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 1 5 5 148
AN INQUIRY INTO CONTAGION TRANSMISSION AND SPILLOVER EFFECTS IN STOCK MARKETS 0 0 3 31 1 8 14 180
ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK 0 0 0 49 1 5 7 172
ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES 0 0 0 21 1 3 5 112
ASSETS AND LIABILITIES DEPENDENCE: EVIDENCE FROM AN EUROPEAN SAMPLE OF BANKS 0 0 0 11 2 7 8 81
ASSETS LIABILITIES MODELS - A LITERATURE REVIEW 0 0 0 43 3 7 12 416
Advantages and Limitations of VAR Models Used in Managing Market Risk in Banks 0 1 9 455 4 13 39 2,333
An Empirical Model for Assesing Risk and Performance in the Romanian Banking System 0 0 0 42 1 7 7 147
CONSIDERATIONS ON MONETARY POLICY HELD BY THE CENTRAL BANK TO ADOPT THE EURO 0 0 0 13 1 3 3 100
CONSIDERATIONS ON THE STRATEGY OF COMMERCIAL BANKS IN THE CONTEXT OF THE FINANCIAL SYSTEM DEVELOPMENT FOR THE PERIOD 2005-2013 0 0 0 2 2 3 7 92
CONSIDERATIONS OVER THE METHODOLOGY OF FINANCIAL ANALYSIS AND ITS LINKAGE WITH BANKABILITY OF EUROPEAN FUNDED INVESTMENT PROJECTS 0 0 0 16 0 3 5 78
Considerations Regarding Operational Risk Management in the Context of the Basel II Agreement 0 0 0 45 0 4 8 199
Considerations regarding credit portfolio risk management of the banking institution 0 0 0 56 0 4 5 217
Credit risk, a macroeconomic model application for Romania 0 0 0 91 5 16 16 236
Determinants of Credit Risk in the European Banking Sector 0 0 2 9 1 5 9 30
EMPIRICAL INQUIRY OF GREGARIOUS BEHAVIOR: EVIDENCE FROM EUROPEAN EMERGING MARKETS 0 0 1 5 0 4 6 28
EXPLORING THE RELATIONSHIP BETWEEN BANK PROFITABILITY AND STATE INTERVENTION POLICIES IN EUROPEAN BANKING SECTOR 0 0 0 9 2 2 3 71
Econometric Models Used For Managing The Market Risk In The Romanian Banking System 0 1 1 41 4 10 10 171
Evaluating the liquidity determinats in the central and eastern European banking system 0 0 0 53 1 3 6 158
Financial contagion on the Romanian stock market 0 0 0 30 4 10 11 95
How does assets-liabilities management affects the profitability of banks? 0 0 0 37 2 5 11 128
IDIOSYNCRATIC RISK AND SYSTEMIC RISK IN THE EUROPEAN BANKING SYSTEM 0 1 1 39 0 8 9 118
IMPROVING EWS FOR BANKING CRISES: ROC AND AUROC ANALYSIS 0 0 0 7 0 3 5 46
Interest rate risk management - calculating Value at Risk using EWMA and GARCH models 0 0 1 209 1 6 7 586
LINKAGES BETWEEN THE STOCK MARKETS OF EASTERN EUROPE 0 0 0 11 1 6 9 39
MODELING ROMANIAN EXCHANGE RATE EVOLUTION WITH GARCH, TGARCH, GARCH- IN MEAN MODELS 0 0 1 112 2 8 9 318
MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS 0 0 0 35 1 7 10 151
Marketing of the banking services in Romania - an analysis regarding the evolution of the influence factors 0 0 0 41 2 9 9 161
New Trends Concerning Operational Risc In E-Banking 0 0 0 26 2 3 6 183
New Values in Credit Risk Management 0 0 0 53 1 3 3 134
Operational risk in banking - card fraud 0 0 1 89 1 4 9 243
Options evaluation - Black-Scholes model vs. binomial options pricing model 0 0 1 924 4 11 16 4,569
POLICIES OF THE COMMERCIAL BANKS LIQUIDITY MANAGEMENT IN THE CRISIS CONTEXT 0 0 0 235 1 6 7 951
PROFITABILITY OF THE CENTRAL AND EASTERN EUROPEAN BANKING SYSTEM 0 0 0 7 0 2 2 24
RETAIL PAYMENT AND ECONOMIC GROWTH FOR DEVELOPED AND EMERGING EUROPEAN COUNTRIES 0 2 2 19 1 11 12 93
Stock Markets and their informational inefficiencies - the BSE case 0 0 0 30 1 7 7 114
Stock returns and their probabilistic distribution (the Bucharest Stock Exchange case) 0 0 0 19 0 5 6 122
THE CORRELATION BETWEEN THE MARKET RISK AND THE LIQUIDITY RISK IN THE ROMANIAN BANKING SECTOR 0 0 0 58 2 10 14 207
THE NECESSITY OF AN UNIFORM REGULATION FOR THE MANAGEMENT OF BANKING RISK AT THE EUROPEAN LEVEL 0 0 0 19 2 3 5 99
THE RELATION BETWEEN PROFITABILITY, CAPITAL REQUIREMENTS AND THE STRUCTURE OF ASSETS-LIABILITIES IN BANKS 0 0 0 15 1 5 6 119
THE TOLERANCE AND OPERATIONAL RISK APPETITE IN BANKING 0 0 1 79 2 11 18 252
The European investment fund and the evidence of the undertakings for collective investment in transferable securities (UCITS) marker 0 0 0 27 3 8 10 138
The impact of banks' financial statements publication on their market capitalization (The B.S.E. Case) 0 0 0 31 2 10 10 151
The integration of capital markets: correlation analysis 0 0 0 68 1 6 9 207
The use in banks of value at risk method in market risk 0 0 0 150 2 6 7 457
Using credit scoring method for probability of non-financial companies default estimation at industry level 0 0 0 103 4 8 8 260
Using stress testing methodology in evaluating banking institution’s exposure to risk 0 0 1 258 0 2 3 623
Total Journal Articles 0 5 25 3,775 73 295 413 15,578


Statistics updated 2026-03-04