the Risk-based Loan Pricing method RAROC定价法
In this paper, the PQ characteristics are discussed, and a PQ service pricing method based on risk management is proposed.
本文在明确电能质量特点的基础上,提出一种基于风险管理的电能质量服务定价方法。
In recent years, USA, Canada and other countries have implemented the deposit insurance tariff method which has risk adjustments, the main rating is based on CAMEL pricing method.
近年来,美国、加拿大等国实行风险调整的存款保险费率计算方法,主要评级基于CAMEL定价方法。
Meanwhile, the New Basel Capital Accord sets higher requirements to commercial Banks' risk management, this paper chose risk-based method for loan pricing.
与此同时,巴塞尔新资本协议给商业银行的风险管理水平提出了更高的要求,因此本文选择了基于风险测量的定价方法进行研究。
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