RAROC

RAROC model is a method of pricing based on capital at risk and default rate ;

RAROC法是基于风险资本和违约率的定价方法；

RAROC 's improved model and transitional proposal are feasible , signifying a credit policy direction .

RAROC修正模型与过渡方案具有可行性，并有很强的信贷政策指向意义。

This paper provides an empirical study based on RAROC about the boundary behaviors of loan risk pricing in China 's Market of credit rationing .

本文运用某银行提供的有关数据，基于RAROC实证研究我国信贷配给的贷款市场中贷款风险定价的边界行为表现。

However , non-restriction pricing with RAROC would result in adverse selection and moral risk , so there is a risk boundary in actual loan pricing .

但由于自由定价会产生逆向选择和道德风险，现实中的贷款定价存在一个风险的边界。

Then through the introduction of risk-adjusted return on capital ( RAROC ), define the concept , analyzes its core principle , and conducts quantity model study to it .

然后引入经过风险调整的资本收益率（RAROC），界定其定义、分析其核心原理，并对其进行数量模型研究。

However , Risk Adjusted Return on Capital ( RAROC ), the methods of evaluation based on VaR ( Value at Risk ), can describe the performance of securities investment funds objectively and accurately .

基于VaR的证券投资基金绩效评价方法&RAROC，这种经风险调整后的绩效评价方法能更客观、准确地反映证券投资基金的绩效。

This paper made a compare between the two means by used the Risk Adjusted Return on Capital ( RAROC ) . From the result , we can know that the performance based on the credibility better than that the tradition 's means .

本论文采用RAROC（经风险调整的资本收益）对两种投资方法进行了分析，从结果得知：基于传统β的投资组合绩效同样逊于基于资信的投资组合绩效。

Due to difficultly obtaining the data , there is not use economic value added ( EVA ) and the risk-adjusted rate of return ( RAROC ), and other new banking performance indicators to better reflect the performance of banks . 3 .

由于数据的难以取得，所以没有采用经济增加值（EVA）以及风险调整资本收益率（RAROC）等新的银行绩效测算指标来更好地反映银行绩效情况。