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Early Warning System For The Romanian Banking Sector: The Caampl Approach

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  • Albulescu Claudiu Tiberiu

    ()
    (Ecological University "Traian" Deva, Faculty of Economy and Business Administration)

  • Coroiu Sorina Ioana

    ()
    (University of Oradea, Faculty of Economics)

Abstract

In the present study we intend to build an early warning system based on the banking ratings’ deterioration, by means of the CAAMPL method. This technique supposes to identify the credit institutions the most exposed to risks. The analyzed period for the

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File URL: http://steconomice.uoradea.ro/anale/volume/2009/v3-finances-banks-and-accountancy/77.pdf
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Bibliographic Info

Article provided by University of Oradea, Faculty of Economics in its journal The Journal of the Faculty of Economics - Economic.

Volume (Year): 3 (2009)
Issue (Month): 1 (May)
Pages: 458-466

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Handle: RePEc:ora:journl:v:3:y:2009:i:1:p:458-466

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Related research

Keywords: financial stability; early warning systems; CAAMPL ratings; Romanian banking system;

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References

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  1. Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
  2. Fratzscher, Marcel & Matthieu Bussiere, 2003. "Towards A New Early Warning System of Financial Crises," Royal Economic Society Annual Conference 2003 81, Royal Economic Society.
  3. Berg, Andrew & Pattillo, Catherine, 1999. "Predicting currency crises:: The indicators approach and an alternative," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 561-586, August.
  4. Davis, E. Philip & Karim, Dilruba, 2008. "Comparing early warning systems for banking crises," Journal of Financial Stability, Elsevier, vol. 4(2), pages 89-120, June.
  5. Isabelle Distinguin & Philippe Rous & Amine Tarazi, 2006. "Market Discipline and the Use of Stock Market Data to Predict Bank Financial Distress," Journal of Financial Services Research, Springer, vol. 30(2), pages 151-176, October.
  6. Tigran Poghosyan & Martin Cihák, 2009. "Distress in European Banks," IMF Working Papers 09/9, International Monetary Fund.
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Cited by:
  1. Sargu Alina Camelia & Roman Angela, 2013. "A CROSS-COUNTRY ANALYSIS OF THE BANKSâ€(tm) FINANCIAL SOUNDNESS: THE CASE OF THE CEE-3 COUNTRIES," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 357-367, July.

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