RAROC技术在我国商业银行中的应用  

The Application of RAROC Technique in China's Commercial Banks

作　　者：邹锦吉[1] 

机构地区：[1]河南财经学院,河南郑州450002

出　　处：《金融理论与实践》2007年第7期46-48,共3页Financial Theory and Practice

摘　　要：随着全球经济一体化程度的加深,银行之间的竞争日趋激烈。如何做好银行的绩效评价工作直接关系到银行未来的发展。本文引入经风险调整后资本收益率的概念,在分析经济资本的分配与配置原理的基础上,阐述了RAROC的优缺点以及经济资本管理理念对我国商业银行带来的深刻影响并试图探索RAROC在我国商业银行的业绩评价体系中应用的可行性。Along with the deepening of economic globalization, the competition among banks is becoming more and more intense. How banks do well in performance evaluation has a direct bearing on the future development of banks. This paper introduces the concept of Risk-Adjusted Return on Capital （RAROC） and analyzes the distribution and allocation principles of economic capital. Then, it explains the advantages and disadvantages of RAROC and the in-depth impact of the economic capital management idea on China＇s commercial banks. At last, it attempts to explore the feasibility of RAROC＇s application in China＇s commercial banks＇ performance evaluation system.

关 键 词：风险调整资本 绩效评价 经济资本 

分 类 号：F830.49[经济管理—金融学]