[{"data":1,"prerenderedAt":256},["ShallowReactive",2],{"past-risk_mgmt-22":3},{"examName":4,"questions":5},"風險管理基本能力測驗——風險管理制度與實務",[6,11,15,19,24,29,33,37,41,46,51,55,59,63,68,72,76,80,84,89,93,97,101,105,109,113,117,121,125,129,133,137,141,145,149,153,157,161,166,170,174,178,182,186,190,194,198,202,207,211,215,219,223,227,231,235,239,243,247,251],{"id":7,"qno":8,"question":9,"chapter":10},"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？","商業銀行的流動性風險與利率風險管理",{"id":12,"qno":13,"question":14,"chapter":10},"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":16,"qno":17,"question":18,"chapter":10},"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":20,"qno":21,"question":22,"chapter":23},"risk_mgmt-22-004",4,"有關外幣資產的組合管理，當投資標的報酬率間之相關係數為多少時，可使投資組合的風險分散至最低？","商業銀行的市場風險管理",{"id":25,"qno":26,"question":27,"chapter":28},"risk_mgmt-22-005",5,"有關成本中心的敘述，下列何者錯誤？","風險管理原理",{"id":30,"qno":31,"question":32,"chapter":28},"risk_mgmt-22-006",6,"假設財務處轄下有資金調撥等三個部別，若要探討財務處長每月領取的薪資費用如何歸屬，則下列方法何者正確？",{"id":34,"qno":35,"question":36,"chapter":28},"risk_mgmt-22-007",7,"銀行的董事會將授信管理處定義為利潤中心時，其權責宜包括下列哪些？ A.信用風險的監督管理 B.承擔授信績效的使命 C.監控資本適足率的任務 D.訂定風險胃納制度",{"id":38,"qno":39,"question":40,"chapter":10},"risk_mgmt-22-008",8,"銀行的聯行往來利率，通常由下列哪一個單位核定？",{"id":42,"qno":43,"question":44,"chapter":45},"risk_mgmt-22-009",9,"銀行根據風險胃納、策略及管理所需建立之損失機率範圍，藉由內部風險管理部門，計算「非預期損失」的資本需求額時，該資本名稱應為下列何者？","金融機構的資本適足制度",{"id":47,"qno":48,"question":49,"chapter":50},"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？","商業銀行的信用風險管理",{"id":52,"qno":53,"question":54,"chapter":50},"risk_mgmt-22-011",11,"有關應收帳款代收融資業務，下列何者正確？",{"id":56,"qno":57,"question":58,"chapter":50},"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":60,"qno":61,"question":62,"chapter":50},"risk_mgmt-22-013",13,"有關信用卡業務，下列敘述何者錯誤？",{"id":64,"qno":65,"question":66,"chapter":67},"risk_mgmt-22-014",14,"穆迪信評公司將短期別債券之信用等級分為 Prime-1、Prime-2、Prime-3 以及 Not-Prime。請問其中 Not- Prime 類似於長期債券何項信用等級以下？","信用評等制度",{"id":69,"qno":70,"question":71,"chapter":67},"risk_mgmt-22-015",15,"有關信用等級的移轉矩陣，下列敘述何項不符合此理論？",{"id":73,"qno":74,"question":75,"chapter":50},"risk_mgmt-22-016",16,"有關授信對象的風險限額，下列敘述何者錯誤？",{"id":77,"qno":78,"question":79,"chapter":50},"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":81,"qno":82,"question":83,"chapter":50},"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":85,"qno":86,"question":87,"chapter":88},"risk_mgmt-22-019",19,"授信對象若在英屬維京群島、開曼群島、百慕達群島或其他免稅地區註冊，但未實際營運，也無提供十足擔保時，如何認定國家別的風險限額？","國家風險與國家主權評等",{"id":90,"qno":91,"question":92,"chapter":88},"risk_mgmt-22-020",20,"國家主權評等的信用等級極可能在三個月內調升時，國際信用評等機構會將該國列於下列何者？",{"id":94,"qno":95,"question":96,"chapter":88},"risk_mgmt-22-021",21,"有關「主權上限」之意義，下列敘述何者正確？",{"id":98,"qno":99,"question":100,"chapter":45},"risk_mgmt-22-022",22,"A 