Idee di capitale economico

Class Notes


Il capitale economico è una misura della quantità di capitale proprio di cui un'impresa ha bisogno per far fronte a un dato rischio. Più specificatamente, è l'ammontare di capitale necessario a coprire le perdite originate da quel rischio con un dato livello di confidenza1. Per molte primarie banche internazionali, per esempio, il capitale economico è la quantità di capitale necessario a coprire le perdite nel 99,97% dei casi.

In contrasto con la visione contabile, secondo cui il capitale si

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