[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-22-003":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-22-003","22",3,"假設 A 銀行除了持有本金$10,000、票面利率固定 5%之 5 年期債券外，其餘資產均為現金；負債部分只發行一年到期的定期存單，金額$8,000，固定利率 2%，到期後發行新存單的利率隨市場走勢調整，並預期未來無另外資產。市場利率在第一年年底，若上升 50 個基準點(Basis Point)，請問第二年年底的淨利息利潤，相較於第一年年底變動多少？",[13,14,15,16],"減少$50","減少$40","增加$40","增加$50",1,"商業銀行的流動性風險與利率風險管理","資產端 5 年期債券票面利率固定 5%，兩年都領 10,000×5%＝500 元，升息完全影響不到；負債端 8,000 元存單一年到期，第二年須按 2%＋0.5%＝2.5% 重新發行。第一年淨利息利潤＝500－8,000×2%＝500－160＝340 元；第二年＝500－8,000×2.5%＝500－200＝300 元，兩者相差 300－340＝－40 元，故選(B)。(A)是誤用 10,000 元算存單利息差；(C)(D)方向相反，資產長、負債短的結構在升息時利差只會縮小。","hard",[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？",37,1785146816430]