Управління репутаційним ризиком банків на фінансовому ринку

Abstract

Дисертація присвячена розробці теоретичних і методичних засад, практичних рекомендацій щодо управління репутаційним ризиком банку в умовах цифровізації та економічної циклічності. Досліджено еволюцію наукових підходів до визначення поняття «репутаційний ризик» банку, запропоновано авторське трактування; розроблено науково-методичний підхід до побудови інтегрального показника рівня репутаційного ризику банку. Обґрунтовано методологічні основи формування інтегрованої системи управління репутаційним ризиком банку. Визначено сутність онлайн-репутації банку. Запропоновано теоретичне обґрунтування сутності репутаційного аудиту в банку; доведено необхідність його проведення за окремими етапами. Обґрунтовано послідовність здійснення стрес-тестування репутаційного ризику на засадах розробленого інтегрального показника та класифікації інструментарію стрес-тестування, що сприятиме упорядкуванню та підвищенню результативності процедури проведення стрес-тестування; запропоновано наукові підходи щодо стандартизації методів управління на основі виокремлення рівнів зрілості процесів управління репутаційним ризиком банків.

The thesis investigates the evolution of views on the definition of the concept of the bank reputational risk. The author's understanding of the concepts of “reputational risk of the bank”, “reputational risk management”, “reputation audit of the bank”, “online reputation” is disclosed. Using these concepts will further develop the theoretical foundations of managing banks' reputation risk, taking into account the impact of external and internal factors on the financial market. The methodological basis of formation of bank’s integrated reputation risk management system has been proposed. They are the purpose, tasks, functions, principles of the organization, the subsystems. The use of the proposed system will contribute to deepen methodological approaches to determining the relationship and interaction between the main components of the system of reputation risk management and will achieve the goals of strategic development of banks in the financial market. The theoretical substantiation of the essence of the reputation audit in the bank has been offered. The necessity of carrying out the reputation audit in the bank on separate stages was proved. It has been identified, that reputation audit implementation in banks will help to shape recommendations on establishing communication system in the bank, organizing information policy and efficiency of external and internal interaction of the bank with different audiences. The scientific and methodological approach to the construction of an integral indicator of the bank's reputation risk level and the substantiation of its components with consideration of the impact of digital information technologies have been developed. In contrast of existing approaches, the online reputation index is used to determine the integral reputational risk, which helps to improve the quality of the analysis and promptly take the necessary steps by the bank to maintain or enhance its business reputation. To achieve the tasks of the integrated management system based on an integral indicator of the diagnosis of the reputational risks of the bank, forecasting changes in business activity of a group of banks during 2019-2021 has been done. It is substantiated that the use of proposed methodological approaches by banks to predict reputational changes in the financial market will contribute to the following: firstly, optimizing the choice of the direction of increasing the bank's business reputation; secondly, the timely response of banks to possible changes in their reputational risk level. In the dissertation the scientific and methodological approaches to the development of an algorithm for building a system of effective management of the reputational risk of the bank are formed. These approaches facilitate comprehensive risk assessment, the formation of quality control and monitoring methods for timely response to changing factors of the external and internal environment of the bank to make strategic management decisions concerning maintaining its competitiveness in the financial market. Sequence of reputational risk stress testing based on the developed integral indicator and classification of stress testing tools is substantiated, which will facilitate streamlining and improving the efficiency of the stress testing procedure; as well as forming practical recommendations on stress testing of banks' reputational risk in Ukrainian banks. Scientific and methodological recommendations for the formation of the Bank's standard for improving the reputation of the bank's reputation risk management has been developed. It is proposed to determine six levels of maturity of the risk management process (zero, initial, repetitive, sustainable development, managed, optimized), for each of which guidance on management, evaluation and control methods are provided