重建計畫 D.限期提出財務業務改善計畫",25,{"id":35,"question":36,"qno":37},"risk_mgmt-20-026","保險公司的資本適足率至少須達多少以上，才可申請從事衍生性金融商品交易之業務？",26,{"id":39,"question":40,"qno":41},"risk_mgmt-20-027","有關證券業在不同資本適足率下之業務規範及限制，下列敘述何者錯誤？",27,{"id":43,"question":44,"qno":45},"risk_mgmt-20-029","有關信用風險的資本計提，下列何者不屬於內部評等法(Internal Rating-Based Approach, IRB)的決定因素？",29,1785146816370]