TY  - JOUR
PY  - 2018//
TI  - Reputation risk: measured
JO  - International journal of safety and security engineering
A1  - Mitic, Peter
SP  - 171
EP  - 180
VL  - 8
IS  - 1
N2  - 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>
LA  - en
SN  - 2041-9031
UR  - http://dx.doi.org/10.2495/SAFE-V8-N1-171-180
ID  - ref1
ER  -