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Statistical-econometric model used to analyze the operational and insolvency risks

Author

Listed:
  • Constantin ANGHELACHE

    (Bucharest University of Economic Studies, Romania „Artifex” University of Bucharest, Romania)

  • Alexandru MANOLE

    („Artifex” University of Bucharest, Romania)

  • Mădălina Gabriela ANGHEL

    („Artifex” University of Bucharest, Romania)

  • Diana Valentina SOARE

    (Bucharest University of Economic Studies, Romania)

Abstract

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.

Suggested Citation

  • Constantin ANGHELACHE & Alexandru MANOLE & Mădălina Gabriela ANGHEL & Diana Valentina SOARE, 2016. "Statistical-econometric model used to analyze the operational and insolvency risks," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(608), A), pages 221-228, Autumn.
    • Handle: RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:221-228
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    References listed on IDEAS

    as
    1. Hakenes, Hendrik & Schnabel, Isabel, 2010. "Credit risk transfer and bank competition," Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 308-332, July.
    2. Ejsing, Jacob & Lemke, Wolfgang, 2009. "The Janus-headed salvation: sovereign and bank credit risk premia during 2008-09," Working Paper Series 1127, European Central Bank.
    3. Berndt, Antje & Gupta, Anurag, 2009. "Moral hazard and adverse selection in the originate-to-distribute model of bank credit," Journal of Monetary Economics, Elsevier, vol. 56(5), pages 725-743, July.
    4. Cerasela Pîrvu & Anca Mehedinţu, 2010. "Considerations Concerning The Banking Credit And Its Optimization," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(4), pages 263-272.
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    Cited by:

    1. Constantin ANGHELACHE & Madalina-Gabriela ANGHEL & Aurelian DIACONU & Florin Paul Costel LILEA, 2017. "Operational risk – model of analysis and control," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(11), pages 102-107, November.
    2. Aurelian DIACONU & Doina AVRAM, 2017. "General Aspects of Risk and Uncertainty in Making Financial – Economic Decisions," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 40-50, June.
    3. Constantin ANGHELACHE & Marius POPOVICI, 2017. "Financial market analysis models," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 174-183, June.
    4. Aurelian DIACONU & Alexandru BADIU & Doina AVRAM & Doina BUREA & Marius POPOVICI, 2017. "Operational Risk Management," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(5), pages 221-229, May.

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