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The Forecast of Credit Risk of Romania

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  • Simona Andreea Dospinescu

    (Alexandru Ioan Cuza University of Iasi, Romania)

Abstract

In this paper we propose to forecast the credit risk in Romania using Box-Jenkins metholody. In this purpose, we used as variable the rate of credit risk for the period 4th quarter of 1995 - 1st quarter of 2014. The treatment of the data is done with the EViews software. The results obtained in this paper show what will happen in the future and can be used as arguments in taking the adequate decisions for prevent or diminuate the consequences of this phenomenon.

Suggested Citation

  • Simona Andreea Dospinescu, 2014. "The Forecast of Credit Risk of Romania," The Journal of Accounting and Management, Danubius University of Galati, issue 2, pages 51-60, August.
    • Handle: RePEc:dug:jaccma:y:2014:i:2:p:51-60
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    File URL: http://journals.univ-danubius.ro/index.php/jam/article/view/2684/2316
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    Cited by:

    1. Simona Andreea APOSTU & Vergil VOINEAGU, 2015. "Statistical Analysis Of Credit Risk Factors In Romania," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 4(2), pages 88-97, DECEMBER.

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