Model for reputational risk for subsidiaries of non-public group with reciprocal shareholding

Piotr, Staszkiewicz (2012): Model for reputational risk for subsidiaries of non-public group with reciprocal shareholding.

Abstract

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.

• Item Type: MPRA Paper
• Language: English
• Keywords: Risk, Reputational risk, Model, Risk management, IFRS, BASEL,CRD, Accord
• Subjects: M - Business Administration and Business Economics ; Marketing ; Accounting ; Personnel Economics > M4 - Accounting and Auditing > M41 - Accounting; C - Mathematical and Quantitative Methods > C9 - Design of Experiments > C99 - Other; K - Law and Economics > K2 - Regulation and Business Law > K23 - Regulated Industries and Administrative Law; G - Financial Economics > G3 - Corporate Finance and Governance > G32 - Financing Policy ; Financial Risk and Risk Management ; Capital and Ownership Structure ; Value of Firms ; Goodwill; M - Business Administration and Business Economics ; Marketing ; Accounting ; Personnel Economics > M4 - Accounting and Auditing > M42 - Auditing

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