文章基本信息

标题：Risk Analysis of the Romanian Banking System – an Aggregated Balance Sheet Approach
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作者：Eugen Mitrică ; Liliana Moga ; Andrei Stănculescu 等
期刊名称：Annals of Dunărea de Jos University. Fascicle I : Economics and Applied Informatics
印刷版ISSN：1584-0409
出版年度：2010
期号：2
出版社：Dunarea de Jos University of Galati
摘要：The paper presents a risk analysis for the current Romanian banking system. The analysis is conducted from the point of view of prudential rules and also from the point of view of Romanian banking system’s exposure to foreign funds, considering the consequences of these features, concerning the soundness and reliability of the banking system. The analysis found a manageable risk level, apparently, although during 2009 and 2010 the expansion of risk indicators was accelerated, but finally, in the late 2010, there are some signs of stabilization. The exposure of Romanian banking system to foreign funds was another important risk source. The exposure to foreign funds had an important decrease during 2009, but in 2010 it seems to stabilize.
关键词：prudential rules; exposure; Basel accords; capital adequacy; Romanian;banking system