Risk Adjusted Return on Capital (RAROC)
本文研究了財險公司經濟資本配置的原則,根據現有經濟資本配置方法的侷限*,選擇了RAROC方法作為基礎。
There are four chapters in this dissertation. The thesis begins with the analysis of existing studies, puts forward allocation principle in details, and adopts RAROC as our research method.
從文章結構來看,本文共分為四個部分:本文首先研究了國內外現有的經濟資本配置方法,結合經濟資本配置的原則,選擇了RAROC方法對財險公司經濟資本進行配置。
This paper researches the principle of allocate economic capital. Depending on limitation of the previous economic capital allocation, we take Risk-Adjusted Return on capital (RAROC) as the base.
RAROC修正模型與過渡方案具有可行*,並有很強的信貸政策指向意義。