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Study On The Impact Of Credit Risk On The Quality Of The Loan Portfolio In The Romanian Banking Sector

Author

Listed:
  • ELENA VIOLETA DRĂGOI

    (Faculty of Economics, “Valahia” University of Târgoviște)

  • LARISA ELENA PREDA

    (Faculty of Economics, “Valahia” University of Târgoviște)

  • ANA-MARIANA DINCU

    (Faculty of Agricultural Science, University of Life Sciences” King Mihai I” from Timisoara)

Abstract

This study aims to explore and evaluate the composition and performance of the loan portfolio of commercial banks in Romania, identifying the main risk factors and development trends. Starting from a historical analysis and reaching the assessment of the impact of some macroeconomic and regulatory factors, the study aims to provide a comprehensive picture of the state of lending in the Romanian context. In this analysis, we will adopt a multidisciplinary methodology, combining statistical analysis, evaluation based on econometric models and qualitative data interpretation, with the aim of providing a comprehensive and detailed perspective. The work will also try to shed light on how lending policies and banking sector regulations have evolved over time and how they influence financial performance and credit risk.

Suggested Citation

  • Elena Violeta Drăgoi & Larisa Elena Preda & Ana-Mariana Dincu, 2024. "Study On The Impact Of Credit Risk On The Quality Of The Loan Portfolio In The Romanian Banking Sector," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 12(2), pages 110-120, December.
    • Handle: RePEc:ntu:ntugeo:vol12-iss2-110-120
    as

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    References listed on IDEAS

    as
    1. Castro, Vítor, 2013. "Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI," Economic Modelling, Elsevier, vol. 31(C), pages 672-683.
    2. Anthony Santomero, 1997. "Commercial Bank Risk Management: An Analysis of the Process," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 83-115, October.
    3. Imola Drigă, 2004. "Means of reducing credit risk," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 4, pages 69-75.
    4. Anthony M. Santomero, 1997. "Commercial Bank Risk Management: An Analysis of the Process," Center for Financial Institutions Working Papers 95-11, Wharton School Center for Financial Institutions, University of Pennsylvania.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    credit risk; banking system; the interest rate; loan; efficiency; macroeconomic determinants;
    All these keywords.

    JEL classification:

    • E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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