The role of the portfolio measurement in actual economic crisis
The main banking operation is lending. Indeed, between banks investments at the first place are credits. For good credits bank have to be visible, especially at stock exchange. In the study of capital markets, the temptation of yield is a forecast great. Many studies and models have tried to discover which is the future trend of banking activity on stock exchange and the interest rates, starting from a set of information from the past that many behavior often includes prices, the PER, capitalization, etc. An interesting theory in this field theory is walking randomly (the random walk hypothesis). The most dificile to manage is the portofolio in crisis conditions. In this sense we propose ARCH models to manage the portofolio quality in crisis conditions for some banks at BSE (Bucharest Stock Exchange).
|Date of creation:||01 Jun 2009|
|Contact details of provider:|| Postal: Kuhn Platz 6 Wien|
Phone: (004021) 455.1000
Fax: (004021) 314.39.08
Web page: http://www.oraverein.tk
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:ris:sphedp:2009_016. 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: (Brindusa Covaci)
If references are entirely missing, you can add them using this form.