EARLY WARNING SYSTEM FOR THE ROMANIAN BANKING SECTOR: THE CAAMPL APPROACH
Claudiu Albulescu () and
Coroiu Sorina Ioana ()
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Coroiu Sorina Ioana: University of Oradea, Faculty of Economics
Annals of Faculty of Economics, 2009, vol. 3, issue 1, 458-466
Abstract:
In the present study we intend to build an early warning system based on the banking ratings’ deterioration, by means of the CAAMPL method. This technique supposes to identify the credit institutions the most exposed to risks. The analyzed period for the
Keywords: financial stability; early warning systems; CAAMPL ratings; Romanian banking system (search for similar items in EconPapers)
JEL-codes: G01 G21 G24 (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:ora:journl:v:3:y:2009:i:1:p:458-466
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