Compute the Risk-Adjusted Return on Capital (RAROC) Total assets {$m) Gross interest income (% of Total assets)

Compute the Risk-Adjusted Return on Capital (RAROC)

  

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Total assets {$m) Gross interest income (% of Total assets) Cost af Fund {% of Total assets) Net Fee Margin (% of Total assets) Trading income {$m) Cost to income ratio (% of Operating income) Expected loss (% of Total assets) Assels 4,000.00 Gll % 4.00% COF % 2.40% NFM% 1.50% TI 20.00 OR % 30.00% EL% 1.10% ETR % 31.91% Effective tax rate (% of Pre-tax profit) Exposure at default {$m) EAD 4,300.00 Risk-weight (% of Exposure at default) RW % 80.00% Capitalisation requirement (% of Total capital over Risk weighted assets) TC% 13.00% Total assets {$m) Gross interest income (% of Total assets) Cost af Fund {% of Total assets) Net Fee Margin (% of Total assets) Trading income {$m) Cost to income ratio (% of Operating income) Expected loss (% of Total assets) Assels 4,000.00 Gll % 4.00% COF % 2.40% NFM% 1.50% TI 20.00 OR % 30.00% EL% 1.10% ETR % 31.91% Effective tax rate (% of Pre-tax profit) Exposure at default {$m) EAD 4,300.00 Risk-weight (% of Exposure at default) RW % 80.00% Capitalisation requirement (% of Total capital over Risk weighted assets) TC% 13.00%