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 …

decision makers to risk. Current research is about quantifying the economic risk exposure of the projects and willingness of … investors to take a chance on an investment of uncertain outcome based on risk attitude. Paper explains typical investment … distribution a way of measuring risk exposure and introduces the use of utility functions to determine a decision maker’s risk …

the sum of the parts might be less than an estimate of risk that takes into account the interactions between the two …. Market risk factors have an ambiguous impact on the firms' repayment conditions because depreciation of domestic currency for … contribution presents a general framework to economic capital measurement and active portfolio management splitting exogenous risk …

of banks’ credit risk and capital on firms’ risk and performance. Our data set is a multilevel cross-section, which … regarding omitted variables. We find that banks with higher credit risk are associated with more risky firms, with lower … profitability and market value. In turn, we find that banks with higher risk-weighted capital ratios lend to riskier firms with less …

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 …