risk adjusted performance measure


risk adjusted performance measure
  RAPM
  Misura di redditività di un'operazione, di un cliente, di un'area di risultato o di un'unità organizzativa. Per ottenere una misura RAP occorre mettere a confronto il margine economico ( al netto delle perdite attese ) associabile ad una certa combinazione produttiva con il capitale a rischio ad essa connesso. Esistono misure alternative dell'indicatore a seconda che l'aggiustamento per il rischio avvenga soltanto al numeratore ( RAROC - Risk-Adjusted Return on Capital ), al denominatore ( RORAC - Return on Risk-Adjusted Capital ), o in entrambi i casi ( RARORAC ).

Glossario di economia e finanza. 2011.

Look at other dictionaries:

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