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Statistical Analysis Of Credit Risk Factors In Romania

Author

Listed:
  • Simona Andreea APOSTU

    (Bucharest University of Economic Studies, Department of Statistics and Econometrics)

  • Vergil VOINEAGU

    (Bucharest University of Economic Studies, Department of Statistics and Econometrics)

Abstract

The study presents the results of macroeconomic analysis on the credit risk and its influence factors. The credit risk study of a country is important to assess its economic development, determinants and specific actions, provide the necessary information to make decisions for national development. Lately, credit risk increased significantly and projections show it will increase further. The purpose of this paper is to identify determinants of the credit risk to Romania. In the paper we used data provided by the National Bank of Romania (www.bnro.ro) for the period 2007-2014. Data analysis was performed using SPSS and Eviews package. The study showed that the greatest influence on the risk of credit it has the rate of nonperforming loans.

Suggested Citation

  • Simona Andreea APOSTU & Vergil VOINEAGU, 2015. "Statistical Analysis Of Credit Risk Factors In Romania," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 4(2), pages 88-97, DECEMBER.
    • Handle: RePEc:aes:jsesro:v:4:y:2015:i:2:p:88-97
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    File URL: http://www.jses.ase.ro/downloads/Vol4NO2/Apostu.pdf
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    References listed on IDEAS

    as
    1. Simona Andreea Dospinescu, 2014. "The Forecast of Credit Risk of Romania," The Journal of Accounting and Management, Danubius University of Galati, issue 2, pages 51-60, August.
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      More about this item

      Keywords

      credit risk; regression analysis; stationary; financial stability; influencing factor;
      All these keywords.

      JEL classification:

      • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
      • C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
      • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
      • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
      • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
      • E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers

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