[{"data":1,"prerenderedAt":128},["ShallowReactive",2],{"chapter-risk_mgmt-c6":3},{"examName":4,"chapter":5,"questions":10},"風險管理基本能力測驗——風險管理制度與實務",{"name":6,"sort":7,"count":8,"slug":9},"商業銀行的信用風險管理",6,31,"c6",[11,16,20,24,28,32,37,40,44,47,51,55,59,63,66,69,74,78,82,86,89,93,97,100,103,107,110,114,118,121,124],{"id":12,"qno":13,"question":14,"session":15},"risk_mgmt-20-028",28,"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？","20",{"id":17,"qno":18,"question":19,"session":15},"risk_mgmt-20-048",48,"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？",{"id":21,"qno":22,"question":23,"session":15},"risk_mgmt-20-049",49,"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？",{"id":25,"qno":26,"question":27,"session":15},"risk_mgmt-20-055",55,"有關授信案之回收風險，下列敘述何者錯誤？",{"id":29,"qno":30,"question":31,"session":15},"risk_mgmt-20-056",56,"客戶的「直接放款風險」，通常使用下列何者衡量暴露風險？",{"id":33,"qno":34,"question":35,"session":36},"risk_mgmt-21-016",16,"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？","21",{"id":38,"qno":13,"question":39,"session":36},"risk_mgmt-21-028","實務上，銀行的「債權管理」存在回收風險，該回收風險包括下列何者？ A.擔保品風險 B.第三人保證的風險 C.簽訂的法律契約風險",{"id":41,"qno":42,"question":43,"session":36},"risk_mgmt-21-029",29,"銀行為發揮內部評等法 (Internal Rating-Based Approach, IRB) 的管理功能，除須建立信用評等機制外，尚需建立之制度，下列敘述何者錯誤？",{"id":45,"qno":8,"question":46,"session":36},"risk_mgmt-21-031","有關表內業務的信用風險的敘述，下列何者錯誤？",{"id":48,"qno":49,"question":50,"session":36},"risk_mgmt-21-032",32,"有關不良授信資產，下列敘述何者錯誤？",{"id":52,"qno":53,"question":54,"session":36},"risk_mgmt-21-040",40,"IFRS 9 的損失估計方式，以下列何者為基礎？",{"id":56,"qno":57,"question":58,"session":36},"risk_mgmt-21-041",41,"依據借款客戶還本付息的逾期長短分類，下列敘述何者正確？",{"id":60,"qno":61,"question":62,"session":36},"risk_mgmt-21-045",45,"銀行爰用「信用風險值」當作放款權限的設置準則時，個別客戶的風險無法反映在下列何者？",{"id":64,"qno":26,"question":65,"session":36},"risk_mgmt-21-055","有關違約、違約風險及違約事件，下列敘述何者錯誤？",{"id":67,"qno":30,"question":68,"session":36},"risk_mgmt-21-056","下列金融業務何者較不會衍生信用風險？",{"id":70,"qno":71,"question":72,"session":73},"risk_mgmt-22-010",10,"衡量企業取得資金之後的經營效能，下列何者錯誤？","22",{"id":75,"qno":76,"question":77,"session":73},"risk_mgmt-22-011",11,"有關應收帳款代收融資業務，下列何者正確？",{"id":79,"qno":80,"question":81,"session":73},"risk_mgmt-22-012",12,"企業授信案件之訂價原則，應考慮下列哪些風險貼水因子？ A.信用等級加碼 B.借款期別加碼 C.擔保品成數或比例加碼 D.授信展望加減碼",{"id":83,"qno":84,"question":85,"session":73},"risk_mgmt-22-013",13,"有關信用卡業務，下列敘述何者錯誤？",{"id":87,"qno":34,"question":88,"session":73},"risk_mgmt-22-016","有關授信對象的風險限額，下列敘述何者錯誤？",{"id":90,"qno":91,"question":92,"session":73},"risk_mgmt-22-017",17,"中小企業信用保證基金的保證對象，哪類對象不符合申請資格？",{"id":94,"qno":95,"question":96,"session":73},"risk_mgmt-22-018",18,"為避免承擔過高的信用風險，銀行經由違約機率、信用暴險額與違約損失率建立的評等模型，計算的風險限額，稱為下列何者？",{"id":98,"qno":13,"question":99,"session":73},"risk_mgmt-22-028","信用風險的「內部評等法」，依據授信對象的「信用等級」，決定「風險權數」；目前國內銀行常用的信用等級資訊來源，下列敘述何者錯誤？",{"id":101,"qno":42,"question":102,"session":73},"risk_mgmt-22-029","有關信用風險的類型與暴露風險，下列敘述何者錯誤？",{"id":104,"qno":105,"question":106,"session":73},"risk_mgmt-22-030",30,"甲銀行（賣方）與乙銀行（買方）承作 CDS 合約，名目本金為 100 元，逐日清算價值(Mark-to-Market) 若為 -3 元，則甲銀行從事衍生性金融商品交易的當期暴險額為多少？",{"id":108,"qno":49,"question":109,"session":73},"risk_mgmt-22-032","有關信用風險各項指標的計算，下列何項計算公式錯誤？",{"id":111,"qno":112,"question":113,"session":73},"risk_mgmt-22-047",47,"甲公司的年度財務數字如下：賒銷產生的營業收入 166 百萬元、營業成本 92 百萬元、營業外收入 5 百萬元、期初應收帳款淨額 13 百萬元、期末應收帳款淨額 28 百萬元，請計算該公司的應收帳款週轉率約為何？",{"id":115,"qno":116,"question":117,"session":73},"risk_mgmt-22-051",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",{"id":119,"qno":26,"question":120,"session":73},"risk_mgmt-22-055","與信用風險有關之業務項目，下列敘述何者錯誤？",{"id":122,"qno":30,"question":123,"session":73},"risk_mgmt-22-056","有關信用風險的衡量類型，不包含下列何者？",{"id":125,"qno":126,"question":127,"session":73},"risk_mgmt-22-057",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？",1785146815255]