[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-21-059":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","c8",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"risk_mgmt-21-059","21",59,"重新訂價的缺口又稱「資金缺口」，有關資金缺口的敘述，下列何者錯誤？",[13,14,15,16],"是某天期的敏感性資產與敏感性負債相減而得","敏感性資產除以敏感性負債大於 0 時，稱為「正」資金缺口","利率由高往低下滑時，適合採用「負」資金缺口策略","利率處於最高點或最低點時，適合採用「零」資金缺口策略",1,"商業銀行的流動性風險與利率風險管理","資金缺口的定義是同一重訂價期間的利率敏感性資產減去利率敏感性負債，是相減不是相除。若改用敏感性資產除以敏感性負債，只要兩者都是正數，商數永遠大於 0，根本無從判斷正負缺口，要大於 1 才代表資產多於負債，(B) 的算法與判斷標準都不對，故選 (B)。(A) 相減的定義正確。(C) 利率往下走時，負缺口代表敏感性負債較多，資金成本可較快隨市場調降，對淨利差有利。(D) 利率處在高低轉折點時方向難判斷，採零缺口把敏感性資產與負債配平最穩健。","medium",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"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":27,"question":28,"qno":29},"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":31,"question":32,"qno":33},"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":35,"question":36,"qno":37},"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":39,"question":40,"qno":41},"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":43,"question":44,"qno":45},"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？",37,1785146816379]