[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-22-030":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-22-030","22",30,"甲銀行（賣方）與乙銀行（買方）承作 CDS 合約，名目本金為 100 元，逐日清算價值(Mark-to-Market) 若為 -3 元，則甲銀行從事衍生性金融商品交易的當期暴險額為多少？",[13,14,15,16],"0 元","-3 元","+3 元","+100 元",0,"商業銀行的信用風險管理",1,"衍生性金融商品的當期暴險額，衡量的是「交易對手此刻倒閉，我會損失多少」，計算方式是取逐日清算價值與零之中較大者，也就是 max(市價, 0)。甲銀行的部位市價為－3 元，代表甲目前站在淨負債的一方，對手違約時甲反而不必付款，手上沒有可被倒帳的債權，因此當期暴險額＝max(－3, 0)＝0 元，選(A)。(B)負值不會被認列，暴險額不可能小於零。(C)把符號硬改為正是常見誤解。(D)名目本金 100 元只是計算基礎，並不等於實際暴險金額。","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？",16,1785146816652]