Theoretical and Applied Economics
No. 2 / 2020 (623), Summer
An approach to measuring credit risk in a banking institution from Romania
Bucharest University of Economic Studies, Romania
Ionuț NICA
Bucharest University of Economic Studies, Romania
Abstract. Studying the behavior of banking systems both at the macroeconomic level and with the external environment, as well as at the level of financial institutions associated with their dynamic character, in the current context is in the attention of all specialists. Risk quantification is an important aspect in making strategic decisions regarding maintaining financial stability and maintaining a high level of performance of any banking institution. The complexity of current financial systems around the world makes it difficult to create indicators that accurately assess the systemic risk of any institution. This paper has shown that an incorrect credit risk assessment can lead to a decrease in the performance of banking units and can generate a systemic shock that can affect both financial networks and the national or global economy.
Contents
Mathematical model used in substantiating optimal contract
Examining the drivers of business cycle divergence between Euro Area and Romania
Migration, economic causes and decisions
The voluntary pension funds – a viable solution to supplement the pensioners' incomes
An approach to measuring credit risk in a banking institution from Romania
Study on the evolution of tourism and perspectives
Investigating personnel dynamics within SMEs: A survey analysis for the case of Romania
Causes of the curve: Assessing risk in public and private financial economics
An approach to the index of economic freedom using the data mining technique in the economic environment context
Banking sector and bank liquidity – key actors within financial crises?
Existence of rewards for a sustainable enterprise in the context of the human resources strategy
Do export, financial development, and institutions affect FDI outflows? Insights from Asian developing countries
Are resources a curse or blessings? Evidence from panel ARDL model
Investigating factors affecting cooperative and non-cooperative behavior: An experimental game in the classroom
Impact of exchange rate regimes on inflation: An empirical analysis of BRICS countries
Tax structure and economic growth in general category states in India: A panel auto regressive distributed lag approach
Banking Sector Reforms and the Goals of Nationalised Commercial Banks in India
Determinants of economic growth in India: A time series perspective
Impact of credit guarantee on the output gap: A panel data analysis of Asian sovereigns
Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices
Does the agriculture value-added contribute to the economic growth in 30 African countries?