1個回答
Adam助教
2020-11-05 16:46
該回答已被題主采納
同學你好,
RAROC的計算公式是
Risk adjusted return on capital (RAROC)=after-tax risk-adjusted expected return(EL is subtracted)/economic capital
當分母是economic capital時,分子就應該是after-tax risk-adjusted expected return
了解就可以了,后續(xù)在二級還會深入學習
