Raroc pioneer now questions use of risk analytics
Dan Borge, who developed the first widely used enterprise-wide risk management system, risk-adjusted return on capital (or Raroc) while head of global research and corporate strategy at Bankers Trust in the 1970s and 1980s, now questions whether analytics have outpaced banks’ actual use of risk management.
Charles Sanford, Bankers’ CEO, embraced Raroc and risk management
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