Risk Analysis of the Romanian Banking System – an Aggregated Balance Sheet Approach

Eugen Mitrica (), Liliana Moga and Andrei Stanculescu

Economics and Applied Informatics, 2010, issue 2, 177-184

Abstract: The paper presents a risk analysis for the current Romanian banking system. The analysis is conducted from the point of view of prudential rules and also from the point of view of Romanian banking system’s exposure to foreign funds, considering the consequences of these features, concerning the soundness and reliability of the banking system. The analysis found a manageable risk level, apparently, although during 2009 and 2010 the expansion of risk indicators was accelerated, but finally, in the late 2010, there are some signs of stabilization. The exposure of Romanian banking system to foreign funds was another important risk source. The exposure to foreign funds had an important decrease during 2009, but in 2010 it seems to stabilize.

Keywords: prudential rules; exposure; Basel accords; capital adequacy; Romanian banking system (search for similar items in EconPapers)
JEL-codes: E59 G21 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:ddj:fseeai:y:2010:i:2:p:177-184

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