Theoretical and Applied Economics
No. 3 / 2016 (608), Autumn
Statistical-econometric model used to analyze the operational and insolvency risks
Bucharest University of Economic Studies, Romania
„Artifex” University of Bucharest, Romania
Alexandru MANOLE
„Artifex” University of Bucharest, Romania
Mădălina Gabriela ANGHEL
„Artifex” University of Bucharest, Romania
Diana Valentina SOARE
Bucharest University of Economic Studies, Romania
Abstract. Operational risk is a matter concerning the financial and banking system. Many credit institutions have adopted as practice the listing of the risk categories, analyzing each and deciding whether they should be reported separately under a controlled risk management (market risk and the credit risk). Managing the operational risk of a bank implies using proved econometrical models that help address the issues in a validated and efficient way in order to mitigate associated risks like the operational and insolvency.
Contents
RASDAQ: The final curtain
The relationship between public expenditure and economic growth in Romania: Does it obey Wagner’s or Keynes’s Law?
Cracks in BRICs: A sectoral financial balances analysis and implications for macroeconomic policy
An empirical study of factors influencing total unemployment rate in comparison to youth unemployment rate in selected EU member-states
Is real depreciation expansionary? The case of the Czech Republic
Determinants of sovereign bond yields in emerging economies: Some panel inferences
Investment funds and portfolio of loan guarantees as financial steps proposals to support innovative Small and Medium Enterprises
Dynamic relationship among foreign direct investments, human capital, economic freedom and economic growth: Evidence from panel cointegration and panel causality analysis
Integrating the issue of infrastructural investment with economic growth: The case of India
Globalization of the corruption phenomenon – human capital gone wild
Productivity spillovers from FDI in Turkey: Evidence from quantile regressions
Predicting probability of default of Indian companies: A market based approach
Which country after Greece? Sustainability of budget deficits in selected EU countries: A panel cointegration analysis with multiple structural breaks under cross-section dependence
Statistical-econometric model used to analyze the operational and insolvency risks
Short and long term analysis of some factors effecting youth unemployment in Turkey
Determining the causal relationships among entrepreneurship, educational attainment and per capita GDP in high-income OECD countries
Assessment of the bankruptcy risk based on the solvency ratio
Using simulation and modeling to improve career management processes in organizations
Commodity market integration and price transmission: Empirical evidence from India
Testing the relationship between military spending and private investments: Evidence from Turkey
Growth-finance nexus: Empirical evidence from India
The importance and role of small and medium-sized businesses
Skill biased technological changes: Case of the MENA Region
Net earnings trends in the EU countries
Communication and PR in crisis situations