[{"data":1,"prerenderedAt":107},["ShallowReactive",2],{"chapter-risk_mgmt-c8":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},"商業銀行的流動性風險與利率風險管理",8,26,"c8",[11,16,20,24,28,32,36,40,44,48,52,56,59,63,67,70,75,79,83,86,89,92,95,98,101,104],{"id":12,"qno":13,"question":14,"session":15},"risk_mgmt-20-006",6,"市場利率變動，導致資產負債之經濟價值跟著變動的風險，係稱為下列何種風險？","20",{"id":17,"qno":18,"question":19,"session":15},"risk_mgmt-20-007",7,"美國的儲蓄貸款機構於 1980 年代出現倒閉風潮，係受到下列何種風險威脅金融機構的例證？",{"id":21,"qno":22,"question":23,"session":15},"risk_mgmt-20-024",24,"依銀行流動性覆蓋比率實施標準，有關流動性覆蓋比率，下列敘述何者錯誤？",{"id":25,"qno":26,"question":27,"session":15},"risk_mgmt-20-035",35,"下列何種資金來源，屬於銀行「非自主性」的債務？",{"id":29,"qno":30,"question":31,"session":15},"risk_mgmt-20-036",36,"觀察銀行是否存在嚴重的流動性風險，下列敘述何者錯誤？",{"id":33,"qno":34,"question":35,"session":15},"risk_mgmt-20-037",37,"銀行之流動性風險與利率風險管理的監督指標，下列敘述何者錯誤？",{"id":37,"qno":38,"question":39,"session":15},"risk_mgmt-20-042",42,"下列敘述哪個是不適當的資金移轉價格制度？",{"id":41,"qno":42,"question":43,"session":15},"risk_mgmt-20-045",45,"銀行對外借入期限 1 年、利率 1.5%的債務，取得 2 年期、年報酬率 3%之資產，請問債務 1 年到期後再舉債時，下列哪一個利率水位會發生再融資風險？",{"id":45,"qno":46,"question":47,"session":15},"risk_mgmt-20-046",46,"銀行營業單位有 100 億元放款資產及 60 億元存款負債，已知放款利率 9%、存款利率 4%、聯行往來利率為 7%，請計算營業單位的營運利潤？",{"id":49,"qno":50,"question":51,"session":15},"risk_mgmt-20-059",59,"下列哪項「會計科目」屬於負債，不可當作流動準備的資產項目？",{"id":53,"qno":30,"question":54,"session":55},"risk_mgmt-21-036","銀行「存款準備金」之構成項目中，下列項目何者錯誤？","21",{"id":57,"qno":34,"question":58,"session":55},"risk_mgmt-21-037","銀行出現顯著異常的「負」流動性缺口，意味何種風險可能提高？",{"id":60,"qno":61,"question":62,"session":55},"risk_mgmt-21-043",43,"有關資金移轉價格，下列敘述何者較不適當？",{"id":64,"qno":65,"question":66,"session":55},"risk_mgmt-21-044",44,"營業單位給予客戶的平均放款利率為 5%，銀行牌告的存款利率為 3%，若存放款資金的移轉價格 (FTP)相同，常理上，下列何者為營業單位營運利潤之計算公式？",{"id":68,"qno":50,"question":69,"session":55},"risk_mgmt-21-059","重新訂價的缺口又稱「資金缺口」，有關資金缺口的敘述，下列何者錯誤？",{"id":71,"qno":72,"question":73,"session":74},"risk_mgmt-22-001",1,"銀行的資產與負債，呈現到期期別及流動性不同時，可能造成下列何種風險？","22",{"id":76,"qno":77,"question":78,"session":74},"risk_mgmt-22-002",2,"下列何者不屬於銀行實務上所稱「買入負債」的融資行為？",{"id":80,"qno":81,"question":82,"session":74},"risk_mgmt-22-003",3,"假設 A 銀行除了持有本金$10,000、票面利率固定 5%之 5 年期債券外，其餘資產均為現金；負債部分只發行一年到期的定期存單，金額$8,000，固定利率 2%，到期後發行新存單的利率隨市場走勢調整，並預期未來無另外資產。市場利率在第一年年底，若上升 50 個基準點(Basis Point)，請問第二年年底的淨利息利潤，相較於第一年年底變動多少？",{"id":84,"qno":7,"question":85,"session":74},"risk_mgmt-22-008","銀行的聯行往來利率，通常由下列哪一個單位核定？",{"id":87,"qno":22,"question":88,"session":74},"risk_mgmt-22-024","巴塞爾資本協定增訂之流動性風險指標，下列敘述何者錯誤？",{"id":90,"qno":30,"question":91,"session":74},"risk_mgmt-22-036","檢視銀行之流動性風險管理，下列制度性敘述何者錯誤？",{"id":93,"qno":34,"question":94,"session":74},"risk_mgmt-22-037","有關利率風險管理的重新訂價缺口指標，下列敘述何者錯誤？",{"id":96,"qno":61,"question":97,"session":74},"risk_mgmt-22-043","經濟移轉價格通常考量下列哪些因子？A.作業成本、B.與資金來源有關的借款成本、C.與流動性風險有關的流動性貼水、D.與信用風險有關的呆帳準備",{"id":99,"qno":65,"question":100,"session":74},"risk_mgmt-22-044","以資金調撥與金融操作做為核心職掌的財務處，業務活動通常聚焦在下列哪些？ A.積極參與衍生性業務B.同業拆款 C.提高黃金商品多頭部位，抵抗通膨風險 D.票債券管理",{"id":102,"qno":46,"question":103,"session":74},"risk_mgmt-22-046","有關資產負債管理委員會之權責，下列敘述何者錯誤？",{"id":105,"qno":50,"question":106,"session":74},"risk_mgmt-22-059","下列哪項敘述，無法反映該銀行存在嚴重的流動性風險？",1785146815282]