Model for reputational risk for subsidiaries of non-public group with reciprocal shareholding
AbstractThe paper presents the model for reputational risk for subsidiaries of non-public group with reciprocal shareholding within the Basel Accord. A test for lack of reputation risk is presented. Proposal for quantification of the non-measurable risk has been outline first for the case of the effective public market, than a limited model has been presented for the non-consolidated level in case of the lack of public benchmark.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 35812.
Date of creation: 09 Jan 2012
Date of revision:
Risk; Reputational risk; Model; Risk management; IFRS; BASEL; CRD; Accord;
Find related papers by JEL classification:
- M41 - Business Administration and Business Economics; Marketing; Accounting - - Accounting - - - Accounting
- C99 - Mathematical and Quantitative Methods - - Design of Experiments - - - Other
- K23 - Law and Economics - - Regulation and Business Law - - - Regulated Industries and Administrative Law
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- M42 - Business Administration and Business Economics; Marketing; Accounting - - Accounting - - - Auditing
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-01-25 (All new papers)
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