Page 50 - 風險管理小辭典
P. 50
風險管理小辭典
表：利率風險中個別風險之資本計提率
!" #$%&'()*+
4 &
0%
'(
,-./01( 0%
23
1.
56 6 78
!" #$%&'(
0.25%
(9) :;
)*+'(
,-./0?1(
20%-50%
23
2. @ AB&C (public sector
56 6 78
entities) DEFG *HI
1.00%
< 24 78 ( 9)
=> G !"
3
3. JKLAM !"
#$%&)*NO *
56 YZ
P:Q23
1.60%
24 78
4. R)0NO *P:Q2!RST
UVWX
1.60%
+` ^ L_ ab.c,-./
4%
[\] ^
0
# 7d
ef 4 & 8%
L_
3 28%
4&gh
no`'(
,-.c/0#ij
L
KL klpq
[\]ij
AMJ$rklsVtme =
klm=> 4 & 4&gh
> ( uvwx L yz{
L* ) #$|}O k~
gh3
%&'()* B+ :!j '
12.00%
23
$r@=>
4 &
ej$r 3 8.00%
36
