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 …

Correlation matrices have many applications, particularly in marketing and financial economics - such as in risk … running the risk of making the rounded off matrix negative definite. Such matrices are, therefore, difficult to handle. It is …

After the 2008 events that occurred in world financial markets, all organizations have increased interest in risk … management. It is very clear that risk management brings benefits to the organization. By taking a proactive approach to risk and … risk management, organizations will be able to manage to improve performance and results in the areas of the operations …

The paper presents the approach for the verification of the lemma used for the model for reputation risk for … absolute value of the reputation risk greater than the entity’s materiality the reputation risk management system should be in …

Abstract One of the impacts of financial liberalisation/deregulation to the risk management and regulation mechanisms … develop risk management rules, define capital level based on economic capital (instead of required capital) and develop … corrective measures to firm wide risk managament problems, before regulators. In this article, the authors analyse whether self …

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 …

into the future. It proposes sound principles of risk management that make sense in today's society generally, going beyond … them, it deals with different aspects of the theory of risk-bearing. I explain current responses to global change, focusing …