基于raroc的银行经济资本配置及应用研究-金融学专业论文.docxVIP

硕士学位论文A 硕士学位论文 A bstract Nowadays capital constraint has become one of the most important problems in our banking industry．To solve the problem,the essential way will be to allocate bank capital reasonably,which can increase the efficiency of capital usage．In theoretical aspect，the method of Risk—Adjusted Return on Capital has many advantages relative to traditional research．It not only maximizes banks’income in the condition of economic capital being limited，but also strengthens the capacity of risk management． Beginning with the meaning of RAROC in this dissertation,we explain the relationsh