IDEAS home Printed from https://ideas.repec.org/a/rom/cmanag/v5y2011i1p192-195.html
   My bibliography  Save this article

The Bank Risks Management – A New Approach

Author

Listed:
  • LAURENTIU FRATILA

    (Academy of Economic Studies from Bucharest)

  • LUMINITA ION

    (Romanian Commercial Bank S.A.)

Abstract

The financial institutions are faced with both the specific risks arising from activities conducted on the financial market and common risk for all businesses and individuals. In the current financial markets we see the increasing use of derivative products (swaps, futures, options). Given this, the paper treats the bank risk management, focusing on market risk management. In order to determine the correct capital requirements for market risk is taken into account banking book and trading book. Bank managers must know the appropriate tools to accurately assess risk and to take the best decisions in order to increase the bank's income from investments, while maintaining an acceptable level of risk and low cost of attracted resources.

Suggested Citation

  • Laurentiu Fratila & Luminita Ion, 2011. "The Bank Risks Management – A New Approach," International Conference Modern Approaches in Organisational Management and Economy, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 5(1), pages 192-195, November.
    • Handle: RePEc:rom:cmanag:v:5:y:2011:i:1:p:192-195
    as

    Download full text from publisher

    File URL: https://simpozion.management.ase.ro/articole/fratila.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Ryan Stever, 2007. "Bank size, credit and the sources of bank market risk," BIS Working Papers 238, Bank for International Settlements.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ivica Petrikova & Melita Lazell, 2022. "“Securitized” UK aid projects in Africa: Evidence from Kenya, Nigeria and South Sudan," Development Policy Review, Overseas Development Institute, vol. 40(1), January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bremus, Franziska & Ludolph, Melina, 2021. "The nexus between loan portfolio size and volatility: Does bank capital regulation matter?," Journal of Banking & Finance, Elsevier, vol. 127(C).
    2. Milan Hrdý & Markéta Pláničková, 2019. "Meaning and Problems of Identification of Beta Coefficient When Valuing Financial Institutions," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(4), pages 479-495.
    3. repec:idn:jimfjn:v:3:y:2018:i:specialissueb:p:1-18 is not listed on IDEAS
    4. Mare, Davide Salvatore & Moreira, Fernando & Rossi, Roberto, 2017. "Nonstationary Z-Score measures," European Journal of Operational Research, Elsevier, vol. 260(1), pages 348-358.
    5. repec:prg:jnlpep:v:preprint:id:661:p:1-13 is not listed on IDEAS
    6. Moutsianas, Konstantinos A. & Kosmidou, Kyriaki, 2016. "Bank earnings volatility in the UK: Does size matter? A comparison between commercial and investment banks," Research in International Business and Finance, Elsevier, vol. 38(C), pages 137-150.
    7. Kontsevoy, Denis, 2013. "Empirical analysis of Russian commercial banks growth dynamics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 29(1), pages 67-81.
    8. Mohamed Sami Ben Ali & Timoumi Intissar & Rami Zeitun, 2018. "Banking Concentration and Financial Stability. New Evidence from Developed and Developing Countries," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 44(1), pages 117-134, January.
    9. Ikram Ullah Khan & Sadaqat Ali & Habib Nawaz Khan, 2018. "Market Concentration, Risk-taking, and Efficiency of Commercial Banks in Pakistan: An Application of the Two-Stage Double Bootstrap DEA," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 10(2), pages 65-96, June.
    10. De Haan, Jakob & Poghosyan, Tigran, 2012. "Bank size, market concentration, and bank earnings volatility in the US," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 35-54.
    11. de Haan, Jakob & Poghosyan, Tigran, 2012. "Size and earnings volatility of US bank holding companies," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3008-3016.
    12. Milan Hrdý, 2018. "Valuation Standards for Commercial Banks in the Financial Theory and their Analysis," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(5), pages 541-553.
    13. Daniela Venanzi, 2021. "Large Is Riskier: The Case of European Commercial Banks," International Journal of Business and Management, Canadian Center of Science and Education, vol. 16(1), pages 1-19, August.
    14. John Goddard & Hong Liu & Phil Molyneux & John O.S. Wilson, 2013. "Do Bank Profits Converge?," European Financial Management, European Financial Management Association, vol. 19(2), pages 345-365, March.
    15. R.J. Powell, 2017. "New perspectives on bank risk in Malaysia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1326217-132, January.
    16. repec:prg:jnlpep:v:preprint:id:704:p:1-17 is not listed on IDEAS
    17. Shehzad, Choudhry Tanveer & De Haan, Jakob, 2013. "Was the 2007 crisis really a global banking crisis?," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 113-124.
    18. Haddou, Samira, 2022. "International financial stress spillovers to bank lending: Do internal characteristics matter?," International Review of Financial Analysis, Elsevier, vol. 83(C).
    19. Christian E. Weller & Ghazal Zulfiqar, 2013. "Financial Market Diversity and Macroeconomic Stability," Working Papers wp332, Political Economy Research Institute, University of Massachusetts at Amherst.
    20. Chepngenoh, Florence & Muriu, Peter W & Institute of Research, Asian, 2020. "Does Risk-Taking Behaviour Matter for Bank Efficiency?," OSF Preprints n7r2c, Center for Open Science.
    21. Franziska Bremus & Melina Ludolph, 2019. "The Nexus between Loan Portfolio Size and Volatility: Does Banking Regulation Matter?," Discussion Papers of DIW Berlin 1822, DIW Berlin, German Institute for Economic Research.
    22. Daniela Venanzi, 2019. "Da che dipende il rischio delle banche? Il beta fondamentale delle banche europee (What does banks' riskiness depend on? The fundamental beta of Europe's banks)," Moneta e Credito, Economia civile, vol. 72(286), pages 105-131.

    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:rom:cmanag:v:5:y:2011:i:1:p:192-195. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Dobrin Cosmin (email available below). General contact details of provider: https://edirc.repec.org/data/mnasero.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.