risk-adjusted-pricing
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P2.T6.701. Unexpected loss and return on risk-adjusted capital (RARORAC) (De Laurentis)
Learning objectives: Explain expected loss, unexpected loss, VaR, and concentration risk, and describe the differences among them. Evaluate the marginal contribution to portfolio unexpected loss. Define risk-adjusted pricing and determine risk-adjusted return on risk-adjusted capital (RARORAC)...- Nicole Seaman
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- concentration-risk delaurentis expected-loss rarorac risk-adjusted-pricing unexpected-loss var
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