Optimizing Trade-Offs for Strategic Portfolio Management

The solutions FICO is exploring would provide mathematically optimized answers to such Executive Committee questions as:

• If we want to grow the portfolio by 3%, what is the best way to do it from a Return on Capital (ROC) perspective?
• How can we rebalance account bookings to maintain costs but increase Risk-Adjusted Return on Capital (RAROC)?
• Does the capital we’ve set aside to cover risk exposure for this portfolio segment generate a competitive return compared to alternative investment opportunities?
• In an economic downturn, how should we modify our strategic direction to achieve the desired result