Details about Ioan Trenca

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Journal Articles

2018

1. Determinants of Credit Risk in the European Banking Sector
   EuroEconomica, 2018, (1(37)), 108-113

2017

2. ASSETS LIABILITIES MODELS - A LITERATURE REVIEW
   Annals of Faculty of Economics, 2017, 1, (1), 335-345
3. CONSIDERATIONS ON THE STRATEGY OF COMMERCIAL BANKS IN THE CONTEXT OF THE FINANCIAL SYSTEM DEVELOPMENT FOR THE PERIOD 2005-2013
   Annals of Faculty of Economics, 2017, 1, (2), 248-258

2016

4. THE NECESSITY OF AN UNIFORM REGULATION FOR THE MANAGEMENT OF BANKING RISK AT THE EUROPEAN LEVEL
   Annals of Faculty of Economics, 2016, 1, (2), 393-401
5. THE RELATION BETWEEN PROFITABILITY, CAPITAL REQUIREMENTS AND THE STRUCTURE OF ASSETS-LIABILITIES IN BANKS
   Annals of Faculty of Economics, 2016, 1, (2), 383-392

2015

6. EMPIRICAL INQUIRY OF GREGARIOUS BEHAVIOR: EVIDENCE FROM EUROPEAN EMERGING MARKETS
   Revista Economica, 2015, 67, (2), 143-160 View citations (2)
7. EXPLORING THE RELATIONSHIP BETWEEN BANK PROFITABILITY AND STATE INTERVENTION POLICIES IN EUROPEAN BANKING SECTOR
   Revista Economica, 2015, 67, (5), 104-115
8. IDIOSYNCRATIC RISK AND SYSTEMIC RISK IN THE EUROPEAN BANKING SYSTEM
   Annals of Faculty of Economics, 2015, 1, (1), 912-919

2014

9. A MACROPRUDENTIAL FRAMEWORK FOR EUROPEAN COMMERCIAL BANKING SECTOR. AN EARLY WARNING SYSTEM WITH LOGIT APPROACH
   Revista Economica, 2014, 66, (2), 100-114 View citations (1)
10. ASSETS AND LIABILITIES DEPENDENCE: EVIDENCE FROM AN EUROPEAN SAMPLE OF BANKS
    Annals of Faculty of Economics, 2014, 1, (2), 279-286
11. How does assets-liabilities management affects the profitability of banks?
    The Journal of Accounting and Management, 2014, (3), 47-50
12. IMPROVING EWS FOR BANKING CRISES: ROC AND AUROC ANALYSIS
    Revista Economica, 2014, 66, (3), 106-118
13. LINKAGES BETWEEN THE STOCK MARKETS OF EASTERN EUROPE
    Revista Economica, 2014, 66, (1), 91-104
14. PROFITABILITY OF THE CENTRAL AND EASTERN EUROPEAN BANKING SYSTEM
    Revista Economica, 2014, 66, (2), 115-126
15. RETAIL PAYMENT AND ECONOMIC GROWTH FOR DEVELOPED AND EMERGING EUROPEAN COUNTRIES
    Review of Economic and Business Studies, 2014, (14), 119-127 View citations (1)

2013

16. A MACROPRUDENTIAL SUPERVISION MODEL. EMPIRICAL EVIDENCE FROM THE CENTRAL AND EASTERN EUROPEAN BANKING SYSTEM
    Annals of Faculty of Economics, 2013, 1, (1), 1133-1141
17. AN INQUIRY INTO CONTAGION TRANSMISSION AND SPILLOVER EFFECTS IN STOCK MARKETS
    Annals of Faculty of Economics, 2013, 1, (2), 472-482 View citations (1)

