Risk-adjusted return on capital
Risk-adjusted return on capital (RAROC) is a risk-based profitability measurement framework for analysing risk-adjusted financial performance and providing a consistent view of profitability across businesses. The concept was developed by Bankers Trust and principal designer Dan Borge in the late 1970s. Note, however, that increasingly return on risk-adjusted capital (RORAC) is used as a measure, whereby the risk adjustment of Capital is based on the capital adequacy guidelines as outlined by the Basel Committee.
Bank regulationEconomic capitalEnterprise risk managementFinancial analystFinancial ratioFinancial risk managementImpact investingManagerial risk accountingOpportunity costRAROCRARORACRarocRate of return on a portfolioRisk adjusted return on capitalRisk adjusted return on risk adjusted capitalRisk factor (finance)Sharpe ratioSortino ratioStandardized approach (counterparty credit risk)Sterling ratioSustainable growth rateTactical asset allocationV2 ratio
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Risk-adjusted return on capital
Risk-adjusted return on capital (RAROC) is a risk-based profitability measurement framework for analysing risk-adjusted financial performance and providing a consistent view of profitability across businesses. The concept was developed by Bankers Trust and principal designer Dan Borge in the late 1970s. Note, however, that increasingly return on risk-adjusted capital (RORAC) is used as a measure, whereby the risk adjustment of Capital is based on the capital adequacy guidelines as outlined by the Basel Committee.
has abstract
El rendimiento ajustado al rie ...... riesgo de negocio individual.
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Le RAROC (Risk Adjusted Return ...... ricing et de prise de décision
@fr
RAROC (англ. Risk-adjusted ret ...... митета по банковскому надзору.
@ru
Risk adjusted return on capita ...... áreas funcionais de um banco.
@pt
Risk-adjusted return on capita ...... tlined by the Basel Committee.
@en
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El rendimiento ajustado al rie ...... ada) + (Beneficio de Capital))
@es
Le RAROC (Risk Adjusted Return ...... un certain seuil de confiance.
@fr
RAROC (англ. Risk-adjusted ret ...... митета по банковскому надзору.
@ru
Risk adjusted return on capita ...... áreas funcionais de um banco.
@pt
Risk-adjusted return on capita ...... tlined by the Basel Committee.
@en
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RAROC
@fr
RAROC
@pt
RAROC
@ru
RAROC-Steuerung
@de
Rendimiento ajustado al riesgo de capital
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Risk-adjusted return on capital
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