a simple early warning system for evaluating the credit portfolio's quality

Clicks: 316
ID: 193948
2009
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This article has not been analysed, so there is no overall score — reader engagement is measured and shown alongside.
AI Quality Assessment
Not analyzed
Readership in this journal
Steady

Ranked #7 of 93 articles by views in 2019 ieee 6th international conference on industrial engineering and applications, iciea 2019

Most read Least read

Bar heights use a square-root scale.

Mint this article as an NFT
Not yet minted

Create a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.

5 SUSD one-off · no wallet required
Abstract
The last decade has witnessed the development of a vast literature devoted to the study of several phenomena like banking crises or episodes of vulnerability and distress, characterized by inadequate capitalization, impairment of the asset quality and of the credit institutions' rating. The purpose of this study is to design an early warning system in order to highlight at an earlier stage the likelihood of deterioration of the Romanian banking system credit portfolio's quality. We have applied an econometric model which constitutes a reference for this type of analysis, having as purpose the identification of a significant correlation between increasing weight of bad loans in total assets, on the one hand, and a number of macroeconomic variables and indicators of the banking system, on the other hand.
Reference Key
dardac2009theoreticala1 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Nicolae Dardac;Iustina Alina Boitan
Journal 2019 ieee 6th international conference on industrial engineering and applications, iciea 2019
Year 2009
DOI
DOI not found
URL
Keywords

Citations

No citations found. To add a citation, contact the admin at info@scimatic.org

No comments yet. Be the first to comment on this article.