Title: Economic capital allocation of commercial bank based on RAROC
Abstract: Referring to consumer optimization model and the related economic theories,we build the risk indifference curve and earning curve for the asset business.The optimal allocation of the economic capital is determined in the graphs.By the verification of the allocation of single-asset business,we demonstrate the essence of the economic capital allocation and give some suggestions.
Publication Year: 2010
Publication Date: 2010-01-01
Language: en
Type: article
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