Optimal capital allocation using RAROC⢠and EVA®
Keywords: سرمایه، پایتخت; Capital; Allocation; EVA; RAROC; Banking; Risk; Value at risk; Equity; Financial institutions; Divisional; Multidivisional; Limits; Hurdle rate; Cost of equity; Overinvestment; Underinvestment; Incentives; Limits; Diversification; Outside options; Mechani