风险权重英文

风险敞口是指因债务人的违约行为所导致的可能承受风险的信贷业务余额。

英文Weighted Average Cost of Capital的缩写。WACC代表公司整体平均资金成本，可用来衡量一个项目是否值得投资；项目的回报必须不低于WACC。 计算WACC时，先算出构成公司资本结构的各个项目如普通股、优先股、公司债及其他长期负债各自的资金成本或要求回报率，然后将这些回报率按各项目在资本结构中的权重加权，即可算出加权平均资本成本。计算公式=（债务/总资本）*债务成本*（1-企业所得税税率）+（资产净值/总资本）*股权成本，考虑税收时，债务成本=利息*（1-税率）

"RoRWA英文全拼为Return on Risk Weighted Assets。RWA=Risk Weighted Assets,指银行贷款的风险加权。银行贷出去的款属于银行资产，其中各笔款项风险不一致。相应风险累积便得到总的风险加权，用来评估银行需要调整的资金款项的一部分。Return on Risk Weighted Assets就是这一部分的相应价值回报。"

什么是风险敞口？

Commercial banks operating risks: The loss possibly brings which through what method or the method guardoperation risk is the commercial bank operates one of key questionswhich the risk management must solve. The angle manages which from thecommercial bank says, most importantly must solve two problemsregarding the operation risk management, how its one accuratelysurveys the risk; Second is the loss which possibly brings throughwhat method or the method guard operation risk. The operation risk is different with the credit risk and the marketrisk, has its own special nature. The commercial bank own internalneed carries on each kind of different type in management the serviceoperation, but this kind of service operation proliferates thecommercial bank interior various services link, the product line andthe different management stratification plane. As a result of eachkind of element of certainty existence, these operating process itselfdo not have the fault the possibility; But the overwhelming majorityoperation risk all is may avoid, even if is the inevitable operationrisk also may performs through the insurance or other risk shiftmechanisms to slow release. Although the service operation if isconnected the service activity can bring the value for the bank, butundertakes operation fault risk itself certainly not to be able tocreate the value. Operation risk this kind of special nature haddecided the commercial bank must pay great attention to the occurrencewhich the guard loses, but loses the reduction which occurs to meanincome increase. In order to guard against the bank interior thebenefit conflict, scientifically controls the risk and the surveyrisk, the commercial bank internal control guard operation risk andthe survey operation risk is separately undertakes by two departments.In the bank controls the committee to be responsible to operate therisk the control and the guard function; Bank risk managementcommittee can be responsible to operate the risk the survey and thecapital disposition work. At present, the international financial circles to operated the riskto guard against control still are at the start exploration stage, asa result of management environment different, the data integrity, thecredible insufficiency but have not formed the recognition, is maturecan accurately survey the operation risk the technical method.Therefore, the committee encourages the various countries' bank in theagreement positively to develop this aspect the technology. In the agreement proposed three surveys risks method: Basic quota law,standard method and high-level idea mensuration. Only has thehigh-level idea mensuration in these three methods is the committeeallows the commercial bank to use line of business operation risk lossdata, exterior loss data, the scene analysis and the stationary indexindependent development operation risk measurement model. Except forthis, the basic quota law and the standard method accurately says didnot call is measures the operation risk method. In these two methodsessence is the committee artificial establishes the certain riskweight, again directly obtains the capital amount according to thebank income through the judgement which the guard operation riskpossible to damage no where needs to take.

风险敞口(risk exposure)指未加保护的风险，即因债务人违约行为导致的可能承受风险的信贷余额，指实际所承担的风险，一般与特定风险相连。