...中的应用— —绩效考核 风险调整的绩效考核指标 资本经过风险调整的资本回报率(RORAC, Return On Risk-Adjusted Capital) 回报经过风险调整的资本回报率(RAROC, Risk-Adjusted Return On C...
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Risk Adjusted Return on Capital 风险调整资本回报率 ; 资本收益率 ; 经风险调整的资本收益率 ; 风险调整后的资本回报率
Risk-Adjusted Return On Capital 险调整的资本收益率 ; 风险调整的收益 ; 根据风险调整的收益 ; 险调整的资本回报
Risk-Adjusted Return on Capital RAROC 风险调整资本回报率
This paper has put forward a credit quality management mode based on risk adjusted return of capital through a beforehand estimate and drawing of risk cost of every credit capital.
通过事前计提每笔信贷资产的风险成本,提出了基于风险调整后的资本收益率的信贷质量管理模式。
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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