Fabiano, Guasti Lima; de, Castro Junior Sant Clair; … - In: Contaduría y Administración 59 (2014) 4, pp. 87-104
This article approaches several different methodologies for calculation of the RAROC (Risk Adjusted Return on Capital) for Brazilian banks. Two questions gave reason to the study:whether the application of different methods for calculation of the RAROC would generate significantly different...