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RISK MANAGEMENT IN CREDIT INSTITUTIONS - NEW TRENDS

Liliana-Aurora Constantinescu () and Camelia Stefanescu ()
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Liliana-Aurora Constantinescu: "Dimitrie Cantemir" Christian University, Brasov, Romania
Camelia Stefanescu: "Spiru Haret" University, Brasov, Romania

Authors registered in the RePEc Author Service: Camelia Stefanescu, Camelia Dragomir ()

Review of General Management, 2010, vol. 12, issue 2, 51-58

Abstract: The new Basel II enhancements cover all three pillars and they refer mainly to more strict rules and higher capital allocation for resecuritization and liquidity facilities, extension of prudent valuation guidance to the banking book, disclosure of liquidity information, more complex stress testing models, reputational risk coverage, conducting own credit analysis, more detailed disclosures especially trading book quantitative disclosures. In a very dynamic and innovative market, risk coverage is one of the keys for success and survival. Therefore, each institution should invest in both human capital and IT system in order to have a complex and advanced risk monitoring system, to be able to implement fast and with transparency the newest risk management regulation, to anticipate the risks and mitigate them.

Keywords: banks; Basel II; risk management; market discipline (search for similar items in EconPapers)
JEL-codes: G21 G32 (search for similar items in EconPapers)
Date: 2010
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