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Measuring Model For Bad Loans In Banks. The Default Probability Model

Author

Listed:
  • IUGA IULIA

    (1 Decembrie 1918 University of Alba Iulia, Faculty of Science)

  • SOCOL ADELA

    (Universitatea, Stiinte)

Abstract

The banking sectors of the transition countries have progressed remarkably in the last 20 years. In fact, banking in most transition countries has largely shaken off the traumas of the transition eraAt the start of the 21st century banks in these countries look very much like banks elsewhere. That is, they are by no means problem free but they are struggling with the same issues as banks in other emerging market countries during the financial crises conditions. The institutional environment differs considerably among the countries. The goal we set with this article is to examine in terms of methodology the most important assessment criteria of a measuring model for bad loans.

Suggested Citation

  • Iuga Iulia & Socol Adela, 2010. "Measuring Model For Bad Loans In Banks. The Default Probability Model," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 754-759, December.
    • Handle: RePEc:ora:journl:v:1:y:2010:i:2:p:754-759
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    File URL: http://anale.steconomiceuoradea.ro/volume/2010/n2/119.pdf
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    References listed on IDEAS

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    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    assessment criteria; Default model; collateral; Basel II Accord;
    All these keywords.

    JEL classification:

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

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