Theoretical and Applied Economics
No. 3 / 2020 (624), Autumn
The main theoretical aspects regarding the capital adequacy models
Bucharest University of Economic Studies, Romania
Dana Luiza GRIGORESCU
Bucharest University of Economic Studies, Romania
Ștefan Gabriel DUMBRAVĂ
Bucharest University of Economic Studies, Romania
Abstract. The credit institutions shall apply the measurement approach to a lesser extent to determine capital adequacy. The Basel Accords pay attention to this very aspect of capital sizing in order to be able to finance economic activities, but especially to reduce the effect of the risks caused by capital inadequacy. This study can be performed using statistical-econometric models, based on which to estimate the establishment of the necessary capital. If capital is not adequate (brought to the size of market demand), a number of risks arise that disrupt credit-based financing. Although many credit institutions have chosen the simplest method for determining the capital requirement for operational risk, efforts must be made to use the “standard approach”, thus ensuring the premises for the transition to the “advanced approach”, considered the effective form of operational risk monitoring.
Contents
Social protection systems and economic growth
Analysis of the impact generated by COVID-19 in banking institutions and possible economic effects
Covid crisis: Fiscal, monetary and macro-financial policy responses
Simulation of financial contagion effect using the NetLogo software at the level of the banking network
Impact of education and government effectiveness on the shadow economy
Financial development and income inequality: An empirical analysis on the emerging market economies
Aspects and evolutions specific to monetary policy in Romania. A complex topical analysis
Foreign trade policy and economic growth: Indian evidence
The effect of external debt on long run economic growth in developing economies: Evidence from heterogeneous panel data models with cross sectional dependency
Structural modeling of fiscal structure for policy analysis: A case study of India
Macroeconomic variables and market expectations: Indian Stock Market
Relationship analysis of stocks prices and exchange rates of three leading Asian economies
Bitcoins as a determinant of stock market movements: A comparison of Indian and Chinese Stock Markets
The causal relationship between Indian energy consumption and the GDP: A shift from conservation to feedback hypothesis post economic liberalisation
The dependence and dynamic correlation between Islamic and conventional insurances and stock market: A multivariate short memory approach
Does exchange rate has any impact on economic growth in India? An empirical analysis
Corruption, technological innovation and environmental quality in South Asian countries: An empirical insight
Analysis of the quarterly evolution of the Gross Domestic Product
The main theoretical aspects regarding the capital adequacy models
Considerations regarding the effects of COVID-19 on the tourism market