Retail risk pricing project of Tianfu Bank

Date:Nov 20,2020


In February 2019, Tianfu Technology achieved the goals of RAROC-based capital allocation, high-quality customer selection, performance evaluation, optimal asset portfolio, etc. depending on fine measurement of economic capital; it also ensured that the banks’ capital allocation in each portfolio conforms to the requirements of the overall risk preference, so as to achieve an optimal balance between risk and return.


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