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Article
Early Warning System For The Romanian Banking Sector: The Caampl Approach
Annals of Faculty of Economics, University of Oradea (2009)
  • Claudiu T Albulescu
  • Sorina I Coroiu
Abstract
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.
Keywords
  • financial stability,
  • early warning systems,
  • CAAMPL ratings,
  • Romanian banking system
Publication Date
May, 2009
Citation Information
Claudiu T Albulescu and Sorina I Coroiu. "Early Warning System For The Romanian Banking Sector: The Caampl Approach" Annals of Faculty of Economics, University of Oradea Vol. 3 Iss. 1 (2009)
Available at: http://works.bepress.com/claudiu_albulescu/8/