RAROC profiles and pricing benchmarks for 1 Colombia banks, sourced from Pillar 3 disclosures.
OpenRAROC tracks 1 banks headquartered in Colombia with a combined corporate credit exposure of EUR 154bn. The average Colombia bank in our dataset has a cost-to-income ratio of 49.8% and an average corporate probability of default of 2.50%. On a representative BBB+ EUR 25M 5-year term loan, these banks generate an average RAROC of 4.44%.
On the standard sample deal, Bancolombia is the cheapest lender in Colombia, requiring just 356bp to hit a 12% RAROC hurdle. The most expensive is Bancolombia at 356bp — a difference of 0bp on the same deal. For a EUR 25M facility, that's EUR 0 per year in interest expense.
RAROC computed on a representative BBB+ rated, 5-year, EUR 25M term loan at 150bp spread. Click any bank for its full profile.
| # | Bank | C/I | Avg PD | LGD | EAD | RAROC | Min spread |
|---|---|---|---|---|---|---|---|
| 1 | Bancolombia | 49.8% | 2.50% | 45.0% | EUR 154bn | 4.44% | 356bp |
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