Zarządzanie ryzykiem reputacyjnym – problemy definicji i pomiaru

• Authors: Miklaszewska Ewa

Title variants

EN

Management of Reputational Risk: Problems with Definition and Measurement

• Languages of publication: PL EN

Abstracts

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.

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.

Keywords

PL

ryzyko reputacyjne; indeks reputacyjny; zarządzanie ryzykiem

EN

reputational risk; reputational index; risk management

• Publisher: Uniwersytet Warszawski. Wydział Nauk Ekonomicznych
• Journal: Problemy Zarządzania
• Year: 2017
• Issue: 1/2017 (66), t.2
• Pages: 79 – 91

Dates

published

2015-05-30

Contributors

author

Miklaszewska Ewa

• Uniwersytet Ekonomiczny w Krakowie, Katedra Bankowości

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Identifiers

ISSN

1644-9584

DOI

10.7172/1644-9584.66.5