MEASURING MODEL FOR BAD LOANS IN BANKS. THE DEFAULT PROBABILITY MODEL

Iulia Iuga and Socol Adela ()
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Socol Adela: Universitatea, Stiinte

Annals of Faculty of Economics, 2010, vol. 1, issue 2, 754-759

Abstract: The banking sectors of the transition countries have progressed remarkably in the last 20 years. In fact, banking in most transition countries has largely shaken off the traumas of the transition eraAt the start of the 21st century banks in these countries look very much like banks elsewhere. That is, they are by no means problem free but they are struggling with the same issues as banks in other emerging market countries during the financial crises conditions. The institutional environment differs considerably among the countries. The goal we set with this article is to examine in terms of methodology the most important assessment criteria of a measuring model for bad loans.

Keywords: assessment criteria; "Default" model; collateral; Basel II Accord (search for similar items in EconPapers)
JEL-codes: G21 (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:ora:journl:v:1:y:2010:i:2:p:754-759

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