[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-22-012":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-22-012","22",12,"企業授信案件之訂價原則，應考慮下列哪些風險貼水因子？ A.信用等級加碼 B.借款期別加碼 C.擔保品成數或比例加碼 D.授信展望加減碼",[13,14,15,16],"僅 A、C","僅 B、D","僅 A、B、C","A、B、C、D",3,"商業銀行的信用風險管理",1,"授信訂價的基本邏輯是「基準利率＋風險貼水」，風險有多高、加碼就要有多厚。A 信用等級加碼反映借戶的違約機率，等級越差加碼越多；B 借款期別加碼對應時間拉長後不確定性升高，長天期案件必須加價；C 擔保品成數影響違約損失率，十足擔保可減碼、無擔保則要加碼；D 授信展望則看借戶所處產業景氣與財務趨勢，展望轉弱加碼、轉強減碼。四項分別對應違約機率、期間、回收率與前瞻調整，少算任何一項都會讓訂價偏離風險，故全數納入，選(D)。","medium",[23,27,31,35,39,43],{"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":38},"risk_mgmt-20-055","有關授信案之回收風險，下列敘述何者錯誤？",55,{"id":40,"question":41,"qno":42},"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":44,"question":45,"qno":46},"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？",16,1785146816496]