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

Recurso electrónico / electronic resource
Sección: Documentos electrónicos
Título: RAROC based capital budgeting and performance evaluation : a case study of bank capital allocation / Christopher JamesAutor: James, Christopher
Publicación: [Pennsylvania] : The Wharton School, [1996]Notas: Sumario: 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.Materia / lugar / evento: RAROC Rentabilidad ajustada al riesgo Gerencia de riesgos Banca Rentabilidad bancaria Capital económico Otras clasificaciones: 7