The Characteristics of Firms That Hire Chief Risk Officers
Tóm tắt
Từ khóa
Tài liệu tham khảo
Aabo, 2005, The Rise and Evolution of the Chief Risk Officer: Enterprise Risk Management at Hydro One, Journal of Applied Corporate Finance, 17, 62, 10.1111/j.1745-6622.2005.00045.x
Basel Committee on Banking Supervision, The Joint Forum, 2003, Trends in Risk Integration and Aggregation, Bank for International Settlements
Beasley, 2005, Enterprise Risk Management: An Empirical Analysis of Factors Associated With the Extent of Implementation, Journal of Accounting and Public Policy, 24, 521, 10.1016/j.jaccpubpol.2005.10.001
Beasley, 2008, The Information Conveyed in Hiring Announcements of Senior Executives Overseeing Enterprise-Wide Risk Management Processes, Journal of Accounting, Auditing and Finance, 23, 311, 10.1177/0148558X0802300303
Choi , Y. 2007 Duration Ratio as a New Risk Measure in Bank Risk Management
Cole, 2008, S&P to Fold Risk Management Into Its Credit Ratings, Financial Week
Coles, 2006, Managerial Incentives and Risk Taking, Journal of Financial Economics, 79, 431, 10.1016/j.jfineco.2004.09.004
Committee on Sponsoring Organizations (COSO), 2004, Enterprise Risk Management-Integrated Framework
Core, 2002, Estimating the Value of Employee Stock Option Portfolios and Their Sensitivities to Price and Volatility, Journal of Accounting Research, 40, 613, 10.1111/1475-679X.00064
Cummins, 2009, Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk-Transfer Solutions, Journal of Risk and Insurance, 76, 493, 10.1111/j.1539-6975.2009.01311.x
Danielsen, 2007, Reassessing the Impact of Option Introductions on Market Quality: A Less Restrictive Test for Event-Date Effects, Journal of Financial and Quantitative Analysis, 42, 1041, 10.1017/S0022109000003495
DeMarzo, 1995, Corporate Incentives for Hedging and Hedge Accounting, Review of Financial Studies, 8, 743, 10.1093/rfs/8.3.743
Denis, 1997, Agency Problems, Equity Ownership, and Corporate Diversification, Journal of Finance, 52, 135, 10.2307/2329559
Deshmukh, 2003, Dividend Initiations and Asymmetric Information: A Hazard Model, Financial Review, 38, 351, 10.1111/1540-6288.00050
Dionne, 2003, Risk Management Determinants Affecting Firms’ Values in the Gold Mining Industry: New Empirical Results, Economics Letters, 79, 43, 10.1016/S0165-1765(02)00286-0
Economist Intelligence Unit, 2005, Economist Intelligence Unit
Froot, 1993, Risk Management: Coordinating Corporate Investment and Financing Policies, Journal of Finance, 48, 1629, 10.2307/2329062
Guay, 2003, How Much Do Firms Hedge With Derivatives?, Journal of Financial Economics, 70, 423, 10.1016/S0304-405X(03)00179-X
Johnson, 2004, Forecast Dispersion and the Cross Section of Expected Returns, Journal of Finance, 59, 1957, 10.1111/j.1540-6261.2004.00688.x
Lam , J. 1999 Enterprise-wide Risk Management and the Role of the Chief Risk Officer http://www.erisk.com/Learning/Research/011_lamriskoff.pdf
Lam, 2001, The CRO Is Here to Stay, Risk Management, 48, 16
Liebenberg, 2003, The Determinants of Enterprise Risk Management: Evidence From the Appointment of Chief Risk Officers, Risk Management and Insurance Review, 6, 37, 10.1111/1098-1616.00019
McQueen, 1994, Bubbles, Stock Returns, and Duration Dependence, Journal of Financial and Quantitative Analysis, 29, 379, 10.2307/2331336
Meulbroek, 2002, A Senior Manager's Guide to Integrated Risk Management, Journal of Applied Corporate Finance, 14, 56, 10.1111/j.1745-6622.2002.tb00449.x
Myers, 1977, The Determinants of Corporate Borrowing, Journal of Financial Economics, 4, 147, 10.1016/0304-405X(77)90015-0
New York Stock Exchange (NYSE) 2004 Section 303A: Corporate Governance Rules http://www.nyse.com/pdfs/section303A_final_rules.pdf
Nocco, 2006, Enterprise Risk Management: Theory and Practice, Journal of Applied Corporate Finance, 18, 8, 10.1111/j.1745-6622.2006.00106.x
Onega, 2001, The Duration of Bank Relationships, Journal of Financial Economics, 61, 449, 10.1016/S0304-405X(01)00069-1
Pagano, 1998, Why Do Companies Go Public? An Empirical Analysis, Journal of Finance, 53, 27, 10.1111/0022-1082.25448
Rogers, 2002, Does Executive Portfolio Structure Affect Risk Management? CEO Risk-Taking Incentives and Corporate Derivatives Usage, Journal of Banking and Finance, 26, 271, 10.1016/S0378-4266(01)00222-9
Shumway, 2001, Forecasting Bankruptcy More Accurately: A Simple Hazard Model, Journal of Business, 74, 101, 10.1086/209665
Slywotzky, 2005, Countering the Biggest Risk of All, Harvard Business Review, 83, 78
Smith, 1985, The Determinants of Firms' Hedging Policies, Journal of Financial and Quantitative Analysis, 20, 391, 10.2307/2330757
Stulz, 1984, Optimal Hedging Policies, Journal of Financial and Quantitative Analysis, 19, 127, 10.2307/2330894
Stulz, 1996, Rethinking Risk Management, Journal of Applied Corporate Finance, 9, 3, 8, 10.1111/j.1745-6622.1996.tb00295.x
Stulz, 2003, Rethinking Risk Management, The Revolution in Corporate Finance, 367
Tufano, 1996, Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry, Journal of Finance, 51, 1097, 10.2307/2329389
Walker, 2003, ERM in Practice, Internal Auditor, 60, 51