Modeling and measuring reputation risk and spillover effects: = Modellierung und Messung von Reputationsrisiken und Spillover-Effekten
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Erlangen ; Nürnberg
2016
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | ix, 152 Seiten Diagramme |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV043956682 | ||
| 003 | DE-604 | ||
| 005 | 20200511 | ||
| 007 | t | ||
| 008 | 161213s2016 |||| m||| 00||| eng d | ||
| 035 | |a (OCoLC)967969392 | ||
| 035 | |a (DE-599)BVBBV043956682 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-N2 |a DE-29 |a DE-188 |a DE-473 |a DE-12 |a DE-355 |a DE-703 | ||
| 084 | |a QC 020 |0 (DE-625)141237: |2 rvk | ||
| 100 | 1 | |a Eckert, Christian |e Verfasser |0 (DE-588)1122773129 |4 aut | |
| 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 | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 502 | |b Dissertation |c Friedrich-Alexander-Universität Erlangen-Nürnberg |d 2016 | ||
| 650 | 0 | 7 | |a Prestige |0 (DE-588)4076334-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kraftfahrzeugindustrie |0 (DE-588)4032690-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Spill-over-Effekt |0 (DE-588)4225795-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Risikomanagement |0 (DE-588)4121590-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Rufausbeutung |0 (DE-588)4467799-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Bank |0 (DE-588)4004436-1 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Risikomanagement |0 (DE-588)4121590-4 |D s |
| 689 | 0 | 1 | |a Prestige |0 (DE-588)4076334-1 |D s |
| 689 | 0 | 2 | |a Rufausbeutung |0 (DE-588)4467799-6 |D s |
| 689 | 0 | 3 | |a Spill-over-Effekt |0 (DE-588)4225795-5 |D s |
| 689 | 0 | 4 | |a Kraftfahrzeugindustrie |0 (DE-588)4032690-1 |D s |
| 689 | 0 | 5 | |a Bank |0 (DE-588)4004436-1 |D s |
| 689 | 0 | |5 UBLNIC | |
| 856 | 4 | 2 | |m Digitalisierung UB Bamberg - ADAM Catalogue Enrichment |q application/pdf |u 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 |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029365414 | ||
Record in the Search Index
| _version_ | 1804176910188544000 |
|---|---|
| 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 |
| author_GND | (DE-588)1122773129 |
| author_facet | Eckert, Christian |
| author_role | aut |
| author_sort | Eckert, Christian |
| author_variant | c e ce |
| building | Verbundindex |
| bvnumber | BV043956682 |
| classification_rvk | QC 020 |
| ctrlnum | (OCoLC)967969392 (DE-599)BVBBV043956682 |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02163nam a2200457 c 4500</leader><controlfield tag="001">BV043956682</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20200511 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">161213s2016 |||| m||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)967969392</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043956682</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-N2</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-703</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QC 020</subfield><subfield code="0">(DE-625)141237:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Eckert, Christian</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1122773129</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Modeling and measuring reputation risk and spillover effects</subfield><subfield code="b">= Modellierung und Messung von Reputationsrisiken und Spillover-Effekten</subfield><subfield code="c">vorgelegt von Christian Eckert, M.Sc. (Mathematik) aus Nürnberg</subfield></datafield><datafield tag="246" ind1="1" ind2="1"><subfield code="a">Modellierung und Messung von Reputationsrisiken und Spillover-Effekten</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Erlangen ; Nürnberg</subfield><subfield code="c">2016</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">ix, 152 Seiten</subfield><subfield code="b">Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="b">Dissertation</subfield><subfield code="c">Friedrich-Alexander-Universität Erlangen-Nürnberg</subfield><subfield code="d">2016</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Prestige</subfield><subfield code="0">(DE-588)4076334-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kraftfahrzeugindustrie</subfield><subfield code="0">(DE-588)4032690-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Spill-over-Effekt</subfield><subfield code="0">(DE-588)4225795-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Rufausbeutung</subfield><subfield code="0">(DE-588)4467799-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Bank</subfield><subfield code="0">(DE-588)4004436-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Prestige</subfield><subfield code="0">(DE-588)4076334-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Rufausbeutung</subfield><subfield code="0">(DE-588)4467799-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Spill-over-Effekt</subfield><subfield code="0">(DE-588)4225795-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Kraftfahrzeugindustrie</subfield><subfield code="0">(DE-588)4032690-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="5"><subfield code="a">Bank</subfield><subfield code="0">(DE-588)4004436-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">UBLNIC</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Bamberg - ADAM Catalogue Enrichment</subfield><subfield code="q">application/pdf</subfield><subfield code="u">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</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029365414</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV043956682 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:41Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029365414 |
| oclc_num | 967969392 |
| open_access_boolean | |
| owner | DE-N2 DE-29 DE-188 DE-473 DE-BY-UBG DE-12 DE-355 DE-BY-UBR DE-703 |
| owner_facet | DE-N2 DE-29 DE-188 DE-473 DE-BY-UBG DE-12 DE-355 DE-BY-UBR DE-703 |
| physical | ix, 152 Seiten Diagramme |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| record_format | marc |
| 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 |
| url | 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 |
| work_keys_str_mv | AT eckertchristian modelingandmeasuringreputationriskandspillovereffectsmodellierungundmessungvonreputationsrisikenundspillovereffekten AT eckertchristian modellierungundmessungvonreputationsrisikenundspillovereffekten |