IDEAS home Printed from
   My bibliography  Save this article

Risk Analysis of the Romanian Banking System – an Aggregated Balance Sheet Approach


  • Eugen MITRICA

    () (The Bucharest Academy of Economic Studies, Romania)

  • Liliana MOGA

    () (Dunarea de Jos University of Galati, Romania)


    () (The Bucharest Academy of Economic Studies, Romania)


The paper presents a risk analysis for the current Romanian banking system. The analysis is conducted from the point of view of prudential rules and also from the point of view of Romanian banking system’s exposure to foreign funds, considering the consequences of these features, concerning the soundness and reliability of the banking system. The analysis found a manageable risk level, apparently, although during 2009 and 2010 the expansion of risk indicators was accelerated, but finally, in the late 2010, there are some signs of stabilization. The exposure of Romanian banking system to foreign funds was another important risk source. The exposure to foreign funds had an important decrease during 2009, but in 2010 it seems to stabilize.

Suggested Citation

  • Eugen MITRICA & Liliana MOGA & Andrei STANCULESCU, 2010. "Risk Analysis of the Romanian Banking System – an Aggregated Balance Sheet Approach," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 177-184.
  • Handle: RePEc:ddj:fseeai:y:2010:i:2:p:177-184

    Download full text from publisher

    File URL:
    Download Restriction: no

    References listed on IDEAS

    1. Jose A. Lopez, 1999. "Using CAMELS ratings to monitor bank conditions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Rodica-Oana IONITA, 2014. "A new approach of the relationship between banking crisis, financial dependence and growth in Romania," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special), pages 221-229, June.
    2. repec:agr:journl:v:6(595)(supplement):y:2014:i:6(595)(supplement):p:221-229 is not listed on IDEAS

    More about this item


    prudential rules; exposure; Basel accords; capital adequacy; Romanian banking system;

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • E59 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Other


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ddj:fseeai:y:2010:i:2:p:177-184. 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: (Gianina Mihai). General contact details of provider: .

    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 CitEc recognized a reference but did not link an item in RePEc 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 RePEc Author Service 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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.