Crises Warning Model - Stress Test. Albanian Case
AbstractRisk is a permanent companion of any business, including also the banks, which have the objective of managing the money entrusted by the depositors. The effectiveness of this management requires safe and profitable transfer of money between the giver and recipient. Modern, reliable and well-managed banks are not only able to assess current threats, but are also familiar with the size of this risk. They are able to assess whether this risk is acceptable or if the accepted security level is exceeded. Stress test is an effective way to do research based on quantitative theoretical models in the management of banking risks. In fact, it is also a mandatory tool to be implemented in the banking system in the Capital Requirement Directive, also known as Basel II. Stress test is a model used also by Albania to assess the status of the banking system, through individual analysis of the banks and the banking system entirely.
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Bibliographic InfoArticle provided by Romanian-American University in its journal Romanian Economic and Business Review.
Volume (Year): 6 (2011)
Issue (Month): 2 (June)
stress test; risk evaluation; Albanian banking system;
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