Risk Management In Banks Research Papers

Journal of Risk Management in Financial Institutions is the essential professional and research journal for all those involved in the management of risk at retail and investment banks, investment managers, broker-dealers, hedge funds, exchanges, central banks, financial regulators and depositories, as well as service providers, advisers, researchers and academics.

Guided by expert Editors and an eminent Editorial Board, each quarterly 100-page issue does not publish advertising but rather in-depth articles, reviews and applied research by leading professionals and researchers in the field on six key inter-related areas:

  • strategic and business risk
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  • operational risk
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  • sovereign risk

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Essential reading for Chief Risk Officers, Chief Operating Officers, Chief Credit Officers, Chief Compliance Officers, as well as other senior risk professionals including departmental heads, EVPs, SVPs, VPs, managing directors, directors and senior managers of:

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Author

Abstract

Inadequate credit risk management is likely to lead a credit institution' bankruptcy. There are many techniques of this risk management some of which aimed at early warning models of depreciation loan portfolio (Credit Risk +, CreditPortfolio View, KMV etc.), while, the other part is to monitor the credit risk to the borrowers. The study undertaken proposed a credit scoring model, applied to legal entities, designed to identify their insolvency risk. The model was built based on the results obtained by 35 commercial companies (belonging to industry and production) listed on the Bucharest Stock Exchange, for a period of 3 years, between 2012-2014. Of these companies, 8 are in the default condition, meaning 23% of the sample size considered. The selected indicators express the debt repayment capacity, the profitability and the liquidity of the analyzed entities. The most relevant indicator used into the model was appreciated to be banking debt recovery term. The tests applied have demonstrated the model' validity (graininess principle, the power of discrimination).

Suggested Citation

  • RODEAN Maria-Daciana & GRIGOROI Lilia & MINCULETE Georgiana Daniela, 2016. "Study On Credit Risk Management In Commercial Banks," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 68(4), pages 163-176, December.
  • Handle: RePEc:blg:reveco:v:68:y:2016:i:4:p:163-176

    Listed:
    • RODEAN Maria-Daciana

      (Lucian Blaga University of Sibiu)

    • GRIGOROI Lilia

      (ASEM, Chisinau, Republica Moldova)

    • MINCULETE Georgiana Daniela

      (Lucian Blaga University of Sibiu, Romania)

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