[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-22-043":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-22-043","22",43,"經濟移轉價格通常考量下列哪些因子？A.作業成本、B.與資金來源有關的借款成本、C.與流動性風險有關的流動性貼水、D.與信用風險有關的呆帳準備",[13,14,15,16],"僅 B","僅 A、B","僅 B、C、D","A、B、C、D",2,"商業銀行的流動性風險與利率風險管理",1,"經濟移轉價格是內部資金調撥的定價，要讓吸收資金與運用資金的單位各自反映真實的資金成本，因此組成包含 B 借款成本（資金來源的市場利率）、C 流動性貼水（資金期限錯配所需的補償），以及 D 呆帳準備（信用風險的預期損失），故選 (C)。A 作業成本指人事、場地、系統等營運費用，走的是成本分攤與費用管理，不是資金本身的價格，硬塞進移轉價格會讓資金定價失真並混淆績效歸屬，所以含 A 的 (B)、(D) 都不對；(A) 僅 B 又漏掉流動性與信用兩項貼水。","medium",[23,27,31,35,39,43],{"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":42},"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":44,"question":45,"qno":46},"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？",37,1785146816763]