The Impact Of Household Sector Risks To The Soundness Of The Romanian Banking System
The paper focuses, primarily, on assessing if risks associated to household sector havea significant impact on Romanian banking system’s soundness and stability, by establishing whichhousehold specific variables are the most important and have to be monitored. We have consideredseveral representative prudential and performance banking system’s indicators and we haveperformed a regression for each one, against a set of 12 explanatory variables, concerninghouseholds’ balance sheet, their net earnings, the dynamics of unemployment rate, the degree ofindebtedness, banking system’s exposure to currency risk associated to households. Our empiricalfindings suggest that banking system profitability, expressed as return on equity, and liquidityindicator are the most influenced by households’ financial behavior and the evolutions on the labormarket.
Volume (Year): 1 (2009)
Issue (Month): 11 ()
|Contact details of provider:|| |
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Cottarelli, Carlo & Dell'Ariccia, Giovanni & Vladkova-Hollar, Ivanna, 2005.
"Early birds, late risers, and sleeping beauties: Bank credit growth to the private sector in Central and Eastern Europe and in the Balkans,"
Journal of Banking & Finance,
Elsevier, vol. 29(1), pages 83-104, January.
- Ivanna Vladkova Hollar & Giovanni Dell'Ariccia & Carlo Cottarelli, 2003. "Early Birds, Late Risers, and Sleeping Beauties: Bank Credit Growth to the Private Sector in Central and Eastern Europe and in the Balkans," IMF Working Papers 03/213, International Monetary Fund.
- Marco Terrones & Enrique G. Mendoza, 2008.
"An Anatomy of Credit Booms: Evidence From Macro Aggregates and Micro Data,"
IMF Working Papers
08/226, International Monetary Fund.
- Enrique G. Mendoza & Marco E. Terrones, 2008. "An Anatomy Of Credit Booms: Evidence From Macro Aggregates And Micro Data," NBER Working Papers 14049, National Bureau of Economic Research, Inc.
- Enrique G. Mendoza & Marco E. Terrones, 2008. "An anatomy of credit booms: evidence from macro aggregates and micro data," International Finance Discussion Papers 936, Board of Governors of the Federal Reserve System (U.S.).
- Ceyla Pazarbasioglu & Gudrun Johnsen & Paul Louis Ceriel Hilbers & Inci Ã–tker, 2005. "Assessing and Managing Rapid Credit Growth and the Role of Supervisory and Prudential Policies," IMF Working Papers 05/151, International Monetary Fund.
- Leslie Hull, 2003. "Financial deregulation and household indebtedness," Reserve Bank of New Zealand Discussion Paper Series DP2003/01, Reserve Bank of New Zealand.
- Shubhasis Dey & Ramdane Djoudad & Yaz Terajima, 2008. "A Tool for Assessing Financial Vulnerabilities in the Household Sector," Bank of Canada Review, Bank of Canada, vol. 2008(Summer), pages 47-56.
- Philip Turner, 2006. "The banking system in emerging economies: how much progress has been made?," BIS Papers chapters, in: Bank for International Settlements (ed.), The banking system in emerging economies: how much progress has been made?, volume 28, pages 1-9 Bank for International Settlements.
When requesting a correction, please mention this item's handle: RePEc:alu:journl:v:1:y:2009:i:11:p:59. 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: (Dan-Constantin Danuletiu)
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.