AN ECONOMETRIC APPROACH OF THE BANKING RISKS - CASE OF CENTRAL AND EST EUROPEAN COUNTRIES

Lucian Gaban, Ionut - Marius Rus and Alin Fetita
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Lucian Gaban: Decembrie University, Alba-Iulia
Ionut - Marius Rus: Babes-Bolyai University, Cluj-Napoca
Alin Fetita: Babes-Bolyai University, Cluj-Napoca

Revista Economica, 2017, vol. 69, issue 2, 73-86

Abstract: In this paper we analyze the most significant aspects of performance banking on sample banks in Central and East European countries. We started with the aspects of the banking crisis began in 2007 and whose consequences are still felt today both in the EU and USA. Based on the ratios method we tried to capture the extent to which the financial crisis has had a negative impact on the sample banks from Central and East European countries. We also built two regression risks models between overall risk and ROE on the one hand, and between overdue and doubtful loans in total assets ratio and ROA on the other hand. In both cases, liquidity and solvency had an indirect influence over the risks.

Keywords: financial crisis; banking risks; ROA; ROE (search for similar items in EconPapers)
JEL-codes: F34 G01 G21 G30 M41 (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:blg:reveco:v:69:y:2017:i:2:p:73-86

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