[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-22-036":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-22-036","22",36,"檢視銀行之流動性風險管理，下列制度性敘述何者錯誤？",[13,14,15,16],"宜重視新臺幣與美元的流動性缺口","宜編製新臺幣與美元的利率缺口","當市場利率由低往高攀升時，宜採取「正」缺口策略","資金缺口策略與市場利率無關，但與現金流入及流出有關",3,"商業銀行的流動性風險與利率風險管理",1,"資金缺口策略是把利率敏感資產與利率敏感負債的差額，配合對利率走勢的判斷去調整部位，因此它與市場利率高度相關；(D) 說與市場利率無關，剛好把這個策略的核心拿掉，敘述錯誤。(A) 國內銀行的外幣部位以美元為大宗，新臺幣與美元的流動性缺口本來就要分幣別盯。(B) 同一套分幣別的邏輯也適用於利率缺口的編製。(C) 預期利率往上攀升時，讓資產重新訂價的速度快過負債，也就是維持正缺口，利率上升才會先反映在收益端，把利差撐開。","medium",[23,27,31,35,39,42],{"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":34},"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？",24,{"id":36,"question":37,"qno":38},"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":40,"question":41,"qno":10},"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？",{"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？",37,1785146816709]