基于RAROC的我国上市商业银行经济资本配置分析

在资本约束日益严格的情形下，研究我国商业银行经济资本配置问题具有重要意义。基于2014年我国13家上市银行的相关数据，以RAROC指标为核心分析了我国上市商业银行经济资本配置的效率高低问题。研究结果显示：我国各上市商业银行风险调整后收益率的标准差水平普遍都不够理想，各类业务之间的发展均衡性不高。此外，银行各类业务发展的均衡水平与风险调整后收益率的大小匹配度不高，最终提出相关建议。

Analysis on the Economic Capital Allocation of China's Listed Commercial Banks Based on RAROC

In the case of the increasingly stringent capital constraints, the study of the economic capital allocation of China''s commercial banks is of great significance. Based on the data of 13 listed banks in China in 2014, this paper analyzes the efficiency of economic capital allocation of China''s Listed Commercial Banks Based on the RAROC index. The research results show that: the standard deviation of the risk adjusted return rate of the listed commercial banks in our country is not ideal. And the development of all kinds of business is not high. In addition, the equilibrium level of various types of business development and risk adjusted return on the size of the matching degree is not high. Finally we put forward relevant recommendations.