Showing 1 - 10 of 11
Persistent link: https://www.econbiz.de/10001198368
Persistent link: https://www.econbiz.de/10013350083
Persistent link: https://www.econbiz.de/10008664089
Persistent link: https://www.econbiz.de/10009681915
Persistent link: https://www.econbiz.de/10012135547
Persistent link: https://www.econbiz.de/10005347012
Persistent link: https://www.econbiz.de/10007336417
Persistent link: https://www.econbiz.de/10010114764
Persistent link: https://www.econbiz.de/10010032592
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. I begin by discussing the economic rational for allocating capital in a diversified organization like the B of A. Drawing on recent work by Froot and...
Persistent link: https://www.econbiz.de/10005794364