Econometric Model For Default Risk In Banks
Supervisors around the world recognize the advantages of rating systems, including a better allocation of resources. Owing to the development of national economy, the banking market and related regulations, Uniform Bank Rating System in Romania is continuously perfecting. Asset quality is one of the quantitative component of this model is particularly important because through indicators used in its determination reflects credit risk, the latter being the main cause of bank failures.
Volume (Year): 1 (2013)
Issue (Month): 2 (May)
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References listed on IDEAS
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- E. Nur Ozkan-Gunay & Mehmed Ozkan, 2007. "Prediction of bank failures in emerging financial markets: an ANN approach," Journal of Risk Finance, Emerald Group Publishing, vol. 8(5), pages 465-480, November.
- Gasbarro, Dominic & Sadguna, I Gde Made & Zumwalt, J Kenton, 2002. "The Changing Relationship Between CAMEL Ratings and Bank Soundness during the Indonesian Banking Crisis," Review of Quantitative Finance and Accounting, Springer, vol. 19(3), pages 247-60, November.
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