Models for the identification and analysis of banking Risks

Gabriela Victoria Anghelache, Radu Titus Marinescu, Anca Sorina Popescu-Cruceru and Sacala Cristina ()
Additional contact information
Gabriela Victoria Anghelache: Academia de Studii Economice
Radu Titus Marinescu: Universitatea Artifex, Bucuresti
Anca Sorina Popescu-Cruceru: Universitatea Artifex, Bucuresti

Romanian Statistical Review Supplement, 2016, vol. 64, issue 5, 149-154

Abstract: A basic property of the rating system is the ability to fit customers risk class to which they belong, namely good payer customers or bad payer clients. The tests establishing the classification methods have been applied beginning with the medical science, biology, engineers starting with 1950 and in the late 1990s they have been adapted to be models of application in the credit rating. Basel Committee (1999) identifies this model as a difficult one to develop quantitative models of credit.

Keywords: Receiver Operating Characteristics; cumulative accuracy profile; system; bank; valuation (search for similar items in EconPapers)
Date: 2016
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.revistadestatistica.ro/supliment/wp-con ... s_05_2016_a12_en.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:64:y:2016:i:5:p:149-154

Access Statistics for this article

More articles in Romanian Statistical Review Supplement from Romanian Statistical Review Contact information at EDIRC.
Bibliographic data for series maintained by Adrian Visoiu ().