Showing 11 - 20 of 44
The last decade has witnessed the development of a vast literature devoted to the study of several phenomena like banking crises or episodes of vulnerability and distress, characterized by inadequate capitalization, impairment of the asset quality and of the credit institutions' rating. The...
Persistent link: https://www.econbiz.de/10005010501
The element of absolute novelty brought about by the « Basel II » agreement consists in the multiple approaches that can be used by banks when calculating the capital requirements for loan and operational risk. By implementing the solutions offered by “Basel II”, the Romanian...
Persistent link: https://www.econbiz.de/10005099674
The qualifying of supervision as “prudential” is used to differentiate it from other forms of supervision, which regards issues related to banking consumer protection. In order to achieve its goal, prudential supervision needs relevant information, provided mostly by the credit institutions...
Persistent link: https://www.econbiz.de/10005099700
Data Envelopment Analysis method allows both the measurement of the relative efficiency of an homogenous group of credit institutions, and the identification of those banking activity’s components generating a state of inefficiency. The present study focuses on this last issue, by proposing an...
Persistent link: https://www.econbiz.de/10005099703
One of the consequences of the financial liberalization process is the entry of new competitors in the banking system, increasing the risk taking attitude of credit institutions whose aim is to gain a substantial remuneration and to maintain/increase the market share. In this context, an...
Persistent link: https://www.econbiz.de/10005099716
The new own funds adequacy device, officialy named “ International Convergence of Capital Measurement and Capital Standards”, describes the most important benchmark framework for micro-prudential supervision at the moment. The publication of the final text in June 2004, after five years of...
Persistent link: https://www.econbiz.de/10005581538
The paper focuses, primarily, on assessing if risks associated to household sector havea significant impact on Romanian banking system’s soundness and stability, by establishing whichhousehold specific variables are the most important and have to be monitored. We have consideredseveral...
Persistent link: https://www.econbiz.de/10008497486
The current financial crisis, through its global dimension, resulted in an intensification of efforts of specialists to find the best policies for crisis management, on the one hand, and to improve the regulatory and supervision framework, on the other hand, both essential conditions for...
Persistent link: https://www.econbiz.de/10008542774
Credit institutions supervising mission by state authorities is mostly assimilated with systemic risk prevention. In present, the mission is orientated on analyzing the risk profile of the credit institutions, the mechanism and existing systems as management tools providing to bank rules the...
Persistent link: https://www.econbiz.de/10005125381
The present study tackles the banking system’s productivity in a more complex manner, that integrates multiple input, multiple output variables, abdicating from the reductionist perspective of clasical methods, which imposed limits in the number of variables, in the process of productivity...
Persistent link: https://www.econbiz.de/10005154492