[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-22-001":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":10,"explanation":19,"difficulty":20},"risk_mgmt-22-001","22",1,"銀行的資產與負債，呈現到期期別及流動性不同時，可能造成下列何種風險？",[13,14,15,16],"信用風險","作業風險","利率風險","回收風險",2,"商業銀行的流動性風險與利率風險管理","銀行資產與負債的到期日、重訂價期間一旦錯配，市場利率變動時，資產端收益與負債端成本不會同步調整，淨利息收入因而被拉扯，這正是利率風險的核心定義；短存長放的銀行在升息時，負債成本先漲、資產收益還卡在舊利率，利差立刻被壓縮。(A)信用風險來自借款人違約或信用品質惡化，與期別結構無關。(B)作業風險指人員、系統、內部流程失誤或外部事件造成的損失。(D)回收風險關注的是違約後擔保品處分與債權回收成數的高低，同樣不是期別錯配的產物。","easy",[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？",37,1785146816410]