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A Model Of Rating For Banks In Romania

Author

Listed:
  • BATRANCEA IOAN

    (UBB, FSEGA)

  • BATRANCEA MARIA

    (UBV, Stiinte Economice)

  • POPA ANAMARIA

    (UBV, Stiinte Economice)

Abstract

.In the paper the authors present a model of rating for the banking system. Thus we took into account the records of 11 banks in Romania, based on annual financial reports. The model classified the banks in seven categories according with notes used by Standard Poorâ€(tm)s and Moodyâ€(tm)s rating Agencies.

Suggested Citation

  • Batrancea Ioan & Batrancea Maria & Popa Anamaria, 2012. "A Model Of Rating For Banks In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 644-648, July.
    • Handle: RePEc:ora:journl:v:1:y:2012:i:1:p:644-648
    as

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    File URL: http://anale.steconomiceuoradea.ro/volume/2012/n1/090.pdf
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    References listed on IDEAS

    as
    1. Linda Allen & Anthony Saunders, 2004. "Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature," Journal of Financial Services Research, Springer;Western Finance Association, vol. 26(2), pages 161-191, October.
    2. Gleeson, Simon, 2010. "International Regulation of Banking: Basel II: Capital and Risk Requirements," OUP Catalogue, Oxford University Press, number 9780199215348.
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    More about this item

    Keywords

    rating; Basel III; bankruptcy;
    All these keywords.

    JEL classification:

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

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