ECONOMETRIC MODEL FOR DEFAULT RISK IN BANKS

Ioan Batrancea, Ioan Stoia, Sandor Csegedi, Andrei Moscviciov, Anca Nichita and Diana Andone
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Ioan Batrancea: Babes-Bolyai University, Teodor Mihali 58-60, Cluj-Napoca, Romania
Ioan Stoia: Babes-Bolyai University, Teodor Mihali 58-60, Cluj-Napoca, Romania
Sandor Csegedi: Babes-Bolyai University, Teodor Mihali 58-60, Cluj-Napoca, Romania
Andrei Moscviciov: Babes-Bolyai University, Teodor Mihali 58-60, Cluj-Napoca, Romania
Anca Nichita: Babes-Bolyai University, Teodor Mihali 58-60, Cluj-Napoca, Romania
Diana Andone: Babes-Bolyai University, Teodor Mihali 58-60, Cluj-Napoca, Romania

Academica Science Journal, Economica Series, 2013, vol. 1, issue 2, 35-43

Abstract: Supervisors around the world recognize the advantages of rating systems, including a better allocation of resources. Owing to the development of national economy, the banking market and related regulations, Uniform Bank Rating System in Romania is continuously perfecting. Asset quality is one of the quantitative component of this model is particularly important because through indicators used in its determination reflects credit risk, the latter being the main cause of bank failures.

Keywords: JEL:; G21 (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:tig:journl:v:1:y:2013:i:2:p:35-43

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