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Capital Requirement under the Three Approaches for a Credit Institution in Romania

Author

Listed:
  • Anghelache Gabriela-Victoria

    () (Academy of Economic Studies, Bucharest)

  • Olteanu Ana-Cornelia

    () (Academy of Economic Studies, Bucharest)

  • Radu Alina-Nicoleta

    () (Academy of Economic Studies, Bucharest)

Abstract

The phenomenon of current financial market globalization is accompanied by increasing manifestation of the risks related to operations in the financial market. Therefore it can be considered that capital adequacy to operational risk is a current research topic whose purpose is to valuate its practical application. Basel provisions call for complex solutions through the development and use of advanced models by imposing capital adequacy requirements. From the moment the international financial crisis appeared, more and more obvious risks were recorded by credit institutions. These are the type of operational risk incident causing significant losses.

Suggested Citation

  • Anghelache Gabriela-Victoria & Olteanu Ana-Cornelia & Radu Alina-Nicoleta, 2011. "Capital Requirement under the Three Approaches for a Credit Institution in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 94-99, May.
  • Handle: RePEc:ovi:oviste:v:11:y:2011:i:1:p:94-99
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    File URL: http://stec.univ-ovidius.ro/html/anale/RO/cuprins%20rezumate/rezumate2011p1.pdf
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    More about this item

    Keywords

    operational risk; basic indicator approach; standardized approach; advanced measurement approach; internal measurement approach.;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
    • D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity

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