wharton collaborative research here is a short note on potential research with wharton . please review and
edit and then we can send some indication to the wharton guys . - - - - - - - - - -
the objective would be to define the amount of risk an enterprise can take ,
and the difference between this and the actual amount of risk the enterprise
chooses to take based on the capital structure and reporting structure . in
particular , one can view enron as a hierarchy of companies , and assuming we
can separately quantify the risks of each unit , what framework would one use
to analyze risk at enron ?
a related question is how one should represent risks in the different
units ? risks may be of different types - - - short - term volatility risk ,
catastrophic risk , liquidity risk , etc - - - what should one focus on for a
first cut ?
another related question is to decide on the optimal amount of insurance
both at the unit level and the enterprise level , and relate the decision to
get insurance to the cost / benefit of insurance .
wharton collaborative research
here is a short note on potential research with wharton . please review and
edit and then we can send some indication to the wharton guys . - - - - - - - - - -
the objective would be to define the amount of risk an enterprise can take ,
and the difference between this and the actual amount of risk the enterprise
chooses to take based on the capital structure and reporting structure . in
particular , one can view enron as a hierarchy of companies , and assuming we
can separately quantify the risks of each unit , what framework would one use
to analyze risk at enron ?
a related question is how one should represent risks in the different
units ? risks may be of different types - - - short - term volatility risk ,
catastrophic risk , liquidity risk , etc - - - what should one focus on for a
first cut ?
another related question is to decide on the optimal amount of insurance
both at the unit level and the enterprise level , and relate the decision to
get insurance to the cost / benefit of insurance .