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

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      <subfield code="a">Risk adjusted return on capital (RAROC)</subfield>
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      <subfield code="a">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 challenge</subfield>
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      <subfield code="t">Journal of Performance Management</subfield>
      <subfield code="g">vol. 18, nº 3, 2005 ; p. 26-32</subfield>
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