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Banking Rating In Romania. A Comparative Analysis Between Caampl And Perlas Models

Author

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  • GABAN LUCIAN

    (1 DECEMBER 1918 UNIVERSITY ALBA IULIA, ROMANIA)

Abstract

In this paper the author presents the evaluation method of the crediting risk in 20 Romanian banks, based on the unique rating systems called CAAMPL and PERLAS models. The content of each component of this system is taken into consideration and also the group of values attached to every component of credit risk analysis is highlighted. Finally, the main measures that a bank has to take in order to limit credit risk are presented.

Suggested Citation

  • Gaban Lucian, 2016. "Banking Rating In Romania. A Comparative Analysis Between Caampl And Perlas Models," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 4, pages 184-194, August.
    • Handle: RePEc:cbu:jrnlec:y:2016:v:4:p:184-194
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    References listed on IDEAS

    as
    1. Winnie P. H. Poon & Michael Firth, 2005. "Are Unsolicited Credit Ratings Lower? International Evidence From Bank Ratings," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(9-10), pages 1741-1771.
    2. Winnie P. H. Poon & Michael Firth, 2005. "Are Unsolicited Credit Ratings Lower? International Evidence From Bank Ratings," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(9‐10), pages 1741-1771, November.
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