[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-22-051":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","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":19,"explanation":20,"difficulty":21},"risk_mgmt-22-051","22",51,"有關信用風險值，下列哪些敘述正確？ A.計算過程需考慮違約機率、信用曝險額和違約損失率 B.信賴水準高低會影響信用風險值大小 C.無法反映未來的潛在風險 D.可以公允衡量授信主管應承擔之授信權利和責任",[13,14,15,16],"僅 A、C","僅 A、B、C","僅 A、B、D","僅 B、C、D",2,"商業銀行的信用風險管理",1,"信用風險值是在一定信賴水準下，估計授信組合未來可能發生的最大信用損失。A 的三大輸入變數違約機率、信用暴險額與違約損失率缺一不可；B 信賴水準訂得越高，涵蓋的尾端損失越多，算出來的風險值就越大；D 把風險值換算成各層級的授信額度與授權標準，正是用它界定授信主管可承擔的權利與責任，三者皆對，故選 (C)。C 的敘述方向相反：信用風險值本來就是前瞻性的估計，用機率分配描繪未來的潛在損失，說它無法反映未來潛在風險，與其設計目的完全牴觸。","medium",[23,27,31,35,39,43],{"id":24,"question":25,"qno":26},"risk_mgmt-20-028","銀行的交易對手發現，衍生性交易明顯不利於自己時，可能選擇「不履約」，稱為下列何種風險？",28,{"id":28,"question":29,"qno":30},"risk_mgmt-20-048","仁愛銀行辦理信用卡業務時，每名好客戶平均每年創造 1,050 元利潤，又知該銀行的再投資報酬率為 5%，過去與這類好客戶平均維持 3 年的往來，請問該銀行延攬一名好客戶可為其創造多少利潤？",48,{"id":32,"question":33,"qno":34},"risk_mgmt-20-049","假設 ARMs 定儲利率指數為 2.5%，銀行承作房貸之成本加碼為 2.55%，企業金融業務有關違約風險之信用等級加碼為 1%，請根據 ARMs 房貸之利率訂價方式，計算房貸利率為何？",49,{"id":36,"question":37,"qno":38},"risk_mgmt-20-055","有關授信案之回收風險，下列敘述何者錯誤？",55,{"id":40,"question":41,"qno":42},"risk_mgmt-20-056","客戶的「直接放款風險」，通常使用下列何者衡量暴露風險？",56,{"id":44,"question":45,"qno":46},"risk_mgmt-21-016","銀行承作中小企業授信時，尋求「中小企業信保基金」給予保證，對於債權銀行的信用風險有何影響？",16,1785146816840]