In this foundation, we make good use of the method of RAROC to do research about economic capital allocation and application emphatically.
在此基础上,利用RAROC方法重点研究银行经济资本配置及应用问题。
Consider the relativity between Loss Given Default and Probability of Default. (5) Study on the collocation of economic capital of our country's commercial Banks combining with RAROC.
考虑违约损失率与违约概率的相关性。(5)与RAROC结合研究我国商业银行的经济资本配置方法。
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.
从文章结构来看,本文共分为四个部分:本文首先研究了国内外现有的经济资本配置方法,结合经济资本配置的原则,选择了RAROC方法对财险公司经济资本进行配置。
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.
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。