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> 风险调整后的资本回报率,风险调整后的资本收益率
风险调整后的资本回报率,风险调整后的资本收益率
公式(Formula)
risk adjusted return on capital,RAROC
风险调整后的资本回报率,风险调整后的资本收益率
expected return,ER
预期收益,预期回报,期望收益
value at risk,VaR
风险价值
计算器(Calculator)(
how to use calculator?
)
预期收益 (ER)
风险价值 (VaR)
风险调整后的资本回报率 (RAROC)
Precision
0
1
2
3
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8
9
参考文献(References)
Wikipedia article:
Risk adjusted return on capital.
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