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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"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
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"Las crisis gemelas: las causas de los problemas bancarios y de balanza de pagos
[The twin crises: Te causes of banking and balance of payments problems]," MPRA Paper 13842, University Library of Munich, Germany.
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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.
- Isabelle Distinguin & Philippe Rous & Amine Tarazi, 2006. "Market Discipline and the Use of Stock Market Data to Predict Bank Financial Distress," Journal of Financial Services Research, Springer;Western Finance Association, vol. 30(2), pages 151-176, October.
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