RAROC profiles and pricing benchmarks for 1 Denmark banks, sourced from Pillar 3 disclosures.
OpenRAROC tracks 1 banks headquartered in Denmark with a combined corporate credit exposure of EUR 338bn. The average Denmark bank in our dataset has a cost-to-income ratio of 45.5% and an average corporate probability of default of 3.20%. On a representative BBB+ EUR 25M 5-year term loan, these banks generate an average RAROC of 7.31%.
On the standard sample deal, Danske Bank is the cheapest lender in Denmark, requiring just 252bp to hit a 12% RAROC hurdle. The most expensive is Danske Bank at 252bp — 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 | Danske Bank | 45.5% | 3.20% | 17.9% | EUR 338bn | 7.31% | 252bp |
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