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Risk adjusted return on capital (RAROC) : the one true metric

Recurso electrónico / electronic resource
MARC record
Tag12Value
LDR  00000nab a22000004b 4500
001  MAP20130015637
003  MAP
005  20130514154258.0
008  130514e20050801usa|| p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎7
1001 ‎$0‎MAPA20130006154‎$a‎Hanselman, Orlando B.
24500‎$a‎Risk adjusted return on capital (RAROC)‎$b‎: the one true metric‎$c‎Orlando B. Hanselman
520  ‎$a‎Financial services organization (FSO) leadership has long searched for the one performance metric that the best summarizes success. The metric most suitable for this central role is Risk-Adjusted Return on Capital (RAROC) becuase it strategically considers the full risk and return business equation. Capital assignment, which is integral to calculating RAROC, is a judgmental art that continues to envolve. This article provides practical insights into the capital assignment challenge
650 1‎$0‎MAPA20130006109‎$a‎RAROC
650 1‎$0‎MAPA20130006116‎$a‎Rentabilidad ajustada al riesgo
650 1‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
650 1‎$0‎MAPA20080603519‎$a‎Rentabilidad bancaria
650 1‎$0‎MAPA20130006123‎$a‎Capital económico
7730 ‎$t‎Journal of Performance Management‎$g‎vol. 18, nº 3, 2005 ; p. 26-32