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 4 4 147
AN INQUIRY INTO CONTAGION TRANSMISSION AND SPILLOVER EFFECTS IN STOCK MARKETS 0 2 3 31 5 9 13 179
ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK 0 0 0 49 3 4 6 171
ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES 0 0 0 21 1 2 4 111
ASSETS AND LIABILITIES DEPENDENCE: EVIDENCE FROM AN EUROPEAN SAMPLE OF BANKS 0 0 0 11 4 5 6 79
ASSETS LIABILITIES MODELS - A LITERATURE REVIEW 0 0 0 43 3 6 9 413
Advantages and Limitations of VAR Models Used in Managing Market Risk in Banks 0 1 9 455 5 13 35 2,329
An Empirical Model for Assesing Risk and Performance in the Romanian Banking System 0 0 0 42 4 6 7 146
CONSIDERATIONS ON MONETARY POLICY HELD BY THE CENTRAL BANK TO ADOPT THE EURO 0 0 0 13 2 2 3 99
CONSIDERATIONS ON THE STRATEGY OF COMMERCIAL BANKS IN THE CONTEXT OF THE FINANCIAL SYSTEM DEVELOPMENT FOR THE PERIOD 2005-2013 0 0 1 2 1 1 6 90
CONSIDERATIONS OVER THE METHODOLOGY OF FINANCIAL ANALYSIS AND ITS LINKAGE WITH BANKABILITY OF EUROPEAN FUNDED INVESTMENT PROJECTS 0 0 0 16 3 4 5 78
Considerations Regarding Operational Risk Management in the Context of the Basel II Agreement 0 0 0 45 3 4 9 199
Considerations regarding credit portfolio risk management of the banking institution 0 0 0 56 4 5 6 217
Credit risk, a macroeconomic model application for Romania 0 0 0 91 9 11 11 231
Determinants of Credit Risk in the European Banking Sector 0 0 3 9 4 4 10 29
EMPIRICAL INQUIRY OF GREGARIOUS BEHAVIOR: EVIDENCE FROM EUROPEAN EMERGING MARKETS 0 0 1 5 2 4 6 28
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 1 1 1 41 3 6 6 167
Evaluating the liquidity determinats in the central and eastern European banking system 0 0 0 53 2 3 6 157
Financial contagion on the Romanian stock market 0 0 0 30 5 7 7 91
How does assets-liabilities management affects the profitability of banks? 0 0 0 37 3 3 10 126
IDIOSYNCRATIC RISK AND SYSTEMIC RISK IN THE EUROPEAN BANKING SYSTEM 1 1 1 39 5 8 9 118
IMPROVING EWS FOR BANKING CRISES: ROC AND AUROC ANALYSIS 0 0 0 7 1 3 5 46
Interest rate risk management - calculating Value at Risk using EWMA and GARCH models 0 0 1 209 5 5 6 585
LINKAGES BETWEEN THE STOCK MARKETS OF EASTERN EUROPE 0 0 0 11 5 6 8 38
MODELING ROMANIAN EXCHANGE RATE EVOLUTION WITH GARCH, TGARCH, GARCH- IN MEAN MODELS 0 0 1 112 6 6 7 316
MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS 0 0 0 35 5 8 9 150
Marketing of the banking services in Romania - an analysis regarding the evolution of the influence factors 0 0 0 41 6 7 8 159
New Trends Concerning Operational Risc In E-Banking 0 0 0 26 0 2 4 181
New Values in Credit Risk Management 0 0 0 53 2 2 2 133
Operational risk in banking - card fraud 0 0 1 89 3 4 9 242
Options evaluation - Black-Scholes model vs. binomial options pricing model 0 0 1 924 5 7 12 4,565
POLICIES OF THE COMMERCIAL BANKS LIQUIDITY MANAGEMENT IN THE CRISIS CONTEXT 0 0 0 235 4 5 7 950
PROFITABILITY OF THE CENTRAL AND EASTERN EUROPEAN BANKING SYSTEM 0 0 0 7 2 2 2 24
RETAIL PAYMENT AND ECONOMIC GROWTH FOR DEVELOPED AND EMERGING EUROPEAN COUNTRIES 1 2 2 19 7 10 11 92
Stock Markets and their informational inefficiencies - the BSE case 0 0 0 30 4 6 7 113
Stock returns and their probabilistic distribution (the Bucharest Stock Exchange case) 0 0 0 19 3 5 7 122
THE CORRELATION BETWEEN THE MARKET RISK AND THE LIQUIDITY RISK IN THE ROMANIAN BANKING SECTOR 0 0 0 58 5 9 12 205
THE NECESSITY OF AN UNIFORM REGULATION FOR THE MANAGEMENT OF BANKING RISK AT THE EUROPEAN LEVEL 0 0 1 19 1 1 4 97
THE RELATION BETWEEN PROFITABILITY, CAPITAL REQUIREMENTS AND THE STRUCTURE OF ASSETS-LIABILITIES IN BANKS 0 0 0 15 3 5 5 118
THE TOLERANCE AND OPERATIONAL RISK APPETITE IN BANKING 0 0 1 79 8 10 16 250
The European investment fund and the evidence of the undertakings for collective investment in transferable securities (UCITS) marker 0 0 0 27 4 6 7 135
The impact of banks' financial statements publication on their market capitalization (The B.S.E. Case) 0 0 0 31 6 8 8 149
The integration of capital markets: correlation analysis 0 0 0 68 3 7 8 206
The use in banks of value at risk method in market risk 0 0 0 150 3 5 5 455
Using credit scoring method for probability of non-financial companies default estimation at industry level 0 0 0 103 3 4 4 256
Using stress testing methodology in evaluating banking institution’s exposure to risk 0 1 1 258 1 3 4 623
Total Journal Articles 3 8 28 3,775 168 247 356 15,505


Statistics updated 2026-02-12