You are a RAROC
Star!
Let Us Be Your Roadies
Risk-based Capital and Risk-Based Pricing:
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Estimations of Probability of Default, Loss Given Default, Exposure-at-Default
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Expected Loss, Unexpected Loss, Economic (risk) capital calculations
Improve Asset Quality:
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Tie Lender incentives to asset quality
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Turn your risk culture into one that balances risk and reward
Stress Test Your Portfolio:
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Use internal scenarios - you know your market best; alongside
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External scenarios to satisfy the needs of your chief stakeholders