A highly focused compilation of articles on RAROC. Articles may come from The RMA Journal, The Commercial Lending Newsletter, or RMA’s publication, Credit Considerations.
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Table of Contents
Designing and Validating Your RAROC Framework, Durante, Robert ; An, Yan ; Mark, Robert, The RMA Journal, v95n4, 20-28, 9 pages Dec 2012/Jan 2013.
RAROC: A Toll for Factoring Risk into Investment, Pricing, and Compensation, Ieraci, Rocky, The RMA Journal, v91n6, 68-72, 5 pages Mar 2009.
The Merit of the Journey: A Counterpoint to RAROC Critics, Ranson, Brian J. The RMA Journal, v86n3, 53-57, 5 pages Nov 2003.
Managing Credit Portfolios by Maximizing Risk-Adjusted Return, Simthson, Charles W. ; Hayt, Gregory, The RMA Journal, v83n4, 44-47, 4 pages Dec 2000.
RAROC Revisited: Ex Ante vs. Ex Post RAROC, Culp, Christopher L. Journal of Lending & Credit Risk Management, v82n6, 50-57, 8 pages Mar 2000.
Capital Priorities: Practical Advice on Implementing RAROC, Falkenstein, Eric, Journal of Lending & Credit Risk Management, v81n9, 18-23, 6 pages May 1999.
You Say RAROC, I Say RORAC ; Linking RAROC to Strategic Planning, Haubenstock, Michael J. Journal of Lending & Credit Risk Management, v81n2, 26-31, 6 pages Oct 1998.
You Say RAROC, I Say RORAC ; Effective Risk-Adjusted Performance Measurement for Greater Shareholder Value, Punjabi, Sanjeev ; Dunsche, Oliver, Journal of Lending & Credit Risk Management, v81n2, 18-24, 7 pages Oct 1998.