Munich Personal RePEc Archive

Ryzyko struktury: Rys koncepcyjny

Staszkiewicz, Piotr W. (2010): Ryzyko struktury: Rys koncepcyjny. Published in: Research Papers of Wrocław University of Economics No. 183 (2011): pp. 378-384.

[img]
Preview
PDF
MPRA_paper_34257.pdf

Download (1610Kb) | Preview

Abstract

The article presents the initial proposal for the group risk measurement based on the comparison of two interconnected sets of webs. The risk scalar has been presented both for each separated subsidiary as well as for the group itself. It was shown the risk profile of the group could be aggregated into a single value, and some consequences of that attribute was discussed. The practical aspects of the proposed solution were outlined.

UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.