Early Warning System For The Romanian Banking Sector: The Caampl Approach
In the present study we intend to build an early warning system based on the banking ratings’ deterioration, by means of the CAAMPL method. This technique supposes to identify the credit institutions the most exposed to risks. The analyzed period for the
Volume (Year): 3 (2009)
Issue (Month): 1 (May)
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- Tigran Poghosyan & Martin Cihak, 2009. "Distress in European Banks; An Analysis Basedon a New Dataset," IMF Working Papers 09/9, International Monetary Fund. Full references (including those not matched with items on IDEAS)
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