Enterprise Risk Management Slides

Economic capital / Other risks [14]

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Bullet points include: Variety of acronyms: RAROC = risk adjusted return on capital (devised by Bankers Trust) EVA = Economic Value Added (invented by Stern Stewart & Co.) Both connected to notions such as economic capital, VaR etc Influenced by regulatory regime and extent to which this mirrors the firm’s own understanding of ‘economic capital’

Bullet points include: Variety of acronyms: RAROC = risk adjusted return on capital (devised by Bankers Trust) EVA = Economic Value Added (invented by Stern Stewart & Co.) Both connected to notions such as economic capital, VaR etc Influenced by regulatory regime and extent to which this mirrors the firm’s own understanding of ‘economic capital’

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