RAPM, funds transfer pricing and risk capital Online publication date: Thu, 11-Dec-2008
by Hovik Tumasyan
International Journal of Services Sciences (IJSSCI), Vol. 2, No. 1, 2009
Abstract: The paper studies modifications to transfer pricing frameworks in banks from the stand-point of correct implementation of risk-adjusted performance measures that aligns the performance goals of the business units with the strategic risk taking views of the bank as a whole. Along these lines the transfer pricing rate for risk capital and the so-called equity credit rate are calculated explicitly.
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