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RAROC based capital budgeting and performance evaluation : a case study of bank capital allocation

Recurso electrónico / electronic resource
MAP20130015613
James, Christopher
RAROC based capital budgeting and performance evaluation : a case study of bank capital allocation / Christopher James. — [Pennsylvania] : The Wharton School, [1996]
Sumario: This paper describes the RAROC system developed at Bank of America (B of A) in order to examine how risk-based capital allocation models work
1. RAROC . 2. Rentabilidad ajustada al riesgo . 3. Gerencia de riesgos . 4. Banca . 5. Rentabilidad bancaria . 6. Capital económico .