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Risk adjusted return on capital,RAROC
Formula
RAROC
risk adjusted return on capital,RAROC
ER
expected return,ER
VaR
value at risk,VaR
Calculator(
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Expected return (ER)
Value at risk (VaR)
Risk adjusted return on capital (RAROC)
Precision
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9
References
Wikipedia article:
Risk adjusted return on capital.
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