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.

MoreLess

Year of publication:	2012-01-09
Authors:	Piotr, Staszkiewicz

More details

Type of publication:	Book / Working Paper
Language:	English
Notes:	Piotr, Staszkiewicz (2012): Model for reputational risk for subsidiaries of non-public group with reciprocal shareholding.
Classification:	M41 - Accounting ; C99 - Design of Experiments. Other ; K23 - Regulated Industries and Administrative Law ; G32 - Financing Policy; Capital and Ownership Structure ; M42 - Auditing
Source:	BASE

Persistent link: https://www.econbiz.de/10015230031