PL EN


2017 | 1/2017 (66), t.2 | 79 – 91
Article title

Zarządzanie ryzykiem reputacyjnym – problemy definicji i pomiaru

Content
Title variants
EN
Management of Reputational Risk: Problems with Definition and Measurement
Languages of publication
PL EN
Abstracts
EN
Zainteresowanie ryzykiem reputacyjnym jest problemem stosunkowo nowym, gdyż ryzyko to nie było początkowo ujęte w regulacjach bankowych. Dopiero okres po kryzysie 2008 r. przyniósł wzrost zainteresowania tym ryzykiem. Celem artykułu jest więc prześledzenie źródeł i konsekwencji problemów związanych z ryzykiem reputacyjnym, szczególnie w kontekście drastycznego spadku zaufania do banków na rynku globalnym w okresie pokryzysowym. Artykuł koncentruje się na analizie różnic w definiowaniu tego pojęcia i problemów metodologicznych z jego pomiarem. W części empirycznej artykuł przedstawia propozycję pomiaru ryzyka reputacyjnego dla banków giełdowych Europy Środkowo-Wschodniej na podstawie samodzielnie skonstruowanego indeksu opartego na perspektywie ważnych interesariuszy. Do badania wykorzystano model panelowy, który analizuje wpływ indeksu na kompleksową ocenę banków giełdowych w krajach Europy Środkowo-Wschodniej.
PL
Reputational risk is a relatively new concept, as it was not initially included in banking regulations. Only the post-crisis period brought about an increased interest in this type of risk. The purpose of this article is therefore to trace the sources and the consequences of reputational risk, in the context of the post-crisis drop in confidence in the banking sector. The paper focuses on the differences in the definition of the term and on methodological problems with its measurement. The empirical part proposes a new approach to measuring the reputational risk, on the basis of the reputational index constructed from the perspective of important stakeholders. The panel models analyze the impact of the index on bank performance in CEE.
Year
Pages
79 – 91
Physical description
Dates
published
2015-05-30
Contributors
References
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Document Type
Publication order reference
Identifiers
ISSN
1644-9584
YADDA identifier
bwmeta1.element.desklight-773a3178-8005-48db-b8e6-d7ff82843e00
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