risk adjusted return on capital meaning in English
风险调整资本回报率
Examples
- ( 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
对所有风险采用统一的量化标准? ?受险价值var ,然后以所有风险的var值为根据测量用以抵御银行整体意外损失的风险资本car ,并把风险和收益联系起来计算资本的风险调整收益率raroc来衡量银行的经营业绩。