銀行在 114 年 12 月底之信用風險加權風險性資產為新臺幣（以下同）1,000 億元，市場風險和作業風險應計提資本各為 5 億元，請問三種風險合計的加權風險性資產為下列何者？",{"id":102,"qno":103,"question":104,"chapter":45},"risk_mgmt-22-023",23,"票券金融公司之資本適足率須達到多少以上，才可辦理外幣債券及股權商品的投資？",{"id":106,"qno":107,"question":108,"chapter":10},"risk_mgmt-22-024",24,"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":110,"qno":111,"question":112,"chapter":45},"risk_mgmt-22-025",25,"臺灣的票券金融公司在資本適足率未達多少時，不得設立分公司？",{"id":114,"qno":115,"question":116,"chapter":45},"risk_mgmt-22-026",26,"有關保險公司的資本適足率與業務限制，下列敘述何者錯誤？",{"id":118,"qno":119,"question":120,"chapter":45},"risk_mgmt-22-027",27,"有關證券商之資本適足率規範，下列敘述何者錯誤？",{"id":122,"qno":123,"question":124,"chapter":50},"risk_mgmt-22-028",28,"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":126,"qno":127,"question":128,"chapter":50},"risk_mgmt-22-029",29,"有關信用風險的類型與暴露風險，下列敘述何者錯誤？",{"id":130,"qno":131,"question":132,"chapter":50},"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":134,"qno":135,"question":136,"chapter":45},"risk_mgmt-22-031",31,"資本適足率為 10.5%的大直銀行，使用內部評等法，對 AAA 級授信客戶，設定 14%風險權數，低於標準法使用的 20%，若該銀行承作此客戶 10 億元「無擔保授信」，請問兩種方法計算的資本計提額相差多少？",{"id":138,"qno":139,"question":140,"chapter":50},"risk_mgmt-22-032",32,"有關信用風險各項指標的計算，下列何項計算公式錯誤？",{"id":142,"qno":143,"question":144,"chapter":23},"risk_mgmt-22-033",33,"全行的「市場風險」，依據巴賽爾委員會與金管會規範，係指資產負債表的表內及表外部位，因市場價格變動，而可能產生的已實現和未實現的損失。所稱市場價格之變動，下列敘述何者錯誤？",{"id":146,"qno":147,"question":148,"chapter":23},"risk_mgmt-22-034",34,"銀行藉由金融商品的「損失波動幅度」與「波動倍數」的相乘，估算哪種風險部位的限額門檻？",{"id":150,"qno":151,"question":152,"chapter":23},"risk_mgmt-22-035",35,"針對金融商品部位之價格風險，有關市場風險的敘述，下列何者正確？",{"id":154,"qno":155,"question":156,"chapter":10},"risk_mgmt-22-036",36,"檢視銀行之流動性風險管理，下列制度性敘述何者錯誤？",{"id":158,"qno":159,"question":160,"chapter":10},"risk_mgmt-22-037",37,"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":162,"qno":163,"question":164,"chapter":165},"risk_mgmt-22-038",38,"有關作業風險之資本計提，標準法是依業務別設定計提指標，並與對應且權數固定的β值相乘求得資本計提額，下列敘述何者錯誤？","商業銀行的作業風險管理",{"id":167,"qno":168,"question":169,"chapter":45},"risk_mgmt-22-039",39,"依銀行資本適足性及資本等級管理辦法規定，銀行的資本等級被劃分為「資本嚴重不足」時，此銀行的資本適足率為多少？",{"id":171,"qno":172,"question":173,"chapter":45},"risk_mgmt-22-040",40,"按照資本適足性管理辦法，銀行發行的「長期別次順位債券」，在計算資本適足率時，具有何種資本性質？",{"id":175,"qno":176,"question":177,"chapter":23},"risk_mgmt-22-041",41,"假設小王購買一張期別 2 年、AA 等級、平價發行的本國債券，該債券的票面價值$100,000 且票面利率為每年 4%。