Centro de Documentacion de Fundación MAPFRE - Risk adjusted return on capital (RAROC) : the one true metric

Notes: Sumario: Financial 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 challengeRelated records: En: Journal of Performance Management. - vol. 18, nº 3, 2005 ; p. 26-32Materia / lugar / evento: RAROC Rentabilidad ajustada al riesgo Gerencia de riesgos Rentabilidad bancaria Capital económico Other categories: 7