mercoledì 15 febbraio 2012

Rischio / incertezza "sul campo"

[...] "In other words, the problem posed by credit ratings agencies lies not so much in their alleged malpractice or negligence, but in the sheer impossibility of rating creditworthiness in the first place. It's a problem that derives from the difference between quantifying risk and predicting uncertainty. Credit ratings agencies aren't bad at doing the former; at calculating, through mathematical formulas, the statistical likelihood of, say, more than 5% of homeowners defaulting on their mortgage. But they're arguably bad at doing the latter; at predicting the unpredictable, or anything that can't be included within a statistic: the possibility, for example, that vast swaths of the banking industry might, through sheer stupidity, have handed out mortgages to people who couldn't possibly pay them back."

Patrick Kingsley, How credit rating agencies rule the world , The Guardian, 15 Feb 2012

"Prevedere l'imprevedibile" non dev'essere più facile che "vedere l'invisibile". (Un'altra cosa è: fare una previsione sull'esito di un processo senza statistiche alla mano.)