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 …

risk. Consequently, investors are advised to peruse the annual report narrative, as it contains valuable information that …

approach based upon the psychology of investors. In this approach, security expected returns are determined by both risk and …

listed shares. Our analysis concerns the risk which arises from the Markowitz mean-variance approach. Our work method will be … methods of measurement of return, risk and the other statistical properties constitute, in fact, the pillars of companies …

The management of financial risks, which is a branch of financial theory, is defined as a process that begins with risk … factors identification, continues with measurement of risk and concludes with the coverage of that risk. This work focuses on … the second phase of management process, namely the measurement of risk. This can be defined as an uncertainty which has an …