[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-risk_mgmt-22-035":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","c7",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"risk_mgmt-22-035","22",35,"針對金融商品部位之價格風險，有關市場風險的敘述，下列何者正確？",[13,14,15,16],"假設債券之利率敏感係數為 5，利率若變動 0.01%，債券價格將變動 0.05%","債券之敏感性因子主要是指利率，也就是債券之票面利率","「PVBP」係指利率變動 1%，債券價格將變動多少數額","假設 10,000 元債券的敏感性係數為 5，殖利率上升 0.01%時，債券價格將上升 5 元，成為 10,005 元",0,"商業銀行的市場風險管理",1,"敏感性係數表示利率每變動一單位，債券價格反向變動的倍數。係數 5 搭配利率變動 0.01%，價格變動幅度＝5×0.01%＝0.05%，(A) 的數字正確。(B) 錯在把敏感性因子說成票面利率，票面利率在發行時就固定了，真正牽動價格的是市場殖利率。(C) 錯在單位，PVBP 衡量的是殖利率變動一個基點（0.01%）時價格變動的金額，不是變動 1%。(D) 方向與結果都錯：殖利率上升價格必定下跌，且 10,000×5×0.01%＝5 元，應跌 5 元成為 9,995 元。","hard",[23,27,31,35,39,42],{"id":24,"question":25,"qno":26},"risk_mgmt-20-008","有關市場風險的特性，下列敘述何者錯誤？",8,{"id":28,"question":29,"qno":30},"risk_mgmt-20-033","銀行通常從業務管理與風險管理兩方向訂定所需指標，以管理與監督市場風險之變化，下列敘述何者錯誤？",33,{"id":32,"question":33,"qno":34},"risk_mgmt-20-034","有關市場風險之管理指標，不包含下列何者？",34,{"id":36,"question":37,"qno":38},"risk_mgmt-20-058","假設債券部位的投資損失符合常態分配，單尾的容忍水準 2.5%當作損失門檻，殖利率的標準差為 0.5%，敏感性係數為 1 時，下列市場風險值(VaR)的敘述何者正確？",58,{"id":40,"question":41,"qno":30},"risk_mgmt-21-033","衡量市場風險時，主要部位或個別金融商品的「價格波動」，下列哪項指標是錯誤？",{"id":43,"question":44,"qno":34},"risk_mgmt-21-034","原來為 10,000 元的債券，敏感性係數為 5 時，殖利率上升 1 個基本點(Basis Point)，請問此時的債券價格應為多少元？",1785146816699]