Statistical-econometric model used to analyze the operational and insolvency risks

Constantin Anghelache, Alexandru Manole, Mădălina Gabriela Anghel and Diana Valentina Soare
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Constantin Anghelache: 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

Theoretical and Applied Economics, 2016, vol. XXIII, issue 3(608), Autumn, 221-228

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.

Keywords: insolvency risk; banking capital, operational risk, analysis, control models. (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (4)

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