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Measuring Model For Bad Loans In Banks. The Default Probability Model

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  • IUGA IULIA

    () (1 Decembrie 1918 University of Alba Iulia, Faculty of Science)

  • SOCOL ADELA

    () (Universitatea, Stiinte)

Abstract

The banking sectors of the transition countries have progressed remarkably in the last 20 years. In fact, banking in most transition countries has largely shaken off the traumas of the transition eraAt the start of the 21st century banks in these countries look very much like banks elsewhere. That is, they are by no means problem free but they are struggling with the same issues as banks in other emerging market countries during the financial crises conditions. The institutional environment differs considerably among the countries. The goal we set with this article is to examine in terms of methodology the most important assessment criteria of a measuring model for bad loans.

Suggested Citation

  • Iuga Iulia & Socol Adela, 2010. "Measuring Model For Bad Loans In Banks. The Default Probability Model," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 754-759, December.
  • Handle: RePEc:ora:journl:v:1:y:2010:i:2:p:754-759
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    File URL: http://anale.steconomiceuoradea.ro/volume/2010/n2/119.pdf
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    References listed on IDEAS

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    1. La Porta, Rafael & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny, 1997. " Legal Determinants of External Finance," Journal of Finance, American Finance Association, vol. 52(3), pages 1131-1150, July.
    2. Rainer Haselmann & Paul Wachtel, 2007. "Risk Taking by Banks in the Transition Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 49(3), pages 411-429, September.
    3. Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny, 1998. "Law and Finance," Journal of Political Economy, University of Chicago Press, vol. 106(6), pages 1113-1155, December.
    4. Paul Wachtel & Rainer Haselmann, 2006. "Institutions and Bank Behavior," Working Papers 06-16, New York University, Leonard N. Stern School of Business, Department of Economics.
    5. Haselmann, Rainer, 2006. "Strategies of foreign banks in transition economies," Emerging Markets Review, Elsevier, vol. 7(4), pages 283-299, December.
    6. de Haas, Ralph & van Lelyveld, Iman, 2006. "Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1927-1952, July.
    7. repec:hrv:faseco:30728041 is not listed on IDEAS
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    More about this item

    Keywords

    assessment criteria; Default model; collateral; Basel II Accord;

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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