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讲座 | 大数据与管理科学系列讲座(第40期)

发布时间:2023-11-03来源: 浏览次数:

讲座题目:《Cyber violence caused by the disclosure of route information during the COVID-19 pandemic》

主讲嘉宾:董雪璠副研究员

讲座时间:2023年11月8日(星期三)15:00-16:00

讲座地点:沙河校区 二教201

讲座摘要:The drivers of reputational risk are still far from explicit, making proactive risk management and quantitative research rather difficult. The Basel Committee on Banking Supervision encourages financial institutions to systematically identify reputational risk drivers; however, such drivers still represent an unsolved problem. Therefore, the objective of this paper is to systemically identify reputational risk drivers from textual risk disclosures in financial reports. We find that textual risk disclosures in financial reports contain abundant information about the causes of reputational risk, thus indicating the possibility of systematically identifying the reputational risk drivers. To accurately extract reputational risk drivers from massive and unstructured textual risk disclosure data, we modify a text mining method to make it more suitable for this type of textual data with noise words. Based on 352,326 risk headings extracted from 11,921 annual reports released by 1570 U.S. financial institutions from 2006 to 2019, a total of 13 reputational risk drivers are identified to extend upon existing studies. The importance of reputational risk drivers and their dynamic evolutions are also quantified to discover the drivers of greatest concern. This paper can clarify the sources of reputational risk to help companies realize proactive reputational risk management and provide a theoretical basis for further quantitative studies, especially the measurement of reputational risk.

嘉宾简介:董雪璠,管理学博士,博士后,北京工业大学经济与管理学院副研究员,硕士生导师。中国系统工程学会青年工作委员会委员,中国仿真协会人工社会专业委员会委员,中国发展战略学研究会社会战略专业委员会委员,北京工业大学区块链研究中心核心成员,中国科学院科技战略咨询研究院社会治理与风险研究中心成员。Frontiers in Research Metrics and Analytics客座编辑。近五年来,在Humanities and Social Sciences Communications,Information Sciences,Expert Systems with Applications,Chaos Solitons & Fractals,Knowledge-Based Systems,Telematics and Informatics,Future Generation Computer Systems,Technology in Society,《中国管理科学》,《管理评论》,《系统工程学报》,《系统管理学报》等国内外权威期刊发表论文30余篇。主持国家自然科学基金面上基金、国家自然科学基金青年基金、北京市社会科学基金、北京市学校思想政治工作研究课题、博士后面上项目基金等多项国家级和省部级基金项目,并参与国家自然科学基金面上基金、国家自然科学基金重大研究计划等多项基金。长期担任Humanities & Social Sciences Communications,Information Sciences, Expert Systems with Applications,Journal of Information Sciences,《中国管理科学》、《系统工程理论与实践》等期刊审稿人。




主办单位:管理科学与工程学院