RAROC profiles and pricing benchmarks for 1 Norway banks, sourced from Pillar 3 disclosures.
OpenRAROC tracks 1 banks headquartered in Norway with a combined corporate credit exposure of EUR 997bn. The average Norway bank in our dataset has a cost-to-income ratio of 38.0% and an average corporate probability of default of 1.30%. On a representative BBB+ EUR 25M 5-year term loan, these banks generate an average RAROC of 7.87%.
On the standard sample deal, DNB is the cheapest lender in Norway, requiring just 236bp to hit a 12% RAROC hurdle. The most expensive is DNB at 236bp — 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 | DNB | 38.0% | 1.30% | 35.0% | EUR 997bn | 7.87% | 236bp |
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