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Ioan Trenca

Personal Details

First Name:Ioan
Middle Name:
Last Name:Trenca
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RePEc Short-ID:ptr235

Affiliation

Facultatea de Ştiinţe Economice şi Gestiunea Afacerilor
Universitatea Babeş-Bolyai

Cluj-Napoca, Romania
http://econ.ubbcluj.ro/
RePEc:edi:feubbro (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Ioan Trenca & Daniela Bozga, 2018. "Determinants of Credit Risk in the European Banking Sector," EuroEconomica, Danubius University of Galati, issue 1(37), pages 108-113, May.
  2. Ioan Trenca & Daniela Bozga & Daniela Zapodeanu & Mihail Ioan Cociuba, 2017. "Considerations On The Strategy Of Commercial Banks In The Context Of The Financial System Development For The Period 2005-2013," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 248-258, December.
  3. Ioan Trenca & Daniela Zapodeanu & Mihail Ioan Cociuba, 2017. "Assets Liabilities Models - A Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 335-345, July.
  4. Trenca Ioan & Bozga Daniela & Cociuba Mihail Ioan & Zapodeanu Daniela, 2016. "The Necessity Of An Uniform Regulation For The Management Of Banking Risk At The European Level," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 393-401, December.
  5. Trenca Ioan & Zapodeanu Daniela & Cociuba Mihail Ioan, 2016. "The Relation Between Profitability, Capital Requirements And The Structure Of Assets-Liabilities In Banks," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 383-392, December.
  6. TRENCA Ioan & PETRIA Ioan & PECE Andreea Maria, 2015. "Empirical Inquiry Of Gregarious Behavior: Evidence From European Emerging Markets," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(2), pages 143-160.
  7. TRENCA Ioan & PETRIA Nicolae & LUDUSAN Emilia-Anuta, 2015. "Exploring The Relationship Between Bank Profitability And State Intervention Policies In European Banking Sector," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(5), pages 104-115, September.
  8. Trenca Ioan & Petria Nicolae & Corovei Emilia, 2015. "Idiosyncratic Risk And Systemic Risk In The European Banking System," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 912-919, July.
  9. TRENCA Ioan & PETRIA Nicolae & LUDUSAN (COROVEI) Emilia Anuta, 2014. "Profitability Of The Central And Eastern European Banking System," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 66(2), pages 115-126.
  10. TRENCA Ioan & PETRIA Nicolae & DEZSI Eva, 2014. "Linkages Between The Stock Markets Of Eastern Europe," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 66(1), pages 91-104.
  11. Cociuba Mihail Ioan & Trenca Ioan & Zapodeanu Daniela, 2014. "Assets And Liabilities Dependence: Evidence From An European Sample Of Banks," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 279-286, December.
  12. TRENCA Ioan & PETRIA Nicolae & COROVEI Emilia, 2014. "A Macroprudential Framework For European Commercial Banking Sector. An Early Warning System With Logit Approach," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 66(2), pages 100-114.
  13. TRENCA Ioan & MUTU Simon & COROVEI Emilia, 2014. "Improving Ews For Banking Crises: Roc And Auroc Analysis," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 66(3), pages 106-118.
  14. Aniela BOJAN & Emilia-Anuta COROVEI & Ioan TRENCA, 2014. "Retail Payment And Economic Growth For Developed And Emerging European Countries," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 119-127, December.
  15. Trenca Ioan & Balogh Peter & Mutu Simona, 2013. "A Macroprudential Supervision Model. Empirical Evidence From The Central And Eastern European Banking System," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 1133-1141, July.
  16. Trenca Ioan & Petria Nicolae & Dezsi Eva, 2013. "An Inquiry Into Contagion Transmission And Spillover Effects In Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 472-482, December.
  17. Ioan TRENCA & Eva DEZSI, 2012. "Financial contagion on the Romanian stock market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 27-36, December.
  18. Ioan TRENCA & Nicolae PETRIA & Simona MUTU & Emilia COROVEI, 2012. "Evaluating the liquidity determinats in the central and eastern European banking system," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 85-90, December.
  19. Trenca Ioan & Plesoianu Anita & Capusan Razvan, 2012. "Multifractal Structure Of Central And Eastern European Foreign Exchange Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 784-790, July.
  20. Trenca Ioan & Mutu Simona & Petria Nicolae, 2012. "Analyzing The European Market Of Interest Rate Swap Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 614-619, December.
  21. TRENCA Ioan & PETRIA Nicolae & DROJ Laurentiu, 2012. "Considerations Over The Methodology Of Financial Analysis And Its Linkage With Bankability Of European Funded Investment Projects," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 0(4), pages 608-617.
  22. PETRIA Nicolae & TRENCA Ioan & MUTU Simona, 2012. "The Tolerance And Operational Risk Appetite In Banking," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 0(4), pages 618-624.
  23. Ioan Trenca & Simona Mutu & Nicolae Petria, 2011. "Econometric Models Used For Managing The Market Risk In The Romanian Banking System," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 2011, pages 115-123, july.
