河北建行客户选择的RAROC法应用分析-工商管理专业论文.docxVIP

华 中 科 技 大 学 硕 士 学 位 论 文 II Abstract At this stage, the traditional credit business in China commercial bank remains irreplaceable dominant position. As the basis of credit business, customer selection plays a very important role. The ability and means of customer selection need to be promoted due to short history. With the development of risk measurement technology, the application of E. C. and RAROC in the area of risk management and performance appraisal has been deepening gradually, which makes customer selection based on RAROC technology possible. Firstly the article analyses the methods of customer selection of the commercial bank. As an example, the current customer selection methods of CCB are introduced, existing problems are analysed. Then, the paper introduces the relative concepts of RAROC, focus on the application of RAROC in the customer selection, including the single customer RAROC calculation, using RAROC to build customer combination. By comparing with the existing customer selection methods, it reveals the the advantages of RAROC, such as achieving balance between profit and risk, expanding customer base. Finally, taking CCB Hebei as an example, illustrates the calculation process of RAROC value and how to to build customer combination using RAROC method, analyses the different influence on bank’s performance between the use of traditional methods and the use of RAROC method in customer selection. At the same time, according to present problems in using RAROC method, a scheme is given to combine RAROC method and the existing system. Suggestions are proposed to the application of RAROC method in customer selection. The main contribution of this paper is to give a practical operation of using RAROC method in customer selection. RAROC calculation of a single customer, using RAROC to build portfolio becomes reality. By blending RAROC method into the existing customer selection system, the problem of the theory advances business practice, RAROC methods