2012

18. ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES
    Annals of Faculty of Economics, 2012, 1, (2), 614-619
19. CONSIDERATIONS OVER THE METHODOLOGY OF FINANCIAL ANALYSIS AND ITS LINKAGE WITH BANKABILITY OF EUROPEAN FUNDED INVESTMENT PROJECTS
    Revista Economica, 2012, Supplement, (4), 608-617
20. Evaluating the liquidity determinats in the central and eastern European banking system
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2012, 1, (14), 85-90 View citations (6)
21. Financial contagion on the Romanian stock market
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2012, 1, (14), 27-36 View citations (2)
22. MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS
    Annals of Faculty of Economics, 2012, 1, (1), 784-790 View citations (2)
23. THE TOLERANCE AND OPERATIONAL RISK APPETITE IN BANKING
    Revista Economica, 2012, Supplement, (4), 618-624

2011

24. Advantages and Limitations of VAR Models Used in Managing Market Risk in Banks
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2011, 1, (13), 32-43
25. An Empirical Model for Assesing Risk and Performance in the Romanian Banking System
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2011, 1, (13), 89-95
26. Econometric Models Used For Managing The Market Risk In The Romanian Banking System
    Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), 2011, 2011SE, 115-123
27. MODELING ROMANIAN EXCHANGE RATE EVOLUTION WITH GARCH, TGARCH, GARCH- IN MEAN MODELS
    Annals of Faculty of Economics, 2011, 1, (special), 299-305

2010

28. CONSIDERATIONS ON MONETARY POLICY HELD BY THE CENTRAL BANK TO ADOPT THE EURO
    Annals of Faculty of Economics, 2010, 1, (1), 443-448
29. Considerations Regarding Operational Risk Management in the Context of the Basel II Agreement
    Romanian Economic Journal, 2010, 13, (36), 171-185
30. Considerations regarding credit portfolio risk management of the banking institution
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2010, 1, (11), 84-90
31. New Trends Concerning Operational Risc In E-Banking
    Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), 2010, 2010SE, 171-180 View citations (1)
32. Options evaluation - Black-Scholes model vs. binomial options pricing model
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2010, 1, (12), 137-146
33. THE CORRELATION BETWEEN THE MARKET RISK AND THE LIQUIDITY RISK IN THE ROMANIAN BANKING SECTOR
    Annals of Faculty of Economics, 2010, 1, (1), 437-442
34. The integration of capital markets: correlation analysis
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2010, 1, (12), 44-53
35. Using stress testing methodology in evaluating banking institution’s exposure to risk
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2010, 1, (11), 208-217

2009

36. ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK
    Annals of Faculty of Economics, 2009, 3, (1), 682-689
37. Interest rate risk management - calculating Value at Risk using EWMA and GARCH models
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2009, 1, (10), 48-56 View citations (1)
38. Operational risk in banking - card fraud
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2009, 1, (9), 151-159
39. POLICIES OF THE COMMERCIAL BANKS LIQUIDITY MANAGEMENT IN THE CRISIS CONTEXT
    Annals of Faculty of Economics, 2009, 3, (1), 674-681
40. The use in banks of value at risk method in market risk
    Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), 2009, 56, 186-196
41. Using credit scoring method for probability of non-financial companies default estimation at industry level
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2009, 1, (9), 45-58

2008

42. Credit risk, a macroeconomic model application for Romania
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2008, 1, (7), 118-126 View citations (4)
43. Marketing of the banking services in Romania - an analysis regarding the evolution of the influence factors
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2008, 1, (8), 30-36
44. Stock Markets and their informational inefficiencies - the BSE case
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2008, 1, (8), 117-125
45. Stock returns and their probabilistic distribution (the Bucharest Stock Exchange case)
    Annals of Faculty of Economics, 2008, 3, (1), 860-865
46. The European investment fund and the evidence of the undertakings for collective investment in transferable securities (UCITS) marker
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2008, 1, (7), 40-44
47. The impact of banks' financial statements publication on their market capitalization (The B.S.E. Case)
    Finante - provocarile viitorului (Finance - Challenges of the Future), 2008, 1, (7), 96-104

2006

48. New Values in Credit Risk Management
    Theoretical and Applied Economics, 2006, 3(498), (3(498)), 27-36