问题如下图:
选项:
A.
B.
C.
D.
解释:
1.A怎么理解?
2.C怎么理解?re
NO.PZ2019052001000041 问题如下 Regarng the risk-austereturn on capit(RAROmethology, whiof the following statemernts is correct? A.RAROC lacks flexibility for ferror contingent compensation when consiring incentive compensation. B.Expecteloss is aeto the return in the numerator of the RAROC equation. C.If a business unit's cost of equity is smaller thits RAROthen the business unit is aing value to shareholrs. RAROC uses accounting profits in the context of performanmeasurement. C is correct.考点RAROC解析当cost of equity小于RAROC时, 风险调整后的收益高于股权成本所以为公司增加了价值。RAROC在考虑递延或者或有补偿时很灵活,A错。EL在分子里是被减掉而不是加上的,B错。RAROC计算时用的是economic profit,。 RAROC还可以和cost of equity做比较,然后做决策的吗。。这个要怎么理解呀,因为上课讲的不是和hure rate比较的嘛
NO.PZ2019052001000041 因为RAROC的分子是 after-texpecteriskaustenet income,它是如何将递延资产、或有偿付等都考虑进去的呢?就是例如把NON-Cash的部门都给补回来或者加回去?
RORAC为什么对contingent 那些东西敏感呢?
Expecteloss is aeto the return in the numerator of the RAROC equation. If a business unit's cost of equity is smaller thits RAROthen the business unit is aing value to shareholrs. RAROC uses accounting profits in the context of performanmeasurement. C is correct. 考点RAROC 解析当cost of equity小于RAROC时, 风险调整后的收益高于股权成本所以为公司增加了价值。 RAROC在考虑递延或者或有补偿时很灵活,A错。 EL在分子里是被减掉而不是加上的,B错。 RAROC计算时用的是economic profit,。 这里B是错的太扣字眼了吧…为什么不可以理解为在分子里考虑了EL?
感觉应该放在下一章