[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-22-024":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","c8",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"risk_mgmt-22-024","22",24,"巴塞爾資本協定增訂之流動性風險指標，下列敘述何者錯誤？",[13,14,15,16],"流動性覆蓋比率係指高品質的流動資產除以 30 天期之淨現金流出","流動性覆蓋比率大於 100%，意指銀行在監理機關嚴峻的流動性管理下，有足夠能力處分資產、換取現金","淨穩定資金比率係指法定穩定資金除以可取得的穩定資金","淨穩定資金比率強調支應資產和業務活動的資金，至少須一定比率來自於穩定的負債",2,"商業銀行的流動性風險與利率風險管理",1,"巴塞爾資本協定為流動性訂了兩把尺。(A)流動性覆蓋比率＝高品質流動性資產÷未來三十天的淨現金流出，衡量壓力情境下的短期存活能力，敘述正確；(B)比率大於 100% 表示手上的變現能力足以應付三十天的資金缺口，說法成立；(D)淨穩定資金比率著眼一年期的資金結構，要求長期資產與業務活動要有一定比例由穩定負債支應，也無誤。(C)則把分子分母寫顛倒，正確算法是「可用的穩定資金÷法定（所需）穩定資金」，依資產屬性算出的所需穩定資金應放在分母，故為錯誤選項。","medium",[23,27,31,34,38,42],{"id":24,"question":25,"qno":26},"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":28,"question":29,"qno":30},"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":32,"question":33,"qno":10},"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？",{"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？",37,1785146816605]