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STATISTICAL ANALYSIS OF CREDIT RISK FACTORS IN ROMANIA

Simona Apostu and Vergil Voineagu ()
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Vergil Voineagu: Bucharest University of Economic Studies, Department of Statistics and Econometrics

Journal of Social and Economic Statistics, 2015, vol. 4, issue 2, 88-97

Abstract: The study presents the results of macroeconomic analysis on the credit risk and its influence factors. The credit risk study of a country is important to assess its economic development, determinants and specific actions, provide the necessary information to make decisions for national development. Lately, credit risk increased significantly and projections show it will increase further. The purpose of this paper is to identify determinants of the credit risk to Romania. In the paper we used data provided by the National Bank of Romania (www.bnro.ro) for the period 2007-2014. Data analysis was performed using SPSS and Eviews package. The study showed that the greatest influence on the risk of credit it has the rate of nonperforming loans.

Keywords: credit risk; regression analysis; stationary; financial stability; influencing factor (search for similar items in EconPapers)
JEL-codes: C01 C19 C58 C87 E44 E51 (search for similar items in EconPapers)
Date: 2015
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