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Overview of the Caampl Early Warning System in Romanian Banking

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Author Info

  • Imola Drigă

    () (University of Petrosani, Romania)

  • Codruța Dura

    () (University of Petrosani, Romania)

  • Ilie Răscolean

    () (University of Petrosani, Romania)

Abstract

The uniform bank rating system is a specific instrument for the supervising activity and has its origins in the USA; it has later been borrowed by German, Italian, Great Britain authorities, which use influential components in their banking system; later on, their system was adopted by most central banks within the European Union. In Romania, the uniform bank rating system has been implemented by NBR (the National Bank of Romania) since 2000; the specific components are: the capital adequacy (C), the quality of assets (A), the quality of the stock holding (A), the management (M), profitability (P), liquidities (L) and sensitivity (S) starting from the year 2005. For short, this system is called CAAMPL. The evaluation of these specific elements represents an important criterion for establishing a compound rating, which means assigning scores to each bank. The compound rating for the banking system is established based on economic – financial indicators and prudence indicators.

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Bibliographic Info

Article provided by University of Petrosani, Romania in its journal Annals of the University of Petrosani - Economics.

Volume (Year): 11 (2011)
Issue (Month): 2 ()
Pages: 71-80

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Handle: RePEc:pet:annals:v:11:y:2011:i:2:p:71-80

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Web page: http://www.upet.ro/

Related research

Keywords: internal audit; banking risk; uniform bank rating system; CAAMPL;

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References

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  1. Imola Drigă & Codruţa Dura, 2007. "Evaluating the Romanian Banking System Based on the Main Prudential Indicators," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 7, pages 123-128.
  2. Glenn Hoggarth & Jack Reidhill & Peter Sinclair, 2004. "On the resolution of banking crises: theory and evidence," Bank of England working papers 229, Bank of England.
  3. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, vol. 52(9), pages 1301-1314, September.
  4. Nicolae DARDAC & Elena GEORGESCU, 2011. "The Effectiveness and the Efficiency of the Banking Supervisory Activity. An Empirical Analysis," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(3), pages 485-496, July.
  5. Nicolae DARDAC & Elena GEORGESCU, 2011. "Model for the Assessment of the Effectiveness of the Banking Supervision Activity," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(5(558)), pages 5-16, May.
  6. Peter J.G. Vlaar, 2003. "On the Influence of capital Requirements on Competition and Risk taking in Banking," DNB Staff Reports (discontinued) 102, Netherlands Central Bank.
  7. 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.
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