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by primalmk
January 18th, 2017, 9:46 am
Forum: Numerical Methods Forum
Topic: Actual formula for calculating RAROC(AR)?
Replies: 0
Views: 4231

Actual formula for calculating RAROC(AR)?

Hi, I'm trying to put together an Excel-model for simulation of loan profitability for the bank I work in. A model already exists, but not in Excel, and it's slow. I have been browsing our bank's intranet and the internet for a comprehensive formula for calculation of risk adjusted return on capita...