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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.

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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.

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