IDEAS home Printed from https://ideas.repec.org/a/ovi/oviste/v11y2011i1p94-99.html
   My bibliography  Save this article

Capital Requirement under the Three Approaches for a Credit Institution in Romania

Author

Listed:
  • Anghelache Gabriela-Victoria

    (Academy of Economic Studies, Bucharest)

  • Olteanu Ana-Cornelia

    (Academy of Economic Studies, Bucharest)

  • Radu Alina-Nicoleta

    (Academy of Economic Studies, Bucharest)

Abstract

The phenomenon of current financial market globalization is accompanied by increasing manifestation of the risks related to operations in the financial market. Therefore it can be considered that capital adequacy to operational risk is a current research topic whose purpose is to valuate its practical application. Basel provisions call for complex solutions through the development and use of advanced models by imposing capital adequacy requirements. From the moment the international financial crisis appeared, more and more obvious risks were recorded by credit institutions. These are the type of operational risk incident causing significant losses.

Suggested Citation

  • Anghelache Gabriela-Victoria & Olteanu Ana-Cornelia & Radu Alina-Nicoleta, 2011. "Capital Requirement under the Three Approaches for a Credit Institution in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 94-99, May.
    • Handle: RePEc:ovi:oviste:v:11:y:2011:i:1:p:94-99
    as

    Download full text from publisher

    File URL: http://stec.univ-ovidius.ro/html/anale/RO/cuprins%20rezumate/rezumate2011p1.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    operational risk; basic indicator approach; standardized approach; advanced measurement approach; internal measurement approach.;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
    • D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity

    Statistics

    Access and download statistics

    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:ovi:oviste:v:11:y:2011:i:1:p:94-99. 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: Gheorghiu Gabriela (email available below). General contact details of provider: https://edirc.repec.org/data/feoviro.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.