risk adjusted return on capital 中文意思是什麼
risk adjusted return on capital
解釋
風險調整資本回報率-
( var ), and then measures capital at risk ( car ) which is used to resist the whole unexpected loss of the bank on the base of var of all risks, and correlates risk with income to calculate the risk adjusted return on capital ( raroc ) to evaluate the outstanding of banks
對所有風險採用統一的量化標準? ?受險價值var ,然後以所有風險的var值為根據測量用以抵禦銀行整體意外損失的風險資本car ,並把風險和收益聯系起來計算資本的風險調整收益率raroc來衡量銀行的經營業績。
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