Risk adjusted return on capital (RAROC) : the one true metric
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000nab a22000004b 4500 | ||
| 001 | MAP20130015637 | ||
| 003 | MAP | ||
| 005 | 20130514154258.0 | ||
| 008 | 130514e20050801usa|| p |0|||b|eng d | ||
| 040 | $aMAP$bspa | ||
| 084 | $a7 | ||
| 100 | 1 | $0MAPA20130006154$aHanselman, Orlando B. | |
| 245 | 0 | 0 | $aRisk adjusted return on capital (RAROC)$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 | |
| 773 | 0 | $tJournal of Performance Management$gvol. 18, nº 3, 2005 ; p. 26-32 |