Hi my names Lugo (pseudonym) im from mexico, i need to know how can i calculate the RAROC in a credit car system, i work in a company that give credit for cars and i need to have a RAROC measure in order to classificate our clients and give a different Pricing for each of one of those. Please any help me?

Regards,

David, any comment?? about that??

Lugo,

I don’t have such a version of RAROC. You are welcome to download the generic RAROC calculator located here (source: Crouhy) to see if it can serve as a starting place: link to XLS, then File > Export As > XLS. Of course, you’ll need more line item detail....sorry...don’t have such...David