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

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<title>RAROC based capital budgeting and performance evaluation</title>
<subTitle>: a case study of bank capital allocation</subTitle>
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<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20130006093">
<namePart>James, Christopher</namePart>
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<dateIssued encoding="marc">1996</dateIssued>
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<placeTerm type="text">Pennsylvania]</placeTerm>
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<publisher>The Wharton School</publisher>
<dateIssued>[1996]</dateIssued>
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<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
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<abstract displayLabel="Summary">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.</abstract>
<note type="statement of responsibility">Christopher James</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20130006109">
<topic>RAROC</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20130006116">
<topic>Rentabilidad ajustada al riesgo</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591182">
<topic>Gerencia de riesgos</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080538217">
<topic>Banca</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080603519">
<topic>Rentabilidad bancaria</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20130006123">
<topic>Capital económico</topic>
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