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

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      <subfield code="a">RAROC based capital budgeting and performance evaluation</subfield>
      <subfield code="b">: a case study of bank capital allocation</subfield>
      <subfield code="c">Christopher James</subfield>
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      <subfield code="a">[Pennsylvania]</subfield>
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      <subfield code="a">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.</subfield>
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