Sunday, October 9, 2016

A research paper from years ago

Sharing a research paper "RAROC-A Performance Measurement Tool". I wrote it in 2001 with a colleague from my team, when we worked together in ICICI Bank.

The paper is of great interest to anyone dealing with  Risk Based Performance Management for Banks and has been well referenced in many more publications.

The paper was originally published in, but that site is now no longer valid and to ensure that this publication lives on, I am posting a link to it here in this blog.