[{"data":1,"prerenderedAt":46},["ShallowReactive",2],{"q-risk_mgmt-22-056":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-22-056","22",56,"有關信用風險的衡量類型，不包含下列何者？",[13,14,15,16],"直接放款風險","或有風險（如承兌）","交割日風險","交割後風險",3,"商業銀行的信用風險管理",1,"信用風險依交易階段可分成直接放款風險、或有風險與交割相關風險。(A) 直接放款是最典型的借款人違約風險。(B) 承兌、保證等或有負債在對方違約時銀行必須代償，屬或有風險。(C) 交割日風險指款券同時交付的時點上，我方已付出、對方卻未履約而損失本金的風險；此外還有交割前風險，指契約成立到交割日之間對手違約、須以市價重置部位的損失。(D) 交割完成後雙方義務均已履行、債權債務關係消滅，自然不再存在信用風險，故不包含的是 (D)。","medium",[23,27,31,35,39,42],{"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":10},"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？",{"id":43,"question":44,"qno":45},"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？",16,1785146816873]