Overview of the Caampl Early Warning System in Romanian Banking
The uniform bank rating system is a specific instrument for the supervising activity and has its origins in the USA; it has later been borrowed by German, Italian, Great Britain authorities, which use influential components in their banking system; later on, their system was adopted by most central banks within the European Union. In Romania, the uniform bank rating system has been implemented by NBR (the National Bank of Romania) since 2000; the specific components are: the capital adequacy (C), the quality of assets (A), the quality of the stock holding (A), the management (M), profitability (P), liquidities (L) and sensitivity (S) starting from the year 2005. For short, this system is called CAAMPL. The evaluation of these specific elements represents an important criterion for establishing a compound rating, which means assigning scores to each bank. The compound rating for the banking system is established based on economic – financial indicators and prudence indicators.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Nicolae DARDAC & Elena GEORGESCU, 2011. "The Effectiveness and the Efficiency of the Banking Supervisory Activity. An Empirical Analysis," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 12(3), pages 485-496, July.
- Barrell, Ray & Davis, E. Philip & Karim, Dilruba & Liadze, Iana, 2010.
"Bank regulation, property prices and early warning systems for banking crises in OECD countries,"
Journal of Banking & Finance,
Elsevier, vol. 34(9), pages 2255-2264, September.
- Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2009. "Bank regulation, property prices and early warning systems for banking crises in OECD countries," NIESR Discussion Papers 330, National Institute of Economic and Social Research.
- Helmut Elsinger & Alfred Lehar & Martin Summer, 2002.
"Risk Assessment for Banking Systems,"
79, Oesterreichische Nationalbank (Austrian Central Bank).
- Peter J.G. Vlaar, 2003. "On the Influence of capital Requirements on Competition and Risk taking in Banking," DNB Staff Reports (discontinued) 102, Netherlands Central Bank.
- Glenn Hoggarth & Jack Reidhill & Peter Sinclair, 2004. "On the resolution of banking crises: theory and evidence," Bank of England working papers 229, Bank of England.
- Davis, E. Philip & Karim, Dilruba, 2008. "Comparing early warning systems for banking crises," Journal of Financial Stability, Elsevier, vol. 4(2), pages 89-120, June.
- repec:nsr:niesrd:330 is not listed on IDEAS
- Imola Drigă & Codruţa Dura, 2007. "Evaluating the Romanian Banking System Based on the Main Prudential Indicators," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 7, pages 123-128.
- Nicolae DARDAC & Elena GEORGESCU, 2011. "Model for the Assessment of the Effectiveness of the Banking Supervision Activity," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(5(558)), pages 5-16, May.
When requesting a correction, please mention this item's handle: RePEc:pet:annals:v:11:y:2011:i:2:p:71-80. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Imola Driga)
If references are entirely missing, you can add them using this form.