A Cluster Analysis Approach for Bank’s Risk Profile: The Romanian Evidence
AbstractCluster analysis, as an exploratory technique, by gathering together those credit institutions sharing similar features in terms of financial intermediation activity, proves to be a complementary tool for the peer group analysis, accomplished at the off-site supervision level. The aim of our study was to include a representative sample of Romanian credit institutions into smaller, homogenous clusters, in order to assess which credit institutions have similar patterns according to their risk profile and profitability. We found that, over the period 2004-2006, the clusters remained relatively stable in terms of similarity of exposure to risks and profitability.
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Bibliographic InfoArticle provided by European Research Studies Journal in its journal European Research Studies Journal.
Volume (Year): XII (2009)
Issue (Month): 1 ()
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Banking system; supervision; risk profile; resemblance coefficient; and cluster analysis;
Find related papers by JEL classification:
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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