RAROC技术在我国基层商业银行的应用

商业银行资本管理新办法的出台,迫使商业银行尽快建立起以资本约束为核心的业务增长模式和资源配置方式,实现速度、效益、风险相协调的发展。RAROC技术作为商业银行优化资源配置,全面提高银行风险管理水平的主要技术手段,在国外先进银行得到广泛应用,本文通过分析RAROC模型及实际应用,着眼于实践,阐述了RAROC技术在我国基层银行相关领域的应用。

The Application of RAROC to Basic Unit of Commercial Bank in China

After the new capital management measurement of commercial bank being published,commercial bank should set up the model of business growth and the way of resource allocation which focus on capital restriction as soon as possible,in order to realize continous development of speed,benefit and risk.As the main technological way of optimizing resource allocation and comprehensively improving the level of risk management,RAROC is widely applied in foreign advanced bank.Based on practice,this text states the application of RAROC in some fields of commercial bank basic unit in China,by analizing the model and practical utilization of RAROC.