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 2 2 2 145
AN INQUIRY INTO CONTAGION TRANSMISSION AND SPILLOVER EFFECTS IN STOCK MARKETS 0 2 3 31 2 5 11 174
ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK 0 0 0 49 1 2 3 168
ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES 0 0 0 21 1 2 3 110
ASSETS AND LIABILITIES DEPENDENCE: EVIDENCE FROM AN EUROPEAN SAMPLE OF BANKS 0 0 0 11 1 2 2 75
ASSETS LIABILITIES MODELS - A LITERATURE REVIEW 0 0 0 43 1 3 7 410
Advantages and Limitations of VAR Models Used in Managing Market Risk in Banks 1 2 10 455 4 9 31 2,324
An Empirical Model for Assesing Risk and Performance in the Romanian Banking System 0 0 0 42 2 2 3 142
CONSIDERATIONS ON MONETARY POLICY HELD BY THE CENTRAL BANK TO ADOPT THE EURO 0 0 0 13 0 0 2 97
CONSIDERATIONS ON THE STRATEGY OF COMMERCIAL BANKS IN THE CONTEXT OF THE FINANCIAL SYSTEM DEVELOPMENT FOR THE PERIOD 2005-2013 0 0 1 2 0 3 5 89
CONSIDERATIONS OVER THE METHODOLOGY OF FINANCIAL ANALYSIS AND ITS LINKAGE WITH BANKABILITY OF EUROPEAN FUNDED INVESTMENT PROJECTS 0 0 0 16 0 2 3 75
Considerations Regarding Operational Risk Management in the Context of the Basel II Agreement 0 0 0 45 1 3 6 196
Considerations regarding credit portfolio risk management of the banking institution 0 0 0 56 0 1 2 213
Credit risk, a macroeconomic model application for Romania 0 0 0 91 2 2 2 222
Determinants of Credit Risk in the European Banking Sector 0 0 3 9 0 0 6 25
EMPIRICAL INQUIRY OF GREGARIOUS BEHAVIOR: EVIDENCE FROM EUROPEAN EMERGING MARKETS 0 0 1 5 2 2 4 26
EXPLORING THE RELATIONSHIP BETWEEN BANK PROFITABILITY AND STATE INTERVENTION POLICIES IN EUROPEAN BANKING SECTOR 0 0 0 9 0 0 1 69
Econometric Models Used For Managing The Market Risk In The Romanian Banking System 0 0 0 40 3 3 3 164
Evaluating the liquidity determinats in the central and eastern European banking system 0 0 1 53 0 2 6 155
Financial contagion on the Romanian stock market 0 0 0 30 1 2 2 86
How does assets-liabilities management affects the profitability of banks? 0 0 1 37 0 1 9 123
IDIOSYNCRATIC RISK AND SYSTEMIC RISK IN THE EUROPEAN BANKING SYSTEM 0 0 0 38 3 3 4 113
IMPROVING EWS FOR BANKING CRISES: ROC AND AUROC ANALYSIS 0 0 0 7 2 4 4 45
Interest rate risk management - calculating Value at Risk using EWMA and GARCH models 0 0 1 209 0 0 1 580
LINKAGES BETWEEN THE STOCK MARKETS OF EASTERN EUROPE 0 0 0 11 0 3 3 33
MODELING ROMANIAN EXCHANGE RATE EVOLUTION WITH GARCH, TGARCH, GARCH- IN MEAN MODELS 0 0 1 112 0 0 1 310
MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS 0 0 0 35 1 4 5 145
Marketing of the banking services in Romania - an analysis regarding the evolution of the influence factors 0 0 0 41 1 1 2 153
New Trends Concerning Operational Risc In E-Banking 0 0 0 26 1 4 4 181
New Values in Credit Risk Management 0 0 0 53 0 0 0 131
Operational risk in banking - card fraud 0 0 1 89 0 3 6 239
Options evaluation - Black-Scholes model vs. binomial options pricing model 0 0 2 924 2 2 9 4,560
POLICIES OF THE COMMERCIAL BANKS LIQUIDITY MANAGEMENT IN THE CRISIS CONTEXT 0 0 0 235 1 1 4 946
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 1 1 1 18 3 4 4 85
Stock Markets and their informational inefficiencies - the BSE case 0 0 0 30 2 2 3 109
Stock returns and their probabilistic distribution (the Bucharest Stock Exchange case) 0 0 0 19 2 3 4 119
THE CORRELATION BETWEEN THE MARKET RISK AND THE LIQUIDITY RISK IN THE ROMANIAN BANKING SECTOR 0 0 0 58 3 4 7 200
THE NECESSITY OF AN UNIFORM REGULATION FOR THE MANAGEMENT OF BANKING RISK AT THE EUROPEAN LEVEL 0 0 1 19 0 1 3 96
THE RELATION BETWEEN PROFITABILITY, CAPITAL REQUIREMENTS AND THE STRUCTURE OF ASSETS-LIABILITIES IN BANKS 0 0 0 15 1 2 2 115
THE TOLERANCE AND OPERATIONAL RISK APPETITE IN BANKING 0 0 1 79 1 3 8 242
The European investment fund and the evidence of the undertakings for collective investment in transferable securities (UCITS) marker 0 0 0 27 1 3 3 131
The impact of banks' financial statements publication on their market capitalization (The B.S.E. Case) 0 0 0 31 2 2 2 143
The integration of capital markets: correlation analysis 0 0 0 68 2 5 5 203
The use in banks of value at risk method in market risk 0 0 0 150 1 2 3 452
Using credit scoring method for probability of non-financial companies default estimation at industry level 0 0 0 103 1 1 1 253
Using stress testing methodology in evaluating banking institution’s exposure to risk 0 1 1 258 1 2 3 622
Total Journal Articles 2 6 29 3,772 54 107 204 15,337


Statistics updated 2026-01-09