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)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Timo Henckel & Gordon D. Menzies & Nick Prokhovnik & Daniel J. Zizzo, 2010.
"Barro-Gordon Revisited: Reputational Equilibria with Inferential Expectations,"
CAMA Working Papers
2010-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Henckel, Timo & Menzies, Gordon D. & Prokhovnik, Nick & Zizzo, Daniel J., 2011. "Barro-Gordon revisited: Reputational equilibria with inferential expectations," Economics Letters, Elsevier, vol. 112(2), pages 144-147, August.
- Timo Henckel & Gordon Menzies & Nicholas Prokhovnik & Daniel Zizzo, 2010. "Barro-Gordon Revisited: Reputational Equilibria with Inferential Expectations," University of East Anglia Applied and Financial Economics Working Paper Series 018, School of Economics, University of East Anglia, Norwich, UK..
- FranÁois Degeorge & Boaz Moselle & Richard Zeckhauser, 2004. "The Ecology of Risk Taking," Journal of Risk and Uncertainty, Springer, vol. 28(3), pages 195-215, 05.
- Millo, Yuval & MacKenzie, Donald, 2009. "The usefulness of inaccurate models: Towards an understanding of the emergence of financial risk management," Accounting, Organizations and Society, Elsevier, vol. 34(5), pages 638-653, July.
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