[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-risk_mgmt-22-042":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-22-042","22",42,"大衛是美國的投資者，購買一張德國債券 1,000 歐元，購買當時的即期匯率為 1 歐元兌換 1.25 美元，經過了一年，歐元升值至 1 歐元兌換 1.5385 美元，請問此投資者來自匯率變動的損益如何？",[13,14,15,16],"獲利 288.5 美元","損失 288.5 美元","獲利 288.5 歐元","損失 288.5 歐元",0,"商業銀行的市場風險管理",1,"匯率損益要看以本國貨幣衡量的價值變化。買進時 1,000 歐元換算成 1,000×1.25＝1,250 美元；一年後歐元升值到 1.5385，同樣的 1,000 歐元值 1,000×1.5385＝1,538.5 美元，差額 1,538.5－1,250＝288.5 美元，持有外幣資產遇該外幣升值即為匯兌利益，故選 (A)。(B) 把損益方向弄反。(C)(D) 錯在幣別，投資人是美國人，記帳與衡量損益的貨幣是美元；若用歐元衡量，這筆部位從頭到尾都是 1,000 歐元，根本看不出任何匯率損益。","medium",[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？",1785146816759]