
@article{ref1,
title="Reputation risk: measured",
journal="International journal of safety and security engineering",
year="2018",
author="Mitic, Peter",
volume="8",
number="1",
pages="171-180",
abstract="Two principal results for reputation risk are established. First, reputation risk can be measured in terms of a single index, arising from a data mining process directed at the opinions in a complex multi-agent network. Second, the results of the measurement process, gathered over an extended period, can be expressed directly in monetary terms by finding a correlation between the daily changes in the index and in sales. Stressed periods are modelled by calculating value-at-risk using a 'loss-distribution/ scenario' approach, as for operational risk capital. The short-term effect of reputation risk events on sales and profits can be significant in absolute terms, but is small as a percentage of total sales. Negative reputation has a more significant impact than positive reputation.   Keywords  Reputation, Reputation risk, alva, sentiment analysis, correlation, Loss Distribution, Scenarios, stressed<p /> <p>Language: en</p>",
language="en",
issn="2041-9031",
doi="10.2495/SAFE-V8-N1-171-180",
url="http://dx.doi.org/10.2495/SAFE-V8-N1-171-180"
}