Practical application of the risk-adjusted return on capital framework

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<rdf:Description>
<dc:creator>Ward, Lisa S.</dc:creator>
<dc:creator>Lee, David H.</dc:creator>
<dc:date>2002</dc:date>
<dc:description xml:lang="es">Sumario: This paper applies a risk-adjusted return on capital (RAROC) framework to the financial analysis of the risk and performance of an insurance company. A case study is presented for a diversified insurer with both property & casualty and life insurance business segments. The approach first quantifies the probability distributions of the different types of risk the institution faces: non-catastrophe liability risk, catastrophe risk, life risk, asset-liability mismatch (ALM) risk, credit risk, market risk, and operating risk. These risk type distributions are then aggregated to create an integrated risk distribution for the institution </dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/142718.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">RAROC</dc:subject>
<dc:subject xml:lang="es">Rentabilidad ajustada al riesgo</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Empresas de seguros</dc:subject>
<dc:subject xml:lang="es">Rentabilidad bancaria</dc:subject>
<dc:subject xml:lang="es">Capital económico</dc:subject>
<dc:type xml:lang="es">Books</dc:type>
<dc:title xml:lang="es">Practical application of the risk-adjusted return on capital framework</dc:title>
</rdf:Description>
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