Advanced Search
MyIDEAS: Login

Crises Warning Model - Stress Test. Albanian Case

Contents:

Author Info

  • Doriana Matraku

    ()
    (Faculty of Economy, Economics Department, University of Tirana)

Registered author(s):

    Abstract

    Risk 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.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.rebe.rau.ro/RePEc/rau/journl/SU11/REBE-SU11-A2.pdf
    Download Restriction: no

    Bibliographic Info

    Article provided by Romanian-American University in its journal Romanian Economic and Business Review.

    Volume (Year): 6 (2011)
    Issue (Month): 2 (June)
    Pages: 19-26

    as in new window
    Handle: RePEc:rau:journl:v:6:y:2011:i:2:p:19-26

    Contact details of provider:
    Postal: Bd.Expozitiei 1B, Bucuresti, Sector 1, Etaj 3, 012101
    Phone: +4-0372-120.131
    Fax: +4-021-202.91.51
    Email:
    Web page: http://www.rau.ro/
    More information through EDIRC

    Related research

    Keywords: stress test; risk evaluation; Albanian banking system;

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:rau:journl:v:6:y:2011:i:2:p:19-26. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alex Tabusca).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.