Statistical-econometric model used to analyze the operational and insolvency risks
Operational risk is a matter concerning the financial and banking system. Many credit institutions have adopted as practice the listing of the risk categories, analyzing each and deciding whether they should be reported separately under a controlled risk management (market risk and the credit risk)....
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
General Association of Economists from Romania
2016-09-01
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| Series: | Theoretical and Applied Economics |
| Subjects: | |
| Online Access: |
http://store.ectap.ro/articole/1209.pdf
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| _version_ | 1819116248123834368 |
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| author | Constantin ANGHELACHE Alexandru MANOLE Mădălina Gabriela ANGHEL Diana Valentina SOARE |
| author_facet | Constantin ANGHELACHE Alexandru MANOLE Mădălina Gabriela ANGHEL Diana Valentina SOARE |
| author_sort | Constantin ANGHELACHE |
| collection | DOAJ |
| description | Operational risk is a matter concerning the financial and banking system. Many
credit institutions have adopted as practice the listing of the risk categories, analyzing each
and deciding whether they should be reported separately under a controlled risk
management (market risk and the credit risk). Managing the operational risk of a bank
implies using proved econometrical models that help address the issues in a validated and
efficient way in order to mitigate associated risks like the operational and insolvency. |
| first_indexed | 2024-12-22T05:14:04Z |
| format | Article |
| id | doaj.art-a7f499a387fa4ca7bf6889be512c1751 |
| institution | Directory Open Access Journal |
| issn | 1841-8678 1844-0029 |
| language | English |
| last_indexed | 2024-12-22T05:14:04Z |
| publishDate | 2016-09-01 |
| publisher | General Association of Economists from Romania |
| record_format | Article |
| series | Theoretical and Applied Economics |
| spelling | doaj.art-a7f499a387fa4ca7bf6889be512c17512022-12-21T18:37:55ZengGeneral Association of Economists from RomaniaTheoretical and Applied Economics1841-86781844-00292016-09-01XXIII322122818418678Statistical-econometric model used to analyze the operational and insolvency risksConstantin ANGHELACHE0Alexandru MANOLE1Mădălina Gabriela ANGHEL2Diana Valentina SOARE3 Bucharest University of Economic Studies, Romania<br> „Artifex” University of Bucharest, Romania „Artifex” University of Bucharest, Romania „Artifex” University of Bucharest, Romania Bucharest University of Economic Studies, Romania Operational risk is a matter concerning the financial and banking system. Many credit institutions have adopted as practice the listing of the risk categories, analyzing each and deciding whether they should be reported separately under a controlled risk management (market risk and the credit risk). Managing the operational risk of a bank implies using proved econometrical models that help address the issues in a validated and efficient way in order to mitigate associated risks like the operational and insolvency. http://store.ectap.ro/articole/1209.pdf insolvency risk; banking capitaloperational riskanalysiscontrol models |
| spellingShingle | Constantin ANGHELACHE Alexandru MANOLE Mădălina Gabriela ANGHEL Diana Valentina SOARE Statistical-econometric model used to analyze the operational and insolvency risks Theoretical and Applied Economics insolvency risk; banking capital operational risk analysis control models |
| title | Statistical-econometric model used to analyze the operational and insolvency risks |
| title_full | Statistical-econometric model used to analyze the operational and insolvency risks |
| title_fullStr | Statistical-econometric model used to analyze the operational and insolvency risks |
| title_full_unstemmed | Statistical-econometric model used to analyze the operational and insolvency risks |
| title_short | Statistical-econometric model used to analyze the operational and insolvency risks |
| title_sort | statistical econometric model used to analyze the operational and insolvency risks |
| topic | insolvency risk; banking capital operational risk analysis control models |
| url |
http://store.ectap.ro/articole/1209.pdf
|
| work_keys_str_mv | AT constantinanghelache statisticaleconometricmodelusedtoanalyzetheoperationalandinsolvencyrisks AT alexandrumanole statisticaleconometricmodelusedtoanalyzetheoperationalandinsolvencyrisks AT madalinagabrielaanghel statisticaleconometricmodelusedtoanalyzetheoperationalandinsolvencyrisks AT dianavalentinasoare statisticaleconometricmodelusedtoanalyzetheoperationalandinsolvencyrisks |