  24. Trenca Ioan & Cociuba Mihail Ioan, 2011. "Modeling Romanian Exchange Rate Evolution With Garch, Tgarch, Garch- In Mean Models," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(special), pages 299-305, July.
  25. Ioan TRENCA & Simona MUTU, 2011. "An Empirical Model for Assesing Risk and Performance in the Romanian Banking System," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 89-95, December.
  26. Ioan TRENCA & Simona MUTU & Eva DEZSI, 2011. "Advantages and Limitations of VAR Models Used in Managing Market Risk in Banks," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 32-43, December.
  27. Ioan TRENCA & Mihail-Dragos BOLOCAN, 2010. "Considerations regarding credit portfolio risk management of the banking institution," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 84-90, May.
  28. Ioan TRENCA & Simona MUTU & Maria-Miruna POCHEA, 2010. "Using stress testing methodology in evaluating banking institution’s exposure to risk," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 208-217, May.
  29. Ioan Trenca & Iulia Neag, 2010. "Considerations Regarding Operational Risk Management in the Context of the Basel II Agreement," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(36), pages 171-185, June.
  30. Ioan TRENCA & Eva DEZSI, 2010. "The integration of capital markets: correlation analysis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(12), pages 44-53, December.
  31. Trenca Ioan & Paun Dragos & Zoicas-Ienciu Adrian, 2010. "Considerations On Monetary Policy Held By The Central Bank To Adopt The Euro," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 443-448, July.
  32. Ioan TRENCA & Maria Miruna POCHEA & Angela Maria FILIP, 2010. "Options evaluation - Black-Scholes model vs. binomial options pricing model," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(12), pages 137-146, December.
  33. Trenca Ioan & Zoicas-Ienciu Adrian, 2010. "The Correlation Between The Market Risk And The Liquidity Risk In The Romanian Banking Sector," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 437-442, July.
  34. Ioan Trenca & Hadrian Silivestru & Dragos Paun, 2010. "New Trends Concerning Operational Risc In E-Banking," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 2010, pages 171-180, july.
  35. Ioan TRENCA & Annamaria BENYOVSZKI, 2009. "Using credit scoring method for probability of non-financial companies default estimation at industry level," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 45-58, May.
  36. Trenca Ioan & Benyovszki Anamaria, 2009. "Analysis Model On The Relation Between Macroeconomical Variable Tendencies And Comercial Bank’S Credit Risk," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 682-689, May.
  37. Trenca Ioan & Paun Dragos, 2009. "Policies Of The Commercial Banks Liquidity Management In The Crisis Context," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 674-681, May.
  38. Ioan TRENCA & Daniela BOJAN, 2009. "Operational risk in banking - card fraud," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 151-159, May.
  39. Ioan Trenca, 2009. "The use in banks of value at risk method in market risk," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 56, pages 186-196, November.
  40. Ioan TRENCA & Simona MUTU, 2009. "Interest rate risk management - calculating Value at Risk using EWMA and GARCH models," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(10), pages 48-56, December.
  41. Ioan TRENCA & Adrian ZOICAS-IENCIU, 2008. "The impact of banks' financial statements publication on their market capitalization (The B.S.E. Case)," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(7), pages 96-104, May.
  42. Ioan TRENCA & Adrian ZOICAS-IENCIU, 2008. "Stock Markets and their informational inefficiencies - the BSE case," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(8), pages 117-125, December.
  43. Ioan TRENCA & Cristina CURUTIU, 2008. "The European investment fund and the evidence of the undertakings for collective investment in transferable securities (UCITS) marker," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(7), pages 40-44, May.
  44. Ioan TRENCA & Annamaria BENYOVSZKI, 2008. "Credit risk, a macroeconomic model application for Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(7), pages 118-126, May.
  45. Ioan TRENCA & Cristina CURUTIU, 2008. "Marketing of the banking services in Romania - an analysis regarding the evolution of the influence factors," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(8), pages 30-36, December.
  46. Trenca I. Ioan & Zoicas - Ienciu Adrian, 2008. "Stock returns and their probabilistic distribution (the Bucharest Stock Exchange case)," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 860-865, May.
  47. Ioan Trenca, 2006. "New Values in Credit Risk Management," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 3(3(498)), pages 27-36, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. TRENCA Ioan & PETRIA Ioan & PECE Andreea Maria, 2015. "Empirical Inquiry Of Gregarious Behavior: Evidence From European Emerging Markets," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 67(2), pages 143-160.

