Model for reputational risk for subsidiaries of non-public group with reciprocal shareholding
The 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.
|Date of creation:||09 Jan 2012|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
More information through EDIRC
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.:
- 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.
- Henckel, Timo & Menzies, Gordon D. & Prokhovnik, Nick & Zizzo, Daniel J., 2011.
"Barro-Gordon revisited: Reputational equilibria with inferential expectations,"
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..
- 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.
- 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. Full references (including those not matched with items on IDEAS)
When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:35812. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter)
If references are entirely missing, you can add them using this form.