MODALITIES OF BANKING RATINGS MEASUREMENT

Ioan Batrancea, Lucian Gaban and Ioan Rus
Additional contact information
Ioan Batrancea: "Babes-Bolyai" University, Cluj-Napoca, Romania
Lucian Gaban: "1 Decembrie 1918" University, Alba Iulia, Romania
Ioan Rus: "Babes-Bolyai" University, Cluj-Napoca, Romania

Revista Economica, 2016, vol. 68, issue 4, 44-58

Abstract: In this paper the author makes an analysis of financial stability in ten banks in Romania, based on established rating models and correlates the results with ratings agencies Standard & Poor's, Moody's or Fitch. Also the author evaluated the ratings of banks in the sample using methods CAAMPL, Stickney and Basel III. The work is an important guide for managers of banks must constantly assess the performance and risk rating through the bank.

Keywords: rating; CAMEL; CAMEL; logit; rating agencies (search for similar items in EconPapers)
JEL-codes: G21 G24 (search for similar items in EconPapers)
Date: 2016
References: Add references at CitEc
Citations:

Downloads: (external link)
http://economice.ulbsibiu.ro/revista.economica/arc ... rancea&gaban&rus.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:blg:reveco:v:68:y:2016:i:4:p:44-58

Access Statistics for this article

More articles in Revista Economica from Lucian Blaga University of Sibiu, Faculty of Economic Sciences Lucian Blaga University of Sibiu, Faculty of Economic Sciences Dumbravii Avenue, No.17, postal code 550324, Sibiu, Romania. Contact information at EDIRC.
Bibliographic data for series maintained by Eduard Alexandru Stoica ().