[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-22-016":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-22-016","22",16,"有關授信對象的風險限額，下列敘述何者錯誤？",[13,14,15,16],"承作授信額度的上限稱為風險限額","個別戶的所有案件仍受總風險限額規範","風險限額又稱風險權限","傳統法令訂定的放款額度，衡量風險限額時，能快速反映違約風險，實務上優於「信用風險值」的計算",3,"商業銀行的信用風險管理",1,"風險限額是銀行對單一授信對象所能承作的暴險上限，實務上也稱風險權限，個別案件無論怎麼拆分，合計仍受該戶總限額約束，因此(A)(B)(C)都正確。(D)錯在把新舊工具的優劣顛倒：傳統依法令訂出的放款額度，只是把授信餘額對淨值或資本做比例控管，屬於靜態的規模上限，反映不出借戶違約機率與違約損失率的變化；信用風險值則把違約機率、暴險額與違約損失率一起量化，對風險敏感度明顯較高，實務上是更精細的衡量方式。","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":10},"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？",1785146816538]