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The document discusses the importance of Risk-Adjusted Return on Capital (RAROC) in fair pricing of credit for banks and borrowers, emphasizing its role in ensuring appropriate compensation for risk. It explains the development of RAROC and its distinction from similar metrics like RORAC and RARORAC, highlighting the complexities involved in risk modeling and pricing. Additionally, it addresses the various approaches to correlate risk and return, and the significance of Risk-Adjusted Performance Measures (R

Author

bekar12121993

Language

EN