Modeling and measuring reputation risk and spillover effects: = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Erlangen ; Nürnberg
2016
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | ix, 152 Seiten Diagramme |
Internformat
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| 245 | 1 | 0 | |a Modeling and measuring reputation risk and spillover effects |b = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten |c vorgelegt von Christian Eckert, M.Sc. (Mathematik) aus Nürnberg |
| 246 | 1 | 1 | |a Modellierung und Messung von Reputationsrisiken und Spillover-Effekten |
| 264 | 1 | |a Erlangen ; Nürnberg |c 2016 | |
| 300 | |a ix, 152 Seiten |b Diagramme | ||
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Datensatz im Suchindex
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| adam_text | V
Contents
I. Introduction..........................................................................1
1. Motivation and Research Questions..................................................1
2. Research Objectives................................................................3
II. Coiporate Reputation and Reputation Risk: Definition and Measurement from a (Risk)
Management Perspective...................................................................9
1. Introduction......................................................................10
2. Definition of Corporate Reputation and Reputation Risk............................12
2.1 Definition of corporate reputation and distinction from corporate identity and corpo-
rate image....................................................................12
2.2 Definition of reputation risk..................................................19
3. Measurement of Corporate Reputation and Reputation Risk...........................21
3.1 Measuring corporate reputation.................................................21
3.2 Measuring reputation risk......................................................28
4. Summary and Implications..........................................................30
III. Modeling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Fi-
nancial Firms...........................................................................39
1. Introduction......................................................................40
2. Operational and Reputation Risks..................................................42
2.1 Corporate reputation...........................................................42
2.2 Reputation risk................................................................43
2.3 Operational loss events as triggers for reputational losses....................44
3. Model Framework...................................................................45
3.1 Modeling operational losses.................................................. 46
3.2 Modeling reputational losses as a consequence of operational losses............46
4. Numerical Analysis................................................................53
4.1 Input parameters...............................................................53
4.2 Assessing operational losses incorporating reputational losses using the average repu-
tational loss (mean CAR) - Approach 1.........................................56
4.3 Assessing operational losses incorporating reputational losses using distributional as-
sumptions for reputational losses - Approach 2................................65
4.4 Assessing operational losses incorporating reputational losses using a probability for
the occurrence of reputational losses - Approach 3.................................67
5. Summary and Implications..........................................................68
VI
IV. An Empirical Analysis of Spillover Effects from the Volkswagen’s Emission Scandal ...81
1. Introduction...................................................................82
2. Literature Review and Hypotheses Development...................................83
2.1 Theoretical arguments regarding spillover effects...........................83
2.2 Empirical evidence regarding spillover effects............................ 85
2.3 Hypotheses development......................................................86
3. Methodology and Data...........................................................87
3.1 Event study methodology.....................................................87
3.2 Data description............................................................89
4. Event Study Results of the Volkswagen Emission Scandal.........................90
4.1 Chronology of the scandal...................................................90
4.2 Empirical results..........................................................92
5. Discussion and Implications for a (Reputation) Spillover Risk Management......100
6. Summary................................................................... 103
V. The Impact of Spillover Effects from Operational Risk Events: A Model from a Portfolio
Perspective................................................................... 117
1. Introduction................................................................ 118
2. Model Framework...............................................................120
2.1 Modeling operational losses................................................122
2.2 Modeling reputational losses...............................................123
2.3 Modeling spillover effects.................................................124
2.4 The impact of operational risks, reputational risks and spillover effects from a portfo-
lio perspective...........................................................129
3. Spillover Effects from Operational Loss Events in Portfolios: Theoretical Considerations
129
3.1 The impact of spillover effects on portfolios with an increasing number of firms... 129
3.2 Closed-form solutions for the expected value and variance of spillover effects given a
scaling approach for operational losses...................................... 131
4. Numerical Analysis............................................................133
4.1 Input parameters......................................................... 133
4.2 The impact of spillover effects from a single firm perspective.............136
4.3 The impact of spillover effects from a portfolio perspective...............139
5. Summary and Implications......................................................144
VI. Conclusion.....................................................................151
|
| any_adam_object | 1 |
| author | Eckert, Christian |
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| author_sort | Eckert, Christian |
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| building | Verbundindex |
| bvnumber | BV043956682 |
| classification_rvk | QC 020 |
| ctrlnum | (OCoLC)967969392 (DE-599)BVBBV043956682 |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| spelling | Eckert, Christian Verfasser (DE-588)1122773129 aut Modeling and measuring reputation risk and spillover effects = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten vorgelegt von Christian Eckert, M.Sc. (Mathematik) aus Nürnberg Modellierung und Messung von Reputationsrisiken und Spillover-Effekten Erlangen ; Nürnberg 2016 ix, 152 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Dissertation Friedrich-Alexander-Universität Erlangen-Nürnberg 2016 Prestige (DE-588)4076334-1 gnd rswk-swf Kraftfahrzeugindustrie (DE-588)4032690-1 gnd rswk-swf Spill-over-Effekt (DE-588)4225795-5 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Rufausbeutung (DE-588)4467799-6 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Risikomanagement (DE-588)4121590-4 s Prestige (DE-588)4076334-1 s Rufausbeutung (DE-588)4467799-6 s Spill-over-Effekt (DE-588)4225795-5 s Kraftfahrzeugindustrie (DE-588)4032690-1 s Bank (DE-588)4004436-1 s UBLNIC Digitalisierung UB Bamberg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029365414&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Eckert, Christian Modeling and measuring reputation risk and spillover effects = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten Prestige (DE-588)4076334-1 gnd Kraftfahrzeugindustrie (DE-588)4032690-1 gnd Spill-over-Effekt (DE-588)4225795-5 gnd Risikomanagement (DE-588)4121590-4 gnd Rufausbeutung (DE-588)4467799-6 gnd Bank (DE-588)4004436-1 gnd |
| subject_GND | (DE-588)4076334-1 (DE-588)4032690-1 (DE-588)4225795-5 (DE-588)4121590-4 (DE-588)4467799-6 (DE-588)4004436-1 (DE-588)4113937-9 |
| title | Modeling and measuring reputation risk and spillover effects = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten |
| title_alt | Modellierung und Messung von Reputationsrisiken und Spillover-Effekten |
| title_auth | Modeling and measuring reputation risk and spillover effects = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten |
| title_exact_search | Modeling and measuring reputation risk and spillover effects = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten |
| title_full | Modeling and measuring reputation risk and spillover effects = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten vorgelegt von Christian Eckert, M.Sc. (Mathematik) aus Nürnberg |
| title_fullStr | Modeling and measuring reputation risk and spillover effects = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten vorgelegt von Christian Eckert, M.Sc. (Mathematik) aus Nürnberg |
| title_full_unstemmed | Modeling and measuring reputation risk and spillover effects = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten vorgelegt von Christian Eckert, M.Sc. (Mathematik) aus Nürnberg |
| title_short | Modeling and measuring reputation risk and spillover effects |
| title_sort | modeling and measuring reputation risk and spillover effects modellierung und messung von reputationsrisiken und spillover effekten |
| title_sub | = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten |
| topic | Prestige (DE-588)4076334-1 gnd Kraftfahrzeugindustrie (DE-588)4032690-1 gnd Spill-over-Effekt (DE-588)4225795-5 gnd Risikomanagement (DE-588)4121590-4 gnd Rufausbeutung (DE-588)4467799-6 gnd Bank (DE-588)4004436-1 gnd |
| topic_facet | Prestige Kraftfahrzeugindustrie Spill-over-Effekt Risikomanagement Rufausbeutung Bank Hochschulschrift |
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