RARORAC

AcronymDefinition
RARORACRisk-Adjusted Return on Risk-Adjusted Capital
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References in periodicals archive ?
If a ratio is constructed with adjustments to both the numerator and denominator, it is risk adjusted return on risk adjusted capital with the clumsy acronym RARORAC. In common usage, these measures are seldom distinguised from the another and are generically referred to as RAROC.
Value-at-risk (VaR), capital-at-risk (CaR), risk-adjusted-capital-at-risk (RaCaR), risk-adjusted-return-on-risk-adjusted-capital (RaRoRaC)--the list goes on.