    Cited by:

    1. Tihana Škrinjarić, 2021. "Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets," Mathematics, MDPI, vol. 9(17), pages 1-20, August.
    2. Tihana Škrinjarić, 2022. "Higher Moments Actually Matter: Spillover Approach for Case of CESEE Stock Markets," Mathematics, MDPI, vol. 10(24), pages 1-34, December.

  2. TRENCA Ioan & PETRIA Nicolae & COROVEI Emilia, 2014. "A Macroprudential Framework For European Commercial Banking Sector. An Early Warning System With Logit Approach," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 66(2), pages 100-114.

    Cited by:

    1. Trenca Ioan & Petria Nicolae & Corovei Emilia, 2015. "Idiosyncratic Risk And Systemic Risk In The European Banking System," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 912-919, July.

  3. Aniela BOJAN & Emilia-Anuta COROVEI & Ioan TRENCA, 2014. "Retail Payment And Economic Growth For Developed And Emerging European Countries," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 119-127, December.

    Cited by:

    1. Cristina CIUMAȘ & Diana-Maria CHIȘ, 2015. "Modelling The Guarantee Liability Under Unit-Linked Contracts," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 165-170, April.

  4. Trenca Ioan & Petria Nicolae & Dezsi Eva, 2013. "An Inquiry Into Contagion Transmission And Spillover Effects In Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 472-482, December.

    Cited by:

    1. Markus Vogl, 2022. "Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)," SN Business & Economics, Springer, vol. 2(12), pages 1-69, December.

  5. Ioan TRENCA & Eva DEZSI, 2012. "Financial contagion on the Romanian stock market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 27-36, December.

    Cited by:

    1. Abubakar Jamaladeen & David E. Omoregie & Samuel F. Onipede & Nafiu A. Bashir, 2022. "A regime-switching skew-normal model of contagion in some selected stock markets," SN Business & Economics, Springer, vol. 2(12), pages 1-20, December.
    2. Ștefan Ionescu & Nora Chiriță & Ionuț Nica & Camelia Delcea, 2023. "An Analysis of Residual Financial Contagion in Romania’s Banking Market for Mortgage Loans," Sustainability, MDPI, vol. 15(15), pages 1-32, August.

  6. Ioan TRENCA & Nicolae PETRIA & Simona MUTU & Emilia COROVEI, 2012. "Evaluating the liquidity determinats in the central and eastern European banking system," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 85-90, December.

    Cited by:

    1. Jana Laštůvková, 2016. "Liquidity Forms and Bank Size," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 64(6), pages 1999-2006.
    2. Jana Lastuvkova, 2015. "Dimensions of liquidity and their factors in the Slovenian banking sector," MENDELU Working Papers in Business and Economics 2015-55, Mendel University in Brno, Faculty of Business and Economics.
    3. Saibal Ghosh, 2016. "Capital Buffer, Credit Risk and Liquidity Behaviour: Evidence for GCC Banks," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 58(4), pages 539-569, December.
    4. Pavla Klepková Vodová, 2019. "Determinants of Liquidity in Selected CEE Countries," Working Papers 0067, Silesian University, School of Business Administration.
    5. Jana Laštůvková, 2016. "Liquidity Determinants of the Selected Banking Sectors and their Size Groups," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 64(3), pages 971-978.

  7. Trenca Ioan & Plesoianu Anita & Capusan Razvan, 2012. "Multifractal Structure Of Central And Eastern European Foreign Exchange Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 784-790, July.

    Cited by:

    1. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    2. Zhuang, Xiaoyang & Wei, Yu & Zhang, Bangzheng, 2014. "Multifractal detrended cross-correlation analysis of carbon and crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 399(C), pages 113-125.

  8. Ioan Trenca & Hadrian Silivestru & Dragos Paun, 2010. "New Trends Concerning Operational Risc In E-Banking," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 2010, pages 171-180, july.

    Cited by:

    1. Yilmaz Bayar & Marius Dan Gavriletea, 2018. "Peace, terrorism and economic growth in Middle East and North African countries," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(5), pages 2373-2392, September.

  9. Ioan TRENCA & Simona MUTU, 2009. "Interest rate risk management - calculating Value at Risk using EWMA and GARCH models," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(10), pages 48-56, December.

    Cited by:

    1. Ilhami KARAHANOGLU, 2020. "The VaR comparison of the fresh investment toolBITCOIN with other conventional investment tools, gold, stock exchange (BIST100) and foreign currencies (EUR/USD VS TRL)," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 11, pages 160-181, December.

  10. Ioan TRENCA & Annamaria BENYOVSZKI, 2008. "Credit risk, a macroeconomic model application for Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(7), pages 118-126, May.

    Cited by:

    1. Segun Thompson Bolarinwa & Richard Olaolu Olayeni & Xuan Vinh Vo, 2021. "Is there a nonlinear relationship between nonperforming loans and bank profitability? Evidence from dynamic panel threshold," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(3), pages 649-661, April.
    2. Ruja, Catalin, 2014. "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper 58244, University Library of Munich, Germany.
    3. Segun Thompson Bolarinwa & Olawale Akinyele & Xuan Vinh Vo, 2021. "Determinants of nonperforming loans after recapitalization in the Nigerian banking industry: Does efficiency matter?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(6), pages 1509-1524, September.
    4. Grundke, Peter & Pliszka, Kamil & Tuchscherer, Michael, 2019. "Model and estimation risk in credit risk stress tests," Discussion Papers 09/2019, Deutsche Bundesbank.

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