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

Piotr Staszkiewicz

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Risk; Reputational risk; Model; Risk management; IFRS; BASEL; CRD; Accord (search for similar items in EconPapers)
JEL-codes: C99 G32 K23 M41 M42 (search for similar items in EconPapers)
Date: 2012-01-09
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Citations: View citations in EconPapers (3)

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