Optimal Capital Allocation using RAROC
How can you better measure risk and evaluate the performance and profitability of different products and channels, so that you can grow your bottom line?
10 June 2008 at the SAS Radisson Royal Hotel
- The increased interest in measuring risk is partly a response to the greater regulatory emphasis on capital adequacy that has come with the implementation of the Basel II risk-based capital requirements. More than ever powerful risk management tools like RAROC assist financial institutions both in measuring solvency and evaluating the performance and profitability of different business activities on a granular basis.
- SAS and Accenture have the pleasure to invite you for an executive dinner around the theme of Risk-Adjusted Return on Capital( RAROC).
- The outcome of a RAROC calculation gives a view on the Key Performance Indicators (KPI’s) and Key Risk Indicators (KRI’s) at any level of the portfolio of assets down to single transactions and helps financial institutions to evaluate upfront what the potential outcome of an adverse event would be.
- During this seminar SAS, Accenture and ING Card will give an insight in different aspects of the fulfillment of the RAROC exercise.
