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Risk Management In Credit Institutions - New Trends

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Author Info

  • Liliana-Aurora CONSTANTINESCU

    ()
    ("Dimitrie Cantemir" Christian University, Brasov, Romania)

  • Camelia STEFANESCU

    ()
    ("Spiru Haret" University, Brasov, Romania)

Abstract

The new Basel II enhancements cover all three pillars and they refer mainly to more strict rules and higher capital allocation for resecuritization and liquidity facilities, extension of prudent valuation guidance to the banking book, disclosure of liquidity information, more complex stress testing models, reputational risk coverage, conducting own credit analysis, more detailed disclosures especially trading book quantitative disclosures. In a very dynamic and innovative market, risk coverage is one of the keys for success and survival. Therefore, each institution should invest in both human capital and IT system in order to have a complex and advanced risk monitoring system, to be able to implement fast and with transparency the newest risk management regulation, to anticipate the risks and mitigate them.

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Bibliographic Info

Article provided by Spiru Haret University, Faculty of Management Brasov in its journal Review of General Management.

Volume (Year): 12 (2010)
Issue (Month): 2 (October)
Pages: 51-58

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Handle: RePEc:fmb:journl:v:12:y:2010:i:2:p:51-58

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Web page: http://www.spiruharet.ro/facultati/facultate.php?id=7
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Related research

Keywords: banks; Basel II; risk management; market discipline;

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