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

Clicks: 229
ID: 193948
2009
Free PDF
Article Quality & Performance Metrics
Overall Quality Improving Quality
0.0 /100
Combines engagement data with AI-assessed academic quality
AI Quality Assessment
Not analyzed
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
http://www.ectap.ro/articole/388.pdf
Keywords
Logistic regression early warning system predictive ability businesseconomic theory demographyeconomics as a science

Citations

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

Comments

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