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.
本文研究了财险公司经济资本配置的原则,根据现有经济资本配置方法的局限性,选择了RAROC方法作为基础。
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.
本文研究了财险公司经济资本配置的原则,根据现有经济资本配置方法的局限性,选择了RAROC方法作为基础。
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