Risky Business home Value amidst volatility A decade of market volatility for UK corporates Company responses to volatility Conclusion: Redressing the balance - establishing the foundations for success Appendix: Our approach Related links
| | MSCI World Index refers to the Morgan Stanley Capital International World Index.
Deloitte Research (2005): Disarming the Value Killers: A Risk Management Study These figures are derived using extreme value theory which allows us to estimate the probabilities of extreme events occurring and, hence, their impact on market value without the limiting assumption of a non-random (or normal) distribution of events.
Lev, Baruch (2001): Intangibles: Management, Measurements and Reporting Brookings Institute Press, Washington DC.
O’Sullivan, Mary (2003): “Employees and Corporate Governance” Chapter 5, pp105-132 in Cornelius, P and Kogut, B (eds, 2003): Corporate Governance and Capital Flows in a Global Economy Oxford University Press.
Romer, Paul (2003): “The Soft Revolution: Achieving Growth by Managing Intangibles“ pp63-94 in Hand, J. and Lev, B. (2003): Intangible Assets – Values, Measures and Risks Oxford University Press.
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| "We compared the trends in the UK with the Morgan Stanley Capital International (MCSI) World Index, building on the methodology developed by Deloitte Research". |
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