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حسابداری و مالی::
بازده / گزارش ریسکپذیری
At this point, risk al- location among currencies, assets, and dura- tion is prioritized according to the expected risk-adjusted returns.
Both the relative VaR and absolute VaR are used primarily for estimat- ing risk-adjusted return on capital (RAROC).
Since benchmarks are con- structed on the concept of target risk-adjusted return, the portfolio performance is evaluated accordingly (Figure 4.)
The ultimate goal of using the risk-adjusted return (information ra- tio) methodology is to provide a comparable measure of performance across portfolios and to ensure the consistency of the portfolio strat- egies with the respective benchmarks.
Figure 4 : Risk-Adjusted Return
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