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RISK-ADJUSTED RETURN ON RISK-ADJUSTED CAPITAL (RARORAC)
2013Il RARORAC (Risk-adjusted Return on Risk-adjusted Capital) è un indicatore che misura l’efficienza nella creazione di valore in funzione del rischio. Appartiene alla categoria delle cosiddette Risk-adjusted Performance Metrics (RAPMs) - o misure corrette per il rischio - insieme ad altre altrettanto importanti come, ad esempio, il Return on Risk ...
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Risk - adjusted rates of return for project appraisal [PDF]
, 1989 Incorporating risk assessment into public project appraisal makes sense when project risk is significantly correlated with uncertainty about national income. It is especially important in countries that specialize in particular agricultural or resource sectors. This report presents the following conclusions: (a) risk corrections can be substantial; (b)
Dixit, Avinash, Williamson, Amy
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Second Generation VaR and Risk-Adjusted Return on Capital
The Journal of Derivatives, 2003Within a period of only a few years, value at risk has become probably the single most widely used measure of financial risk exposure. Yet, by focusing only on the probability of experiencing a loss of a given size at the VaR horizon, it tacitly assumes that a large loss occurring prior to the horizon will be ignored. But this is unrealistic.
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RAROC: risk adjusted return on capital
2006Η παρούσα διπλωµατική εργασία αποσκοπεί στην παρουσίαση της µεθοδολογίας RAROC για τη µέτρηση της επιτυγχανόµενης αποδοτικότητας από τη συνεργασία µε κάποιο πελάτη ...
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Risk adjusted return on capital Raroc
2009Η διατριβή αυτή ασχολείται με την μεθοδολογία RAROC. Η μεθοδολογία αυτή αναπτύχθηκε στα τέλη της δεκαετίας του 1970 στη Bankers Trust. Αρχικά το ζητούμενο ήταν η μέτρηση του κινδύνου του πιστοδοτικού χαρτοφυλακίου της Τράπεζας καθώς το απαιτούμενο ποσό των ιδίων κεφαλαίων που θα περιόριζε την έκθεση των καταθετών καθώς και των πιστωτών της Τράπεζας σε ...
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Risk-Adjusted Returns of Croatian Largest Manufacturers and Their Determinants
Nowadays, firms operate in turbulent environments facing numerous challenges exposing their operations to various risks. Thus, the authors wanted to find out the key factors that are important in explaining firm performance considering the risks of the underlying business.Tomislava Pavic Kramaric +3 more
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The predictive effect of risk aversion on oil returns under different market conditions
Energy Economics, 2023Yudong Wang, Danyan Wen, Jihong Xiao
exaly
Liquidity risk and expected cryptocurrency returns
International Journal of Finance and Economics, 2023Yi Li
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Country risk and bank returns: Evidence from MENA countries
Journal of Economic Asymmetries, 2023Mohamed Albaity +2 more
exaly