[{"data":1,"prerenderedAt":47},["ShallowReactive",2],{"q-risk_mgmt-22-057":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-22-057","22",57,"某銀行承作兩筆衍生性金融交易，其一為名目本金 $200,000，期別 5 年的利率交換契約，計算權數為 0.005，當期暴險額為$5,000 。另一筆為名目本金$100,000，期別 3 年的外匯交換契約，計算權數為 0.05，當期暴險額為$3,000，請問該銀行的信用相當額為何？",[13,14,15,16],"3,000 元","6,000 元","7,000 元","14,000 元",3,"商業銀行的信用風險管理",1,"衍生性商品採當期暴險法，信用相當額＝當期暴險額（依市價重評的重置成本）＋潛在暴險額（名目本金×計算權數），兩筆交易分別計算再加總。利率交換：5,000＋200,000×0.005＝6,000 元；外匯交換：3,000＋100,000×0.05＝8,000 元；合計 6,000＋8,000＝14,000 元，故選 (D)。(A) 3,000 元與 (B) 6,000 元都只取了其中一筆，(C) 7,000 元對不上合理算式，三者的共同毛病是漏算潛在暴險額或漏算另一筆交易。","hard",[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？",16,1785146816886]