Non bank financial Investments BenchmarkIndividual (Xij-X1) (Xij-X1)²

Industry 0.449 0.5 0.051 0.002601

real estate 0.172 0.15 -0.022 0.000484
Margin Loan 0.032 0.022 -0.01 0.0001
Trade and commerce 0.16 0.1827 0.0227 0.000515
merchant banking 0.04 0.03 -0.01 0.0001
Agriculture 0.017 0.0153 -0.0017 2.89E-06
others 0.129 0.1 -0.029 0.000841
0.999 1
sum 0.004644
standard deviation 0.025758

RAROC MODEL

Loan Amount ###

Duration 3.913187
The cost of the fund(benchmark) 0.0843
the current market interest for the loan 0.125
sevicing fee 0.001
Expected Interest ###
servicing fee 487,740
Interest Income ###
less cost of Fund ###
Net Interest income ###
Loan Risk ###
RAROC 0.285436