基于RAROC模型的农业银行信用风险管理研究

RAROC模型是国际商业银行用于经营管理的先进方法，将RAROC模型运用到农业银行信用风险研究中，首先介绍RAROC模型的含义及核心思想，然后详尽的测量RAROC模型中的基本参数，将实证研究得到的RAROC数值进行分析和比较，最后得出农业银行信用风险管理水平逐年提高，经营业绩突飞猛进，贷款稳步增长，贷款质量持续改善等结论。

Research of Risk Management of Agriculture Bank Based on RAROC Model

Abstract: RAROC model is the advanced method to the International Banks for management. This paper will use the RAROC model to the research of credit risk of Agricultural Bank of China. It introduces the meaning and the core idea of RAROC model, and then detailed measuring the basic parameters of the model RAROC, and carrying on analysis and comparison using the RAROC value in the empirical research. The conclusion is the level of the credit risk management of Agricultural Bank increasing year by year, business performance making a spurt of progress, steady growth in loans, loan quality continuing to improve etc.