[{"data":1,"prerenderedAt":45},["ShallowReactive",2],{"q-risk_mgmt-22-055":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","c6",{"id":8,"exam":4,"session":9,"qno":10,"question":11,"options":12,"answer":17,"chapter":18,"freq":17,"explanation":19,"difficulty":20},"risk_mgmt-22-055","22",55,"與信用風險有關之業務項目，下列敘述何者錯誤？",[13,14,15,16],"表內(On-The-Balance-Sheet)與表外(Off-The-Balance-Sheet)項目皆可能產生信用風險","表內(On-The-Balance-Sheet)泛指企業金融業務，消費金融業務則被歸類在表外(Off-The-Balance-Sheet)","表外(Off-The-Balance-Sheet)的非衍生性業務項目如循環式包銷融通(Revolving Underwriting Facility; RUFs)","表外(Off-The-Balance-Sheet)的衍生性業務項目如金融交換(Swap)，可能同時存在市場風險與信用風險",1,"商業銀行的信用風險管理","表內與表外的分野在於交易有沒有立即認列為資產負債表上的資產或負債，跟客戶是企業還是個人完全無關；企業金融的放款與消費金融的房貸、信用卡循環餘額同樣列在表內資產，(B) 拿企金、消金去對應表內表外，屬張冠李戴的錯誤敘述。(A) 表內的放款與表外的保證、承諾都會產生信用風險，正確。(C) 循環式包銷融通屬表外非衍生性的授信承諾，銀行負有履約義務故有信用風險。(D) 金融交換的價值隨市場變動，同時存在市場風險與交易對手違約的信用風險。","medium",[22,26,30,34,37,41],{"id":23,"question":24,"qno":25},"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":27,"question":28,"qno":29},"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":31,"question":32,"qno":33},"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":35,"question":36,"qno":10},"risk_mgmt-20-055","有關授信案之回收風險，下列敘述何者錯誤？",{"id":38,"question":39,"qno":40},"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":42,"question":43,"qno":44},"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？",16,1785146816869]