經過一年以後，該債券被信用評等機構調降評等，導致該債券的市場殖利率從原本的 4%上升至5%，請問該債券遭調降評等，導致市場價值變動多少？",{"id":179,"qno":180,"question":181,"chapter":23},"risk_mgmt-22-042",42,"大衛是美國的投資者，購買一張德國債券 1,000 歐元，購買當時的即期匯率為 1 歐元兌換 1.25 美元，經過了一年，歐元升值至 1 歐元兌換 1.5385 美元，請問此投資者來自匯率變動的損益如何？",{"id":183,"qno":184,"question":185,"chapter":10},"risk_mgmt-22-043",43,"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":187,"qno":188,"question":189,"chapter":10},"risk_mgmt-22-044",44,"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":191,"qno":192,"question":193,"chapter":28},"risk_mgmt-22-045",45,"銀行比較困難實施「利潤中心」制度的組織結構，係指下列何者？",{"id":195,"qno":196,"question":197,"chapter":10},"risk_mgmt-22-046",46,"有關資產負債管理委員會之權責，下列敘述何者錯誤？",{"id":199,"qno":200,"question":201,"chapter":50},"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":203,"qno":204,"question":205,"chapter":206},"risk_mgmt-22-048",48,"某甲的房屋市值 1,600 萬元，乙銀行對於房屋第一順位抵押貸款的可貸金額為房屋市值的 75% ，並按照第一順位可貸金額的 1.2 倍設定質權；另丙銀行對於房屋第二順位抵押貸款的可貸金額為第一順位質權設定金額的 20% 。若某甲以其房屋依序向乙銀行與丙銀行貸滿第一順位與第二順位的抵押貸款，請問某甲的房屋淨值還剩多少金額？","授信特徵與產業別的集中性風險",{"id":208,"qno":209,"question":210,"chapter":206},"risk_mgmt-22-049",49,"有關「指數型」住宅貸款的產品特性，下列哪項內容不適當？",{"id":212,"qno":213,"question":214,"chapter":67},"risk_mgmt-22-050",50,"依據標準普爾信用評等機構之觀點，下列哪些指標可以衡量受評公司之現金流量是否足夠？ A.營業利益\u002F營業收入 B.長短期借款\u002F總資產 C. (正常營業活動的現金流量+利息費用)\u002F利息費用 D.借款的還本期限",{"id":216,"qno":217,"question":218,"chapter":50},"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":220,"qno":221,"question":222,"chapter":88},"risk_mgmt-22-052",52,"國家主權評等的預告機制，下列敘述何者不適當？",{"id":224,"qno":225,"question":226,"chapter":165},"risk_mgmt-22-053",53,"作業風險管理之涵蓋範圍，包括下列哪些項目？ A.內部人員作業失誤 B.電腦系統當機 C.組織變革與創新 D.破壞環境生態",{"id":228,"qno":229,"question":230,"chapter":45},"risk_mgmt-22-054",54,"金融控股公司的資本適足率管理，須符合下列哪些？A.子公司應符合各業別資本適足性之相關規範、B.金融控股公司資本適足率須大於 100%、C.金融控股公司槓桿比率須大於 6%、D.金融控股公司負債比率小於 100%",{"id":232,"qno":233,"question":234,"chapter":50},"risk_mgmt-22-055",55,"與信用風險有關之業務項目，下列敘述何者錯誤？",{"id":236,"qno":237,"question":238,"chapter":50},"risk_mgmt-22-056",56,"有關信用風險的衡量類型，不包含下列何者？",{"id":240,"qno":241,"question":242,"chapter":50},"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？",{"id":244,"qno":245,"question":246,"chapter":23},"risk_mgmt-22-058",58,"假設英國政府發行 5 年期純折扣債券，到期一次還本、面額 1 百萬英鎊，市場顯示相同風險等級之 5 年期殖利率為 6%。假設英鎊對美元為 1:1.3 時，英國公債之美元現值為下列何者（取最接近值）？",{"id":248,"qno":249,"question":250,"chapter":10},"risk_mgmt-22-059",59,"下列哪項敘述，無法反映該銀行存在嚴重的流動性風險？",{"id":252,"qno":253,"question":254,"chapter":255},"risk_mgmt-22-060",60,"為避免投資人購買或交易複雜性較高之匯率類商品，導致承擔重大的風險，主管機構規定此類契約的交易期限不得超過下列何者？","風險管理相關法令、辦法",1785146815330]