文章基本信息

标题：Statistical-econometric model used to analyze the operational and insolvency risks
本地全文：下载
作者：Anghelache, Constantin ; Manole, Alexandru ; Anghel, Mădălina Gabriela 等
期刊名称：Theoretical and Applied Economics
印刷版ISSN：1841-8678
电子版ISSN：1844-0029
出版年度：2016
卷号：XXII(2016)
期号：3(608), Autumn
页码：221-228
出版社：Asociatia Generala a Economistilor din Romania - AGER
摘要：Operational risk is a matter concerning the financial and banking system. Many credit institutions have adopted as practice the listing of the risk categories, analyzing each and deciding whether they should be reported separately under a controlled risk management (market risk and the credit risk). Managing the operational risk of a bank implies using proved econometrical models that help address the issues in a validated and efficient way in order to mitigate associated risks like the operational and insolvency.
关键词：insolvency risk; banking capital; operational risk; analysis; control models.