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The Tipology Of Information Necessary For The Banks And The Factors That Influence Credit Risk

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  • Iulia Cristina Iuga

Abstract

We shall present: Credit risk disclosure for all banks: 1. Qualitative Disclosures and 2.Quantitative Disclosures. In parallel with these factors, we shall present the main factors that influence a company: internal factors (management, strategy, accountancy and financial situation) and external factors (macroeconomics, laws, politics and political tendencies, culture and socio-culture tendencies, technological development, industry and industrial tendencies, the evolutions on the labor-market, the evolutions on the real market, the dependency and geographical position towards the supply sources and retail-market and towards the means of transport). Because The Basel Agreement II permits the banks to decide the minimum capital requirements for credit risk, by using one of the standard approaches or an IRB approach, we are interested to study what one of these methods means for a banking society and how much the interdependence is, by using a minimum capital required.

Suggested Citation

  • Iulia Cristina Iuga, 2007. "The Tipology Of Information Necessary For The Banks And The Factors That Influence Credit Risk," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(9), pages 1-19.
    • Handle: RePEc:alu:journl:v:1:y:2007:i:9:p:19
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    1. Lucas, Andre & Klaassen, Pieter, 2006. "Discrete versus continuous state switching models for portfolio credit risk," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 23-35, January.
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    More about this item

    Keywords

    credit risk; crediting risk management; Basel II Agreement;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G29 - Financial Economics - - Financial Institutions and Services - - - Other

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