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  2. Economic capital - Wikipedia

    en.wikipedia.org/wiki/Economic_capital

    In social science, economic capital is distinguished in relation to other types of capital which may not necessarily reflect a monetary or exchange-value.These forms of capital include natural capital, cultural capital and social capital; the latter two represent a type of power or status that an individual can attain in a capitalist society via formal education or through social ties.

  3. Risk-adjusted return on capital - Wikipedia

    en.wikipedia.org/.../Risk-adjusted_return_on_capital

    Economic capital is a function of market risk, credit risk, and operational risk, and is often calculated by VaR. This use of capital based on risk improves the capital allocation across different functional areas of banks, insurance companies, or any business in which capital is placed at risk for an expected return above the risk-free rate ...

  4. Economic calculation problem - Wikipedia

    en.wikipedia.org/wiki/Economic_calculation_problem

    Minimal waste of real capital goods implies the minimization of the opportunity costs of capital's economic calculation. The value of capital goods is brought into line with the value of future consumer goods through competition in financial markets, because competition for profits among capitalist financiers' rewards entrepreneurs who value ...

  5. Economic value added - Wikipedia

    en.wikipedia.org/wiki/Economic_Value_Added

    The capital charge is the cash flow required to compensate investors for the riskiness of the business given the amount of economic capital invested. The cost of capital is the minimum rate of return on capital required to compensate investors (debt and equity) for bearing risk, their opportunity cost.

  6. Loss given default - Wikipedia

    en.wikipedia.org/wiki/Loss_given_default

    Movements in LGD often result in proportional movements in required economic capital. According to BIS (2006) institutions implementing Advanced-IRB instead of Foundation-IRB will experience larger decreases in Tier 1 capital, and the internal calculation of LGD is a factor separating the two Methods. [citation needed]

  7. Cost of capital - Wikipedia

    en.wikipedia.org/wiki/Cost_of_capital

    To calculate the firm's weighted cost of capital, we must first calculate the costs of the individual financing sources: Cost of Debt, Cost of Preference Capital, and Cost of Equity Cap. Calculation of WACC is an iterative procedure which requires estimation of the fair market value of equity capital [citation needed] if

  8. Probability of default - Wikipedia

    en.wikipedia.org/wiki/Probability_of_default

    PD is used in a variety of credit analyses and risk management frameworks. Under Basel II, it is a key parameter used in the calculation of economic capital or regulatory capital for a banking institution. PD is closely linked to the expected loss, which is defined as the product of the PD, the loss given default (LGD) and the exposure at ...

  9. Return on investment - Wikipedia

    en.wikipedia.org/wiki/Return_on_investment

    Return on capital employed (ROCE) Return on capital (RoC) Return on equity (ROE) Return on invested capital (RoIC) Return on Investment + cost of Living(ROIL) (Frequently used for small businesses.) Return on marketing investment (ROMI) is "the contribution attributable to marketing (net of marketing spending), divided by the marketing ...