文章基本信息

标题：EARLY WARNING SYSTEM FOR THE ROMANIAN BANKING SECTOR: THE CAAMPL APPROACH
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作者：Albulescu Claudiu Tiberiu Coroiu Sorina Ioana
期刊名称：Annals of the University of Oradea : Economic Science
印刷版ISSN：1222-569X
电子版ISSN：1582-5450
出版年度：2009
卷号：XVIII
期号：03
出版社：University of Oradea
摘要：In the present study we intend to build an early warning system based on the banking ratings‟ deterioration, by means of the CAAMPL method. This technique supposes to identify the credit institutions the most exposed to risks. The analyzed period for the Romanian banking sector covers the time frame between 1998 and 2006. During this period, a deterioration of the banks‟ financial status, caused by the experienced banking crisis, can be observed in a first stage, followed by a risks reduction in the period forerunning the burst out of the global financial crisis. This method will help us demonstrate that, whereas the size of the bank has a positive influence on the banking ratings, the shareholders‟ quality does not have the same impact.
关键词：financial stability, early warning systems, CAAMPL ratings, Romanian banking system.