Air carrier Captain reported taking evasive action and executing a go around after receiving an RA on final approach.

Narrative

I was the PM and the FO was flying. We intercepted the localizer to runway XXR and were cleared for a visual approach. It was a beautiful day with no clouds in the sky. We intercepted glide slope and were fully configured for the approach to XXR. ATC mentioned that there was traffic on the parallel runway XXL. I had visual contact with this traffic and was regularly looking out my side window to see them. While on the approach; we heard 'traffic traffic' as an alert. I looked back and could no longer see the airplane on the parallel. I told the FO I lost contact with the traffic. The traffic display showed them as 100ft below us and almost right below us. Right about then we got a TCAS RA 'climb climb' and the first officer complied with the RA as per our procedures. I advised ATC of the TCAS RA and we were vectored back around of an uneventful landing. I called the Chief Pilot because I was concerned about it being a 'near midair' due to the perception that we were within 100ft of another aircraft. Myself and the first officer (who did an excellent job) had a thorough debrief and then continued with our duty day.