IDEAS home Printed from https://ideas.repec.org/a/dug/actaec/y2020i3p155-180.html
   My bibliography  Save this article

Credit Risk Management and Measurement Econometric and Empirical Model in the Banking System

Author

Listed:
  • Enkeleda Lulaj

    (University “Haxhi Zeka”)

  • Ibish Mazreku

    (University “Haxhi Zeka”)

  • Blerta Dragusha

    (University of Shkodra “Luigj Gurakuqi”)

Abstract

The scientific paper begins with research on the financial-credit stability of the banking system in Kosovo, in the Western Balkan countries, in the Eurozone and beyond, to analyze the importance and effect of indicators on the stability of the banking system. This research paper focuses on management, analysis and measurement of credit risks. Firstly, the performance of the banking system is analyzed in different periods (specifically during the last 10 years), making comparability with other countries. Then, the financial- credit risk indicators are analyzed through: empirical time series analysis, credit shock analysis, credit index analysis, descriptive analysis, factorial analysis, reliability analysis. Finally, in order to protect the banking system from the failure or decline of financial stability at all times and continually the quality of loans and other assets should be assessed. This paper will assist future researchers for further analysis in different countries.

Suggested Citation

  • Enkeleda Lulaj & Ibish Mazreku & Blerta Dragusha, 2020. "Credit Risk Management and Measurement Econometric and Empirical Model in the Banking System," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 16(3), pages 155-180, JUNE.
    • Handle: RePEc:dug:actaec:y:2020:i:3:p:155-180
    as

    Download full text from publisher

    File URL: http://dj.univ-danubius.ro/index.php/AUDOE/article/view/343/598
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:dug:actaec:y:2020:i:3:p:155-180. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Daniela Robu (email available below). General contact details of provider: https://edirc.repec.org/data/fedanro.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.