Identification, Analysis, Modeling and Prediction of Time Series Characterizing the Indicators of Asset Structure in the Credit Institutions Operating in Romania

Ramona Mariana Calinica (), Daniel Calinica () and Daniela Ancuta Sarpe ()
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Ramona Mariana Calinica: Dunarea de Jos University of Galati, Romania
Daniel Calinica: Dunarea de Jos University of Galati, Romania
Daniela Ancuta Sarpe: Dunarea de Jos University of Galati, Romania

Risk in Contemporary Economy, 2011, 358-366

Abstract: This paper aims to accurately characterize the dynamics of the structural indicators of the assets in the credit institutions operating in Romania through an empirical mathematical model of dual function:regulation and control. The model can be used to predict the future evolution of the economic processes involved, or to study how to act upon them (management) in case of changes in the environment around them (e.g. the impact of reducing the minimum compulsory reserve requirements on credit etc.).

Keywords: mathematical model; bank assets; prediction (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:ddj:fserec:y:2011:p:358-366

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