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Successful portfolio management and RAPM

Julian Leake (Senior manager in the Financial Risk Management Group of Arthur Andersen’s Business Consulting Practice)

Balance Sheet

ISSN: 0965-7967

Article publication date: 1 June 2000

Abstract

Demonstrates complete overview of risk‐adjusted performance measurement (RAPM) and how it can be a key management tool – particularly when combined with an economic capital allocation framework. Discusses RAPM and how it would enable senior management to allocate economic capital more effectively to help to maximize overall risk‐adjusted returns on the whole of the firm’s economic capital. Summarizes with correct risk management methodology institutions should see greater profits and the rest of the benefits to develop strong, risk control structure.

Keywords

Citation

Leake, J. (2000), "Successful portfolio management and RAPM", Balance Sheet, Vol. 8 No. 3, pp. 18-22. https://doi.org/10.1108/09657960010338661

Publisher

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MCB UP Ltd

Copyright © 2000, MCB UP Limited