[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-risk_mgmt-22-037":3},{"exam":4,"examName":5,"chapterSlug":6,"question":7,"related":21},"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":17,"explanation":19,"difficulty":20},"risk_mgmt-22-037","22",37,"有關利率風險管理的重新訂價缺口指標，下列敘述何者錯誤？",[13,14,15,16],"類似流動性缺口指標是以不同天期「累計」概念衡量","實務上，利率風險的缺口指標，適合觀察個別營業單位","實務上，利率風險的缺口指標，均以全行或其銀行簿的部位為主","部位幣別以新臺幣與美金兩種計價為主，人民幣計價的部位為輔",1,"商業銀行的流動性風險與利率風險管理","重新訂價缺口是把資產與負債依重新訂價日切成不同天期，再看各期資產與負債的差額，衡量的是整體的利率暴險。分行只承作業務、不掌握資金調度與避險工具，資金早已透過內部資金移轉集中到財務單位，缺口拆到個別營業單位既算不準也無從管理，故 (B) 敘述錯誤。(C) 正是實務作法，以全行或銀行簿部位為觀察主體。(A) 這項指標與流動性缺口同樣採分天期並累計的概念。(D) 國內銀行的部位以新臺幣與美元為兩大主軸，人民幣等其他幣別相對次要。","medium",[22,26,30,34,38,42],{"id":23,"question":24,"qno":25},"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":27,"question":28,"qno":29},"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":31,"question":32,"qno":33},"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":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":10},"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？",1785146816720]