Access Statistics for Ioan Trenca

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MACROPRUDENTIAL FRAMEWORK FOR EUROPEAN COMMERCIAL BANKING SECTOR. AN EARLY WARNING SYSTEM WITH LOGIT APPROACH 0 0 0 4 0 0 0 21
A MACROPRUDENTIAL SUPERVISION MODEL. EMPIRICAL EVIDENCE FROM THE CENTRAL AND EASTERN EUROPEAN BANKING SYSTEM 0 0 0 48 0 0 0 143
AN INQUIRY INTO CONTAGION TRANSMISSION AND SPILLOVER EFFECTS IN STOCK MARKETS 0 0 0 28 0 3 4 166
ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK 0 0 0 49 0 0 1 165
ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES 0 0 0 21 0 0 0 107
ASSETS AND LIABILITIES DEPENDENCE: EVIDENCE FROM AN EUROPEAN SAMPLE OF BANKS 0 0 0 11 0 0 0 73
ASSETS LIABILITIES MODELS - A LITERATURE REVIEW 0 0 4 43 0 2 13 404
Advantages and Limitations of VAR Models Used in Managing Market Risk in Banks 0 3 11 446 0 3 41 2,294
An Empirical Model for Assesing Risk and Performance in the Romanian Banking System 0 0 1 42 1 1 2 140
CONSIDERATIONS ON MONETARY POLICY HELD BY THE CENTRAL BANK TO ADOPT THE EURO 0 0 0 13 1 2 2 97
CONSIDERATIONS ON THE STRATEGY OF COMMERCIAL BANKS IN THE CONTEXT OF THE FINANCIAL SYSTEM DEVELOPMENT FOR THE PERIOD 2005-2013 1 1 1 2 1 1 2 85
CONSIDERATIONS OVER THE METHODOLOGY OF FINANCIAL ANALYSIS AND ITS LINKAGE WITH BANKABILITY OF EUROPEAN FUNDED INVESTMENT PROJECTS 0 0 0 16 0 1 1 73
Considerations Regarding Operational Risk Management in the Context of the Basel II Agreement 0 0 0 45 1 1 1 191
Considerations regarding credit portfolio risk management of the banking institution 0 0 0 56 1 1 1 212
Credit risk, a macroeconomic model application for Romania 0 0 0 91 0 0 2 220
Determinants of Credit Risk in the European Banking Sector 1 1 3 7 2 3 8 21
EMPIRICAL INQUIRY OF GREGARIOUS BEHAVIOR: EVIDENCE FROM EUROPEAN EMERGING MARKETS 0 0 0 4 0 0 0 22
EXPLORING THE RELATIONSHIP BETWEEN BANK PROFITABILITY AND STATE INTERVENTION POLICIES IN EUROPEAN BANKING SECTOR 0 1 1 9 0 1 2 68
Econometric Models Used For Managing The Market Risk In The Romanian Banking System 0 0 1 40 0 0 1 161
Evaluating the liquidity determinats in the central and eastern European banking system 0 1 1 53 1 3 4 152
Financial contagion on the Romanian stock market 0 0 0 30 0 0 0 84
IDIOSYNCRATIC RISK AND SYSTEMIC RISK IN THE EUROPEAN BANKING SYSTEM 0 0 1 38 0 0 4 109
IMPROVING EWS FOR BANKING CRISES: ROC AND AUROC ANALYSIS 0 0 0 7 0 0 0 41
Interest rate risk management - calculating Value at Risk using EWMA and GARCH models 0 0 2 208 0 0 7 579
LINKAGES BETWEEN THE STOCK MARKETS OF EASTERN EUROPE 0 0 0 11 0 0 0 30
MODELING ROMANIAN EXCHANGE RATE EVOLUTION WITH GARCH, TGARCH, GARCH- IN MEAN MODELS 0 0 2 111 0 0 2 309
MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS 0 0 0 35 0 1 1 141
Marketing of the banking services in Romania - an analysis regarding the evolution of the influence factors 0 0 0 41 1 1 1 152
New Trends Concerning Operational Risc In E-Banking 0 0 0 26 0 0 0 177
New Values in Credit Risk Management 0 0 0 53 0 0 1 131
Operational risk in banking - card fraud 0 0 0 88 1 1 1 234
Options evaluation - Black-Scholes model vs. binomial options pricing model 0 1 8 923 0 2 18 4,553
POLICIES OF THE COMMERCIAL BANKS LIQUIDITY MANAGEMENT IN THE CRISIS CONTEXT 0 0 1 235 1 2 6 944
PROFITABILITY OF THE CENTRAL AND EASTERN EUROPEAN BANKING SYSTEM 0 0 0 7 0 0 0 22
RETAIL PAYMENT AND ECONOMIC GROWTH FOR DEVELOPED AND EMERGING EUROPEAN COUNTRIES 0 0 0 17 0 0 2 81
Stock Markets and their informational inefficiencies - the BSE case 0 0 0 30 1 1 1 107
Stock returns and their probabilistic distribution (the Bucharest Stock Exchange case) 0 0 0 19 1 1 1 116
THE CORRELATION BETWEEN THE MARKET RISK AND THE LIQUIDITY RISK IN THE ROMANIAN BANKING SECTOR 0 0 0 58 0 0 1 193
THE NECESSITY OF AN UNIFORM REGULATION FOR THE MANAGEMENT OF BANKING RISK AT THE EUROPEAN LEVEL 1 1 1 19 1 1 2 94
THE RELATION BETWEEN PROFITABILITY, CAPITAL REQUIREMENTS AND THE STRUCTURE OF ASSETS-LIABILITIES IN BANKS 0 0 1 15 0 0 1 113
THE TOLERANCE AND OPERATIONAL RISK APPETITE IN BANKING 0 0 3 78 0 0 6 234
The European investment fund and the evidence of the undertakings for collective investment in transferable securities (UCITS) marker 0 0 0 27 0 0 0 128
The impact of banks' financial statements publication on their market capitalization (The B.S.E. Case) 0 0 0 31 0 0 1 141
The integration of capital markets: correlation analysis 0 0 0 68 0 0 1 198
The use in banks of value at risk method in market risk 0 0 1 150 0 1 2 450
Using credit scoring method for probability of non-financial companies default estimation at industry level 0 1 1 103 0 1 2 252
Using stress testing methodology in evaluating banking institution’s exposure to risk 0 0 0 257 1 1 1 620
Total Journal Articles 3 10 44 3,713 15 35 147 15,048


Statistics updated 2025-03-03