Journal of Banking & Finance Vol. 106 2019
A new approach to optimal capital allocation for RORAC maximization in banks
open access
Abstract
We introduce a new model for optimal internal capital allocation, which would allow banks to maximize their Return on Risk-Adjusted Capital (RORAC) under regulatory and capital constraints. We extend the single period model of Buch et al. (2011) to a multi-period model and improve its forecasting accuracy by including the debt effect and Bayesian learning innovations. The empirical application shows that our model significantly improves the RORAC of a sample of banks listed in the S&P 500 index.
- DOI
- 10.1016/j.jbankfin.2019.06.006
- Volume
- 106
- Pages
- 153-165
- Language
- en
- Sources
- openalex crossref bibtex:phds-export.bib